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~isPartOf:"Journal of financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Hammoudeh, Shawkat"
~subject:"Volatilität"
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Volatilität
Portfolio selection
7
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Volatility
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5
Risk management
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Spillover effect
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Hammoudeh, Shawkat
Gupta, Rangan
11
Kang, Sang Hoon
9
Mensi, Walid
9
Zhu, Huiming
7
McAleer, Michael
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Bollerslev, Tim
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Christoffersen, Peter F.
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Jacobs, Kris
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Pierdzioch, Christian
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Zhuang, Xintian
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Chang, Chia-Lin
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4
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Qiao, Gaoxiu
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Todorov, Viktor
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Ur Rehman, Mobeen
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Wu, Xinyu
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Ang, Andrew
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Aït-Sahalia, Yacine
3
Caporin, Massimiliano
3
Chan, Kalok
3
Collin-Dufresne, Pierre
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Della Corte, Pasquale
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Giglio, Stefano
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Goldstein, Robert S.
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Ho, Kin-Yip
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Jung, Hojin
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Kim, Dong H.
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Kim, Jong-Min
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Kinkyō, Takuji
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
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Journal of financial economics
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
18
International review of economics & finance : IREF
5
Working paper
4
Applied economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
7
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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
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:
3
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
4
Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.
;
Otranto, Edoardo
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011672897
Saved in:
5
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 311-329
Persistent link: https://www.econbiz.de/10011514255
Saved in:
6
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
7
Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
Hammoudeh, Shawkat
;
Li, Huimin
;
Jeon, Bang-nam
- In:
The North American journal of economics and finance : a …
14
(
2003
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10001763330
Saved in:
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