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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

The Dynamics of Energy-Grain Prices with Open Interest

The Dynamics of Energy-Grain Prices with Open Interest
Digital文書・図像類
McAleer, Michael, Hammoudeh, Shawkat, Sarafrazi, Soodabeh, Chang, Chia-LinInstitute of Economic Research, Kyoto University2011-05KIER Discussion Paper776
Available onlineOther Libraries in Japan
  • Subject Heading... open interest future prices ethanol crude oil gasoline co...

Market efficiency of commodity futures in India

Market efficiency of commodity futures in India
Digital文書・図像類
Inoue, Takeshi, Hamori, ShigeyukiInstitute of Developing Economies　(IDE-JETRO)2012-10-01IDE Discussion Paper370
Other Libraries in Japan

Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets

Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
Paper文書・図像類
Chang, Chia-Lin, McAleer, Michael, Roengchai, Tansuchat日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-640
Other 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
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

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