文献
J-GLOBAL ID:201902287960590692
整理番号:19A1779549
農業とエネルギーにおけるスポット,先物,およびETF価格のための揮発性スピルオーバ【JST・京大機械翻訳】
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
著者 (9件):
Chang Chia-Lin
(Department of Applied Economics, National Chung Hsing University, Taiwan)
,
Chang Chia-Lin
(Department of Finance, National Chung Hsing University, Taiwan)
,
Chang Chia-Lin
(Department of Finance, Asia University, Taiwan)
,
Liu Chia-Ping
(Department of Quantitative Finance, National Tsing Hua University, Taiwan)
,
McAleer Michael
(Department of Finance, Asia University, Taiwan)
,
McAleer Michael
(Discipline of Business Analytics, University of Sydney Business School, Australia)
,
McAleer Michael
(Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, the Netherlands)
,
McAleer Michael
(Department of Quantitative Analysis and ICAE, Complutense University of Madrid, Spain)
,
McAleer Michael
(Institute of Advanced Sciences, Yokohama National University, Japan)
資料名:
Energy Economics
(Energy Economics)
巻:
81
ページ:
779-792
発行年:
2019年
JST資料番号:
E0757B
ISSN:
0140-9883
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)