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~isPartOf:"Economics of innovation and new technology"
~isPartOf:"Games and economic behavior"
~isPartOf:"Hacienda pública española : review of public economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper / Foerder Institute for Economic Research"
~isPartOf:"Working paper"
~isPartOf:"Working papers in economics"
~person:"Allouch, Nizar"
~person:"Cacciatore, Matteo"
~person:"Chandra, Vandana"
~person:"Chatelain, Jean-Bernard"
~person:"Dickhaut, John W."
~person:"Giles, David E. A."
~person:"Hammoudeh, Shawkat"
~person:"Karanassou, Marika"
~person:"Kit, Pong Wong"
~person:"Lahiri, Sajal"
~person:"Ornelas, Emanuel"
~person:"Panagariya, Arvind"
~person:"Saggi, Kamal"
~person:"Van Wincoop, Eric"
~person:"Wang, Leonard F. S."
~person:"Wohar, Mark E."
~source:"econis"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
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Allouch, Nizar
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Karanassou, Marika
Kit, Pong Wong
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Hacienda pública española : review of public economics
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ECONIS (ZBW)
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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
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
3
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
4
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
5
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:
6
Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664506
Saved in:
7
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
8
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
9
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
10
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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