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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Hammoudeh, Shawkat"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Volatility
Theorie
151
Theory
151
Portfolio selection
145
Portfolio-Management
145
USA
94
United States
94
Volatilität
93
Welt
76
World
76
Aktienmarkt
69
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69
Estimation
62
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62
Schätzung
62
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62
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56
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56
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56
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56
Option pricing theory
48
Optionspreistheorie
48
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44
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43
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43
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41
Risikomaß
41
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41
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39
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38
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38
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37
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37
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37
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36
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36
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92
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Article in journal
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90
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12
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12
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11
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11
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3
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Fabozzi, Frank J.
Hammoudeh, Shawkat
Gupta, Rangan
154
Bouri, Elie
88
Ma, Feng
87
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
74
Tiwari, Aviral Kumar
58
Bollerslev, Tim
55
Kang, Sang Hoon
53
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Andersen, Torben
45
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Pierdzioch, Christian
42
Caporale, Guglielmo Maria
41
Zhang, Yaojie
40
Corbet, Shaen
38
Demirer, Rıza
38
Wei, Yu
37
Balcilar, Mehmet
36
Hegerty, Scott W.
36
Salisu, Afees A.
36
Yoon, Seong-min
36
Chevallier, Julien
35
Lucey, Brian M.
34
Roubaud, David
34
Todorov, Viktor
34
Ji, Qiang
33
Liang, Chao
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Asai, Manabu
31
Gil-Alaña, Luis A.
31
Hamori, Shigeyuki
31
Serletis, Apostolos
31
Zhang, Jin E.
31
Ryu, Doojin
30
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Energy economics
18
The North American journal of economics and finance : a journal of financial economics studies
7
International review of financial analysis
6
International review of economics & finance : IREF
5
Journal of international financial markets, institutions & money
5
Applied economics
4
Computational economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Pacific-Basin finance journal
3
The journal of portfolio management : JPM
3
Applied financial economics
2
Emerging markets review
2
Energy policy
2
International journal of theoretical and applied finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of international money and finance
1
Journal of multinational financial management
1
Research in international business and finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The energy journal
1
The interrelationship between financial and energy markets
1
The journal of portfolio management : a publication of Institutional Investor
1
Valuation, financial modeling, and quantitative tools
1
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ECONIS (ZBW)
93
Showing
1
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10
of
93
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
3
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
4
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
5
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
6
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
7
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
8
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
9
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
10
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
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