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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:"Share price"
~subject:"Volatility"
~subject:"Ölpreis"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Ratgeber"
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ARCH-Modell
Börsenkurs
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Share price
Volatility
Ölpreis
Estimation
173
Schätzung
173
Volatilität
170
Capital income
157
Kapitaleinkommen
157
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139
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139
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127
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111
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Hammoudeh, Shawkat
McMillan, David G.
Wohar, Mark E.
McAleer, Michael
337
Gupta, Rangan
312
Caporale, Guglielmo Maria
242
Kilian, Lutz
190
Gil-Alaña, Luis A.
126
Pierdzioch, Christian
125
Han, Heesup
113
Bouri, Elie
111
Tiwari, Aviral Kumar
111
Bollerslev, Tim
110
Chang, Chia-Lin
109
Ma, Feng
102
Narayan, Paresh Kumar
96
Mattila, Anna S.
95
Andersen, Torben
88
Härdle, Wolfgang
83
Bahmani-Oskooee, Mohsen
81
Allen, David E.
79
Caporin, Massimiliano
79
Spagnolo, Nicola
78
Hautsch, Nikolaus
76
Engle, Robert F.
75
Lusk, Jayson L.
75
Hafner, Christian M.
74
Lux, Thomas
72
Xuan Vinh Vo
72
Asai, Manabu
71
Wang, Yudong
71
Phau, Ian
70
Plastun, Alex
69
Ryu, Doojin
69
Khare, Arpita
68
Lucey, Brian M.
68
Kang, Sang Hoon
67
Mensi, Walid
67
Zaremba, Adam
67
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66
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Energy economics
40
International review of economics & finance : IREF
18
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18
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16
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12
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11
International review of financial analysis
11
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11
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9
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7
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy policy
2
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2
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2
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2
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ECONIS (ZBW)
308
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1
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308
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
8
Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Sahiner, Mehmet
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 723-762
Persistent link: https://www.econbiz.de/10014380680
Saved in:
9
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
10
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
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