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person:"Hammoudeh, Shawkat"
~person:"Chatziantoniou, Ioannis"
~person:"Guesmi, Khaled"
~subject:"Spillover effect"
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Search: subject_exact:"Oil price shock"
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Spillover effect
Oil price
100
Ölpreis
100
Volatility
56
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56
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42
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42
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27
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27
Spillover-Effekt
23
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Hammoudeh, Shawkat
Chatziantoniou, Ioannis
Guesmi, Khaled
Mensi, Walid
16
Kang, Sang Hoon
13
Chang, Chia-Lin
12
McAleer, Michael
12
Bouri, Elie
8
Yoon, Seong-min
8
Shahzad, Syed Jawad Hussain
7
Xuan Vinh Vo
7
Al-Maadid, Alanoud
6
Caporale, Guglielmo Maria
6
Gupta, Rangan
6
Ji, Qiang
6
Spagnolo, Fabio
6
Spagnolo, Nicola
6
Tansuchat, Roengchai
6
Lau, Chi Keung
5
Nazlıoğlu, Şaban
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Abakah, Emmanuel Joel Aikins
4
Antonakakis, Nikolaos
4
Arouri, Mohamed
4
Bagchi, Bhaskar
4
El Harrak, Mohamed
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Filis, George
4
Gubareva, Mariya
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Hanif, Waqas
4
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4
Lin, Boqiang
4
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4
Mills, Marshall
4
Nguyen, Duc Khuong
4
Ocampos, Lorraine
4
Urom, Christian
4
Vigne, Samuel A.
4
Wei, Yu
4
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2
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Emerging markets and the global economy
1
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1
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1
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ECONIS (ZBW)
23
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1
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
2
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
3
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
4
Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty
Urom, Christian
;
Mzoughi, Hela
;
Ndubuisi, Gideon Onyewuchi
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 326-341
Persistent link: https://www.econbiz.de/10013336297
Saved in:
5
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
6
Inflation synchronization among the G7and China : the important role of oil inflation
Elsayed, Ahmed H.
;
Hammoudeh, Shawkat
;
Sousa, Ricardo M.
- In:
Energy economics
100
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939969
Saved in:
7
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
8
Forecasting oil price volatility using spillover effects from uncertainty indices
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Delis, …
- In:
Finance research letters
42
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014580430
Saved in:
9
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Urom, Christian
;
Abid, Ilyes
;
Guesmi, Khaled
; …
- In:
Economic modelling
93
(
2020
),
pp. 230-258
Persistent link: https://www.econbiz.de/10012430139
Saved in:
10
Dynamic spillovers of oil price shocks and policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
-
2014
Persistent link: https://www.econbiz.de/10010360804
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