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~isPartOf:"Energy economics"
~person:"Nguyen, Duc Khuong"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Kapitaleinkommen
Oil price
Stock market
Time series analysis
Ölpreis
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Commodity derivative
4
Rohstoffderivat
4
Forecasting model
2
Long memory
2
Prognoseverfahren
2
Spillover effect
2
Spillover-Effekt
2
Zeitreihenanalyse
2
Asymmetries
1
Börsenkurs
1
Capital income
1
Cereal
1
Commodity market
1
Commodity markets
1
Commodity price
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Copulas
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Crude oil
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Energy
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Erdgas
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Erdöl
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Extreme dependence measures
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GARCH models
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GARCH-class models
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Getreide
1
Getreidemarkt
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Grain
1
Grain market
1
Hedge ratios
1
Hedging
1
Multivariate GARCH
1
Multivariate Verteilung
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Aufsatz in Zeitschrift
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English
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Nguyen, Duc Khuong
Ma, Feng
17
Tiwari, Aviral Kumar
17
Hammoudeh, Shawkat
16
Gupta, Rangan
13
Bouri, Elie
12
Wang, Yudong
11
Uddin, Mohammed Gazi Salah
9
Wei, Yu
9
Demirer, Rıza
8
Ji, Qiang
8
Kang, Sang Hoon
8
Wen, Fenghua
8
Yoon, Seong-min
8
Dai, Zhifeng
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Lin, Boqiang
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Dutta, Anupam
5
Filis, George
5
Gong, Xu
5
Yin, Libo
5
Do, Hung Xuan
4
Elder, John
4
Hasanov, Akram Shavkatovich
4
Li, Xiafei
4
Liu, Bing-Yue
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
4
Roubaud, David
4
Salisu, Afees A.
4
Serletis, Apostolos
4
Sitara Karim
4
Soytaş, Uǧur
4
Wang, Shouyang
4
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Energy economics
Applied economics
3
Journal of international financial markets, institutions & money
2
Economic modelling
1
Energy policy
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of commodity markets
1
Journal of international money and finance
1
Research in international business and finance
1
The journal of applied business research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
5
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1
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
2
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:
3
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
4
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
Saved in:
5
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
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