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~language:"bul"
~language:"eng"
~person:"Hammoudeh, Shawkat"
~person:"McMillan, David G."
~person:"Wohar, Mark E."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Konsumentenverhalten"
~subject:"Oil price"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Book section"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
Börsenkurs
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Oil price
Share price
Volatility
Estimation
177
Schätzung
177
Volatilität
173
Capital income
157
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114
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Hammoudeh, Shawkat
McMillan, David G.
Wohar, Mark E.
McAleer, Michael
342
Gupta, Rangan
326
Caporale, Guglielmo Maria
248
Kilian, Lutz
195
Gil-Alaña, Luis A.
131
Pierdzioch, Christian
130
Bouri, Elie
120
Tiwari, Aviral Kumar
117
Bollerslev, Tim
115
Han, Heesup
114
Chang, Chia-Lin
110
Ma, Feng
107
Mattila, Anna S.
98
Narayan, Paresh Kumar
97
Andersen, Torben
95
Härdle, Wolfgang
89
Allen, David E.
84
Bahmani-Oskooee, Mohsen
83
Caporin, Massimiliano
81
Spagnolo, Nicola
81
Hautsch, Nikolaus
80
Engle, Robert F.
78
Lusk, Jayson L.
77
Hafner, Christian M.
76
Lux, Thomas
76
Phau, Ian
76
Wang, Yudong
74
Xuan Vinh Vo
74
Belk, Russell W.
73
Asai, Manabu
72
Lucey, Brian M.
72
Ryu, Doojin
72
Zaremba, Adam
72
Mensi, Walid
71
Salisu, Afees A.
71
Kang, Sang Hoon
70
Belke, Ansgar
69
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Energy economics
40
International review of economics & finance : IREF
20
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18
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16
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Applied financial economics
11
International review of financial analysis
11
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7
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
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3
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3
Studies in economics and finance
3
The journal of futures markets
3
Discussion paper series / IZA
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy policy
2
Financial markets, institutions & instruments
2
International journal of banking, accounting and finance
2
Journal of applied econometrics
2
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2
Journal of commodity markets
2
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
315
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1
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315
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1
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
2
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
3
Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine
Sokhanvar, Amin
;
Çiftçioğlu, Serhan
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451560
Saved in:
4
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:
5
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
6
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:
7
Oil price volatility and changes in corporate debt : an empirical study in the Indian landscape
Hammoudeh, Shawkat
;
Nand Tripathi, Nitya
;
Binu Raj, Asha
; …
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014581042
Saved in:
8
Oil prices and geopolitical risk : fresh insights based on Granger-causality in quantiles analysis
Shahbaz, Muhammad
;
Arshian Sharif
;
Soliman, Alaa M.
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2865-2881
Persistent link: https://www.econbiz.de/10014635210
Saved in:
9
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:
10
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
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