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~isPartOf:"Economic modelling"
~isPartOf:"International review of applied economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Farka, Mira"
~person:"Hammoudeh, Shawkat"
~person:"Valadkhani, Abbas"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Export"
~subject:"GARCH"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"industry data"
~subject:"Ölpreis"
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Aktienmarkt
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industry data
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Volatility
20
USA
7
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7
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Spillover effect
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Spillover-Effekt
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Börsenkurs
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exchange rate volatility
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Exchange rate volatility
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Gulf countries
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Option pricing theory
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Farka, Mira
Hammoudeh, Shawkat
Valadkhani, Abbas
Yoon, Seong-min
Gupta, Rangan
14
Mensi, Walid
10
Kang, Sang Hoon
9
Zhu, Huiming
8
Balcilar, Mehmet
7
Ma, Feng
7
Wohar, Mark E.
7
Zhang, Yaojie
7
McAleer, Michael
6
Xuan Vinh Vo
6
Liu, Li
5
Pierdzioch, Christian
5
Todorova, Neda
5
Wu, Xinyu
5
Zhuang, Xintian
5
Chang, Chia-Lin
4
Chevallier, Julien
4
Dai, Zhifeng
4
Gao, Yang
4
Hau, Liya
4
Hegerty, Scott W.
4
Ho, Kin-Yip
4
Jung, Hojin
4
Kim, Jong-Min
4
Kumar, Dilip
4
Li, Bin
4
Lien, Da-hsiang Donald
4
Lin, Ling
4
Lin, Shih-kuei
4
Qiao, Gaoxiu
4
Salisu, Afees A.
4
Ur Rehman, Mobeen
4
Wang, Xiangning
4
Wei, Yu
4
Yin, Libo
4
Zhang, Zhaoyong
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
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Economic modelling
International review of applied economics
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
26
Working paper / National Bureau of Economic Research, Inc.
15
Applied economics
14
Journal of econometrics
12
International review of financial analysis
8
Empirica : journal of european economics
7
CREATES research paper
6
Journal of international financial markets, institutions & money
6
The energy journal
6
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
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Economic systems
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Working papers / Financial Institutions Center
5
Australian economic papers
4
Economics working paper series ...
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Global finance journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Economic issues
3
Finance research letters
3
Financial Institutions Center
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Korea and the world economy
3
Pacific-Basin finance journal
3
The International trade journal
3
The Korean economic review
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Working papers / Federal Reserve Bank of Chicago
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Dae oe gyeong je yeon gu
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1
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
2
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
3
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
4
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
5
Oil price shocks and uncertainty : how stable is their relationship over time?
Degiannakis, Stavros
;
Filis, George
;
Panagiotakopoulou, …
- In:
Economic modelling
72
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10012100413
Saved in:
6
OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
7
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
8
On the asymmetric effects of exchange rate volatility on trade flows : new evidence from US-Malaysia trade at the industry level
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Economic modelling
63
(
2017
),
pp. 86-103
Persistent link: https://www.econbiz.de/10011813437
Saved in:
9
Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.
;
Otranto, Edoardo
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011672897
Saved in:
10
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 311-329
Persistent link: https://www.econbiz.de/10011514255
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