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~isPartOf:"Applied economics"
~language:"eng"
~person:"Hatemi-J, Abdulnasser"
~person:"Lee, Chien-chiang"
~person:"Razafindrabe, Tovonony"
~person:"Smyth, Russell"
~person:"Wohar, Mark E."
~person:"Xuan Vinh Vo"
~subject:"VAR model"
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Hatemi-J, Abdulnasser
Lee, Chien-chiang
Razafindrabe, Tovonony
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ECONIS (ZBW)
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1
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
2
Uncertainty diffusion across commodity markets
Cadoret, Isabelle
;
Minlend, Jacques
;
Razafindrabe, Tovonony
- In:
Applied economics
55
(
2023
)
38
,
pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
Saved in:
3
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
4
Dynamic spillovers and connectedness between oil returns and policy uncertainty
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Applied economics
52
(
2020
)
35
,
pp. 3788-3808
Persistent link: https://www.econbiz.de/10012258981
Saved in:
5
Oil currencies in the face of oil shocks : what can be learned from time-varying specifications?
Allegret, Jean-Pierre
;
Couharde, Cécile
;
Mignon, Valérie
- In:
Applied economics
49
(
2017
)
18
,
pp. 1774-1793
Persistent link: https://www.econbiz.de/10011815420
Saved in:
6
The relationship between temperature and CO2 emissions : evidence from a short and very long dataset
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3683-3690
Persistent link: https://www.econbiz.de/10010345882
Saved in:
7
Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
Hatemi-J, Abdulnasser
;
Hacker, R. Scott
- In:
Applied economics
41
(
2009
)
7/9
,
pp. 1121-1125
Persistent link: https://www.econbiz.de/10003842340
Saved in:
8
A cointegrated structural VAR model of the Canadian economy
Crowder, William J.
;
Wohar, Mark E.
- In:
Applied economics
36
(
2004
)
3
,
pp. 195-213
Persistent link: https://www.econbiz.de/10001905539
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