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~accessRights:"restricted"
~language:"eng"
~language:"ind"
~person:"Gil-Alaña, Luis A."
~person:"Uddin, Mohammed Gazi Salah"
~subject:"Commodity derivative"
~subject:"Developing countries"
~subject:"Portfolio-Management"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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Commodity derivative
Developing countries
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Estimation
78
Time series analysis
69
Zeitreihenanalyse
69
Fractional integration
42
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Gil-Alaña, Luis A.
Uddin, Mohammed Gazi Salah
Gupta, Rangan
243
Tiwari, Aviral Kumar
104
Lee, Chien-chiang
95
Bahmani-Oskooee, Mohsen
83
Tsionas, Efthymios G.
83
Bouri, Elie
80
Zaremba, Adam
80
Wohar, Mark E.
77
Hammoudeh, Shawkat
74
Ma, Feng
69
Xuan Vinh Vo
69
Apergēs, Nikolaos
67
Gnangnon, Sèna Kimm
65
Kang, Sang Hoon
62
Balcilar, Mehmet
61
Cheng, T. C. E.
60
Wang, Yudong
58
Mensi, Walid
57
Ji, Qiang
56
Wang, Leonard F. S.
54
Zhang, Wei
54
Fabozzi, Frank J.
53
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52
Shahzad, Syed Jawad Hussain
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Salisu, Afees A.
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Kumbhakar, Subal
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Dolgui, Alexandre
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Gozgor, Giray
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Narayan, Paresh Kumar
48
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46
Serletis, Apostolos
45
Wang, Shouyang
45
Demirer, Rıza
44
Jawadi, Fredj
44
Laporte, Gilbert
44
Zhang, Yaojie
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Yoon, Seong-min
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International review of economics & finance : IREF
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Finance research letters
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Review of development finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Tourism economics : the business and finance of tourism and recreation
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Computational economics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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132
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1
Is investing in green assets costlier? : green vs. non-green financial assets
Siddique, Md Abubakar
;
Nobanee, Haitham
;
Hasan, Md. Bokhtiar
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1460-1481
Persistent link: https://www.econbiz.de/10014535113
Saved in:
2
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
4
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
5
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
6
Dynamic relations between housing Markets, stock Markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
;
Uddin, …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014485226
Saved in:
7
Factors behind the performance of green bond markets
Adekoya, Oluwasegun B.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 92-106
Persistent link: https://www.econbiz.de/10014474235
Saved in:
8
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
Saved in:
9
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
10
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
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