Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets

Energy Economics - Tập 32 - Trang 1445-1455 - 2010
Chia-Lin Chang1, Michael McAleer2,3, Roengchai Tansuchat4
1Department of Applied Economics National Chung Hsing University Taichung, 250 Kuo Kuang Road, National Chung Hsing University Taichung 402, Taiwan
2Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, the Netherlands
3Tinbergen Institute, The Netherlands
4Faculty of Economics, Maejo University, Thailand

Tài liệu tham khảo

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