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Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
Digital文書・図像類
Chang, Chia-Lin, McAleer, Michael, Tansuchat, RoengchaiInstitute of Economic Research, Kyoto University2010-11KIER Discussion Paper743
Available onlineOther Libraries in Japan
  • Subject Heading...l correlations crude oil prices optimal hedge ratio optimal p...

Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets

Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
Digital文書・図像類
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-08KIER Discussion Paper717
Available onlineOther Libraries in Japan
  • Subject Heading...al correlation crude oil prices spot returns forward returns ...

Modeling the Effect of Oil Price on Global Fertilizer Prices

Modeling the Effect of Oil Price on Global Fertilizer Prices
Digital文書・図像類
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-09KIER Discussion Paper722
Available onlineOther Libraries in Japan

Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
Digital文書・図像類
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-08KIER Discussion Paper715
Available onlineOther Libraries in Japan
  • Subject Heading...l correlations crude oil prices spot forward and futures pric...

Modeling the Volatility in Global Fertilizer Prices

Modeling the Volatility in Global Fertilizer Prices
Digital文書・図像類
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-07KIER Discussion Paper705
Available onlineOther Libraries in Japan

Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets

Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
Paper文書・図像類
Chang, Chialin Michael McAleer and Roengchai Tansuchat日本経済国際共同センター2010-02Discussion paper series. CIRJE-FCIRJE-F-718
Other Libraries in Japan
  • Subject Heading...al correlation crude oil prices spot returns forward returns ...

Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
Paper文書・図像類
Tansuchat, Roengchai, Chang, Chia-Lin, McAleer, Michael日本経済国際共同センター2010-01Discussion paper series. CIRJE-FCIRJE-F-706
Other Libraries in Japan
  • Subject Heading...l correlations crude oil prices spot forward and futures pric...

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
Paper文書・図像類
Tansuchat, Roengchai, Chang, Chia-Lin, McAleer, Michael日本経済国際共同センター2010-01Discussion paper series. CIRJE-FCIRJE-F-704
Other Libraries in Japan
  • Subject Heading...l correlations crude oil prices optimal hedge ratio optimal p...

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