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~isPartOf:"Contemporary economic policy : a journal of Western Economic Association International"
~isPartOf:"Energy economics"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Research in international business and finance"
~language:"eng"
~person:"Abbas, Syed Kanwar"
~person:"Hammoudeh, Shawkat"
~person:"Ji, Qiang"
~subject:"Exchange rate"
~subject:"Inflation"
~subject:"Markov switching"
~subject:"Monetary policy"
~subject:"Strukturbruch"
~subject:"Unit root test"
~subject:"Volatility"
~type:"article"
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| 19 applied filters
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Exchange rate
Inflation
Markov switching
Monetary policy
Strukturbruch
Unit root test
Volatility
Estimation
7
Oil price
7
Schätzung
7
Structural break
7
Ölpreis
7
ARCH model
6
ARCH-Modell
6
Volatilität
6
Structural breaks
5
Welt
4
World
4
Forecasting model
3
Markov chain
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Markov-Kette
3
Prognoseverfahren
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United States
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Wechselkurs
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Ankündigungseffekt
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Correlation
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Foreign exchange market
2
Hedging
2
Impact assessment
2
Korrelation
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Oil market
2
Oil prices
2
Schock
2
Shock
2
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2
Spillover-Effekt
2
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9
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9
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Abbas, Syed Kanwar
Hammoudeh, Shawkat
Ji, Qiang
Smyth, Russell
6
Apergēs, Nikolaos
4
Lee, Chien-chiang
4
Mensi, Walid
4
Narayan, Paresh Kumar
4
Chen, Shyh-Wei
3
Gil-Alaña, Luis A.
3
Ma, Feng
3
Malik, Farooq
3
Nazlıoğlu, Şaban
3
Romero-Ávila, Diego
3
Yoon, Seong-min
3
Abakah, Emmanuel Joel Aikins
2
Al-Freedi, Ajab
2
Bataa, Erdenebat
2
Chang, Kuang-liang
2
Do, Hung Xuan
2
Ewing, Bradley T.
2
Hasanov, Akram Shavkatovich
2
Ho, Kin-Yip
2
Kapetanios, George
2
Kirat, Djamel
2
Lau, Chi Keung
2
Lu, Xinjie
2
Luo, Jiawen
2
Nguyen, Duc Khuong
2
Osborn, Denise R.
2
Payne, James E.
2
Serletis, Apostolos
2
Shahzad, Syed Jawad Hussain
2
Shi, Yanlin
2
Tiwari, Aviral Kumar
2
Tzavalis, Elias
2
Wang, Yudong
2
Wen, Fenghua
2
Xie, Zixiong
2
Zhang, Dayong
2
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Contemporary economic policy : a journal of Western Economic Association International
Energy economics
IMF Working Papers
IMF working papers
International review of economics & finance : IREF
Journal of economic dynamics & control
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Energy policy
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
9
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1
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9
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9
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date (oldest first)
1
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
2
Commodity price pass-through and inflation regimes
Abbas, Syed Kanwar
;
Lan, Hao
- In:
Energy economics
92
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012520039
Saved in:
3
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
4
Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks : the role of biomass energy consumption in the United States
Shahbaz, Muhammad
;
Solarin Sakiru Adebola
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 548-565
Persistent link: https://www.econbiz.de/10011906025
Saved in:
5
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
6
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:
7
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:
8
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
9
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
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