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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~person:"Asafo-Adjei, Emmanuel"
~person:"Tanattrin Bunnag"
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Asafo-Adjei, Emmanuel
Tanattrin Bunnag
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International Journal of Energy Economics and Policy : IJEEP
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1
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
2
Do local and international shocks matter in the interconnectedness amid exchange rates and energy commodities? : insights into BRICS economies
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Asafo-Adjei, Emmanuel
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 666-678
Persistent link: https://www.econbiz.de/10014436083
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3
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
4
Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
Saved in:
5
Hedging petroleum futures with multivariate GARCH models
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10011287161
Saved in:
6
Volatility transmission in oil futures markets and carbon emissions futures
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
3
,
pp. 647-659
Persistent link: https://www.econbiz.de/10011455969
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