Chia-Lin Chang

Best Publications

• Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

  Chia-Lin Chang;Michael McAleer;Michael McAleer;Michael McAleer;Roengchai Tansuchat

  383
  Citations

• A Charter for Sustainable Tourism after COVID-19

  Chia Lin Chang;Michael McAleer;Vicente Ramos

  308
  Citations

• Conditional correlations and volatility spillovers between crude oil and stock index returns

  Chia-Lin Chang;Michael McAleer;Michael McAleer;Michael McAleer;Roengchai Tansuchat

  304
  Citations

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

  Chia-Lin Chang;Michael McAleer;Michael McAleer;Roengchai Tansuchat

  200
  Citations

• Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets

  Chia-Lin Chang;Michael McAleer;Roengchai Tansuchat

  200
  Citations

• Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*

  Chia Lin Chang;Michael McAleer;Yu Ann Wang

  166
  Citations

• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development

  Chia Lin Chang;Thanchanok Khamkaew;Michael McAleer

  124
  Citations

• Risk and Financial Management of COVID-19 in Business, Economics and Finance

  Chia-Lin Chang;Michael McAleer;Wing Keung Wong

  100
  Citations

• Estimating the impact of avian flu on international tourism demand using panel data

  Hsiao-I Kuo;Chia-Lin Chang;Bing-Wen Huang;Chi-Chung Chen

  90
  Citations

• Forecasting h(m)otel guest nights in New Zealand

  Christine Lim;Chialin Chang;Michael McAleer;Michael McAleer

  85
  Citations

• Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation

  Chia-Lin Chang;Songsak Sriboonchitta;Aree Wiboonpongse

  78
  Citations

• Great Expectatrics: Great Papers, Great Journals, Great Econometrics

  Chia-Lin Chang;Michael McAleer;Les Oxley

  54
  Citations

• What makes a great journal great in the sciences? Which came first, the chicken or the egg?

  Chia-Lin Chang;Michael Mcaleer;Les Oxley

  54
  Citations

• Modelling Volatility Spillovers for Bio-ethanol,Sugarcane and Corn Spot and Futures Prices

  Chia-Lin Chang;Michael McAleer;Yu-Ann Wang

  50
  Citations

• Risk spillovers in oil-related CDS, stock and credit markets

  Shawkat Hammoudeh;Tengdong Liu;Chia-Lin Chang;Michael McAleer;Michael McAleer;Michael McAleer

  50
  Citations

• Causality between CO2 emissions and stock markets

  Chia-Lin Chang;Jukka Ilomäki;Hannu Laurila;Michael McAleer

  46
  Citations

• Globalization and knowledge spillover: international direct investment, exports and patents

  Unknown

  43
  Citations

• Alternative Global Health Security Indexes for Risk Analysis of COVID-19.

  Chia Lin Chang;Michael McAleer

  42
  Citations

• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations

  Chia-Lin Chang;Thanchanok Khamkaew;Roengchai Tansuchat;Michael McAleer

  40
  Citations

• The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH

  Chia-Lin Chang;Michael McAleer

  35
  Citations