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~isPartOf:"Energy economics"
~person:"Hammoudeh, Shawkat"
~person:"Tiwari, Aviral Kumar"
~type:"article"
~type:"book"
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Volatility
7
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7
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6
Risk measure
6
Oil price
5
Ölpreis
5
ARCH model
3
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3
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7
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Hammoudeh, Shawkat
Tiwari, Aviral Kumar
Ji, Qiang
6
Fan, Ying
4
Liu, Bing-Yue
4
Bouri, Elie
2
Gupta, Rangan
2
He, Kaijian
2
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2
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2
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2
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2
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1
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1
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1
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1
Akram, Qaisar Farooq
1
Al-Yahyaee, Khamis Hamed
1
Aloui, Riadh
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Asem, Ebenezer
1
Awudu, Iddrisu
1
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1
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1
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1
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1
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1
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1
Benk, Szilárd
1
Bianconi, Marcelo
1
Bonaccolto, Giovanni
1
Boroumand, Raphaël Homayoun
1
Bu, Ruijun
1
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1
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2
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2
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1
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1
International review of financial analysis
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1
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1
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
7
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7
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date (oldest first)
1
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
2
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
3
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
4
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
5
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
6
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
7
Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat
;
Yuan, Yuan
- In:
Energy economics
30
(
2008
)
2
,
pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
Saved in:
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