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~accessRights:"restricted"
~person:"Shahzad, Syed Jawad Hussain"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Risikomaß
8
Risk measure
8
Multivariate distribution
7
Spillover effect
6
Spillover-Effekt
6
Aktienmarkt
5
Stock market
5
Oil price
4
Risikomanagement
4
Risk management
4
Volatility
4
Volatilität
4
Ölpreis
4
Börsenkurs
3
Copula
3
Oil prices
3
Portfolio selection
3
Portfolio-Management
3
Share price
3
BRICS countries
2
BRICS-Staaten
2
Capital income
2
Commodity derivative
2
Delta CoVaR
2
Emerging economies
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Kapitaleinkommen
2
Risk spillovers
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Rohstoffderivat
2
Schwellenländer
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Stock markets
2
Systemic risk
2
Systemrisiko
2
Time-varying optimal copula
2
ARCH model
1
ARCH-Modell
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Agraraußenhandel
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Agrarmarkt
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Agrarpreis
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Shahzad, Syed Jawad Hussain
Ji, Qiang
6
Reboredo, Juan Carlos
6
Hammoudeh, Shawkat
5
Tiwari, Aviral Kumar
5
Karmakar, Madhusudan
4
Liu, Bing-Yue
4
Mensi, Walid
4
Tian, Maoxi
4
Ugolini, Andrea
4
Al-Yahyaee, Khamis Hamed
3
Bouri, Elie
3
De Luca, Giovanni
3
Jang, Hyun Jin
3
Jiang, Cuixia
3
Rivieccio, Giorgia
3
Sahamkhadam, Maziar
3
Shahbaz, Muhammad
3
Uddin, Mohammed Gazi Salah
3
Ur Rehman, Mobeen
3
Xu, Qifa
3
Ziegelmann, Flávio A.
3
Alshater, Muneer Maher
2
Bedoui, Rihab
2
Belkacem, Lotfi
2
Berger, Theo
2
Boako, Gideon
2
Bormann, Carsten
2
Candido, Osvaldo
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Changqing, Luo
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Choe, Geon Ho
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Choi, So Eun
2
Dahl, Bruce L.
2
Eling, Martin
2
Fan, Ying
2
Han, Yingwei
2
Hasim, Haslifah Mohamad
2
Hernandez, Jose Arreola
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Hou, Yanxi
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Jung, Kwangmin
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Energy economics
2
Emerging markets review
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
The energy journal
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1
Comparing the risk spillover from oil and gas to investment grade and high-yield bonds through optimal copulas
Rahman, Md Lutfur
;
Shahzad, Syed Jawad Hussain
;
Uddin, …
- In:
The energy journal
43
(
2022
)
1
,
pp. 215-239
Persistent link: https://www.econbiz.de/10013187659
Saved in:
2
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
3
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
4
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
5
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Shahzad, Syed Jawad Hussain
;
Arreola-Hernandez, Jose
; …
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 104-127
Persistent link: https://www.econbiz.de/10011990981
Saved in:
6
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
7
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
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