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~language:"eng"
~person:"Andersen, Torben"
~person:"Hammoudeh, Shawkat"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Estimation
Volatilität
Volatility
103
Aktienmarkt
60
Oil price
60
Stock market
60
Welt
60
World
60
Ölpreis
60
Schätzung
57
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Andersen, Torben
Hammoudeh, Shawkat
Gupta, Rangan
269
Bahmani-Oskooee, Mohsen
195
Gil-Alaña, Luis A.
142
Tiwari, Aviral Kumar
127
Caporale, Guglielmo Maria
117
Wohar, Mark E.
109
Bouri, Elie
104
Chang, Tsangyao
102
Ma, Feng
100
Apergēs, Nikolaos
96
McAleer, Michael
91
Narayan, Paresh Kumar
89
McMillan, David G.
81
Zaremba, Adam
76
Lee, Chien-chiang
72
Serletis, Apostolos
72
Pierdzioch, Christian
70
Xuan Vinh Vo
70
Belke, Ansgar
66
Kang, Sang Hoon
66
Balcilar, Mehmet
65
Shahbaz, Muhammad
65
Wang, Yudong
64
Salisu, Afees A.
63
Mensi, Walid
61
Bollerslev, Tim
58
Kumbhakar, Subal
57
Su, Chi-Wei
57
Hamori, Shigeyuki
56
Herwartz, Helmut
56
Zhang, Yaojie
55
Hsing, Yu
54
Moosa, Imad A.
54
Brooks, Robert
53
Kutan, Ali Mustafa
53
Demirer, Rıza
51
Lucey, Brian M.
50
Wagner, Joachim
50
Yoon, Seong-min
50
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Energy economics
25
Journal of econometrics
12
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
Journal of international financial markets, institutions & money
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International journal of finance & economics : IJFE
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economic integration : jei
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Journal of multinational financial management
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Journal of risk and financial management : JRFM
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Korea and the world economy
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
137
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1
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:
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
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:
4
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:
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
The financial Kuznets curve of energy consumption : global evidence
Doytch, Nadia
;
Elheddad, Mohamed
;
Hammoudeh, Shawkat
- In:
Energy policy
177
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014479031
Saved in:
7
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:
8
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:
9
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
10
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
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