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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Diebold, Francis X."
~person:"Ghysels, Eric"
~person:"Gil-Alaña, Luis A."
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Volatilität
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Diebold, Francis X.
Ghysels, Eric
Gil-Alaña, Luis A.
Hammoudeh, Shawkat
Yoon, Seong-min
Gupta, Rangan
9
Kang, Sang Hoon
7
Mensi, Walid
7
Xuan Vinh Vo
6
Wohar, Mark E.
5
Dai, Zhifeng
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Zhu, Huiming
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Pierdzioch, Christian
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Su, Xianfang
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Ur Rehman, Mobeen
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Wang, Jian
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Wu, Xinyu
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Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Allen, David E.
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Asai, Manabu
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Ji, Qiang
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Kok Haur Ng
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
25
Working paper / National Bureau of Economic Research, Inc.
19
Journal of econometrics
15
NBER working paper series
11
CFS working paper series
9
Economics and finance working paper series
8
International review of financial analysis
8
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7
International review of economics & finance : IREF
7
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6
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6
Journal of international financial markets, institutions & money
6
Finance research letters
5
The energy journal
5
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5
Financial Institutions Center
4
Bank of Greece Working Paper
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Economic modelling
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Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Korea and the world economy
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Research in international business and finance
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The Korean economic review
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Working Paper / Bank of Greece
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Applied financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy policy
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International economic review
2
International journal of forecasting
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Journal of applied econometrics
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Journal of economics and finance
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ECONIS (ZBW)
8
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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
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
3
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
4
OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
5
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:
6
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:
7
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:
8
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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