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subject:"Schock"
subject:"Volatilität"
~person:"Hammoudeh, Shawkat"
~person:"Ma, Feng"
~subject:"Theory"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
Theory
World
Estimation
77
Schätzung
77
Volatility
36
Forecasting model
32
Prognoseverfahren
32
Welt
28
Aktienmarkt
24
Oil price
24
Stock market
24
Ölpreis
24
Capital income
23
Kapitaleinkommen
23
ARCH model
21
ARCH-Modell
21
Börsenkurs
21
Share price
21
Commodity derivative
14
Rohstoffderivat
14
Risiko
13
Risk
13
Portfolio selection
11
Portfolio-Management
11
Time series analysis
11
Zeitreihenanalyse
11
Causality analysis
9
Kausalanalyse
9
USA
9
United States
9
Volatility forecasting
9
Economic growth
8
Shock
8
Wirtschaftswachstum
8
Cointegration
7
Forecast
7
Kointegration
7
Prognose
7
Hedging
6
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Undetermined
52
Free
4
Type of publication
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Article
59
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Aufsatz in Zeitschrift
Article in journal
59
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
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1
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English
59
Author
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Hammoudeh, Shawkat
Ma, Feng
Gupta, Rangan
97
Bahmani-Oskooee, Mohsen
59
Gil-Alaña, Luis A.
50
Caporale, Guglielmo Maria
43
Wohar, Mark E.
41
Apergēs, Nikolaos
35
Tiwari, Aviral Kumar
34
Pierdzioch, Christian
33
Lee, Chien-chiang
32
McAleer, Michael
30
Serletis, Apostolos
30
Bollerslev, Tim
28
Zaremba, Adam
28
Balcilar, Mehmet
27
Xuan Vinh Vo
27
Bouri, Elie
26
Narayan, Paresh Kumar
26
Todorov, Viktor
26
Belke, Ansgar
25
Kumbhakar, Subal
25
Moosa, Imad A.
23
Brooks, Robert
22
Kang, Sang Hoon
22
Mensi, Walid
22
MacDonald, Ronald
21
Schneider, Friedrich
21
Shahbaz, Muhammad
21
Herwartz, Helmut
20
Kumar, Dilip
20
Rashid, Abdul
20
Wang, Yudong
20
Chang, Tsangyao
19
McMillan, David G.
19
Zhu, Huiming
19
Buch, Claudia M.
18
Payne, James E.
18
Yoon, Seong-min
18
Ji, Qiang
17
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Energy economics
12
Applied economics
7
Finance research letters
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
International review of financial analysis
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of international financial markets, institutions & money
3
Applied economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy policy
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
Korea and the world economy
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
The journal of futures markets
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
59
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51
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
52
US monetary policy and sectoral commodity prices
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
- In:
Journal of international money and finance
57
(
2015
),
pp. 61-85
Persistent link: https://www.econbiz.de/10011478211
Saved in:
53
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
54
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
55
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
56
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Asaba, Nwin-Anefo Fru
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 72-89
Persistent link: https://www.econbiz.de/10011571898
Saved in:
57
Effects of US macroeconomic shocks on international commodity prices
Kim, Won Joong
;
Hammoudeh, Shawkat
;
Choi, Kyongwook
- In:
Korea and the world economy
15
(
2014
)
1
,
pp. 45-85
Persistent link: https://www.econbiz.de/10010359831
Saved in:
58
A momentum threshold model of stock prices and country risk ratings : evidence from BRICS countries
Liu, Tengdong
;
Hammoudeh, Shawkat
;
Thompson, Mark A.
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 99-112
Persistent link: https://www.econbiz.de/10010411750
Saved in:
59
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
Saved in:
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