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Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
The paper examines the performance of four multivariate volatility models, namely CCC, VARMA-GARCH, DCC and BEKK, for the crude oil spot and futures returns of two major benchmark international crudeExpand
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Conditional correlations and volatility spillovers between crude oil and stock index returns
This paper investigates the conditional correlations and volatility spillovers between the crude oil and financial markets, based on crude oil returns and stock index returns. Daily returns from 2Expand
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Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Crude oil price volatility has been analyzed extensively for organized spot, forward and futures markets for well over a decade, and is crucial for forecasting volatility and Value-at-Risk (VaR).Expand
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Is Small Beautiful?: Size Effects of Volatility Spillovers
This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditionalExpand
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Citations and Impact of ISI Tourism and Hospitality Journals
The paper analyses the leading international journals in Tourism and Hospitality Research using quantifiable Research Assessment Measures (RAMs), highlights the similarities and differences inExpand
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Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
The 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. AnalyzingExpand
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IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
The significant impact of international tourism in stimulating economic growth is especially important from a policy perspective. For this reason, the relationship between international tourism andExpand
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Asymmetric Adjustments in the Ethanol and Grains Markets
This paper examines the long- and short-run asymmetric adjustments for nine pairs of spot and futures prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairsExpand
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Anthropometric measures, plasma adiponectin, and breast cancer risk.
Adiponectin is a peptide hormone secreted exclusively by adipocytes, and obesity is an established risk factor for breast cancer. We have, thus, evaluated the associations of anthropometric measuresExpand
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Psoralen and isopsoralen, two coumarins of Psoraleae Fructus, can alleviate scopolamine-induced amnesia in rats.
In this study we have found that the crude extract of Psoraleae Fructus inhibited acetylcholinesterase activity in vitro and ameliorated impairment of the inhibitory avoidance response and of theExpand
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