Información del autor
Autor Wang, Yu-Ann |
Documentos disponibles escritos por este autor (3)
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Chang, Chia-Lin ; McAleer, Michael ; Wang, Yu-Ann | 2018The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable ener[...]![]()
texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Wang, Yu-Ann | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2016The recent and rapidly growing interest in biofuel as a green energy source has raised concerns about its impact on the prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural commoditi[...]![]()
texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Wang, Yu-Ann | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2017The recent and rapidly growing interest in biofuel as a green energy source has raised concerns about its impact on the prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural commoditi[...]