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~isPartOf:"Energy economics"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~subject:"Credit derivative"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Credit derivative
Estimation
Spillover effect
Stock market
Time series analysis
Volatilität
Ölmarkt
Ölpreis
Volatility
26
Oil price
17
ARCH model
15
ARCH-Modell
15
Commodity derivative
10
Rohstoffderivat
10
Welt
9
World
9
Capital income
6
Kapitaleinkommen
6
Oil market
6
Spillover-Effekt
6
Multivariate Verteilung
5
Multivariate distribution
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Aktienmarkt
4
Forecasting model
4
Hedging
4
Kreditderivat
4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
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Zeitreihenanalyse
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Börsenkurs
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Commodity price
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Risikomaß
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Risk
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Risk measure
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Rohstoffpreis
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Commodity market
2
Commodity markets
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2
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26
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Aufsatz in Zeitschrift
Article in journal
26
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English
26
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Chang, Chia-Lin
Hammoudeh, Shawkat
Huang, Dengshi
Ma, Feng
21
Tiwari, Aviral Kumar
19
Bouri, Elie
15
Wang, Yudong
14
Gupta, Rangan
12
Ji, Qiang
11
Kang, Sang Hoon
10
Wei, Yu
10
Demirer, Rıza
9
Wen, Fenghua
9
Yoon, Seong-min
9
Lucey, Brian M.
8
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Liang, Chao
6
Nguyen, Duc Khuong
6
Nikitopoulos, Christina Sklibosios
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liu, Bing-Yue
5
Liu, Li
5
Maghyereh, Aktham I.
5
Maitra, Debasish
5
Naeem, Muhammad Abubakr
5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Jiqian
5
Wang, Shouyang
5
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Energy economics
Journal of commodity markets
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
10
International review of financial analysis
6
Journal of international financial markets, institutions & money
5
Applied economics
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of econometrics
3
Pacific-Basin finance journal
3
Economic modelling
2
Energy policy
2
Finance research letters
2
International journal of finance & economics : IJFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Annals of financial economics
1
China finance review international
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International Journal of Financial Studies : open access journal
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Research in international business and finance
1
Risks : open access journal
1
The Korean economic review
1
The North American journal of economics and finance : a journal of theory and practice
1
The energy journal
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
26
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1
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
2
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
3
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
4
Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh
;
Tiwari, Aviral Kumar
;
Kablan, …
- In:
Energy economics
101
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
Saved in:
5
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
6
What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal
;
Selmi, Refk
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
Saved in:
7
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
8
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
9
Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
83
(
2019
),
pp. 445-466
Persistent link: https://www.econbiz.de/10012176162
Saved in:
10
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
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