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~language:"eng"
~person:"Hammoudeh, Shawkat"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Statistics"
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Kapitaleinkommen
Volatility
Volatilität
64
Oil price
61
Welt
61
World
61
Ölpreis
61
Aktienmarkt
57
Stock market
57
Estimation
41
Schätzung
41
Börsenkurs
40
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40
Portfolio selection
33
Portfolio-Management
33
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33
United States
33
Spillover effect
27
Spillover-Effekt
27
Capital income
26
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25
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24
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24
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23
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23
Risikomaß
22
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Arabische Golf-Staaten
20
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20
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20
Gulf countries
20
Cointegration
18
Credit derivative
18
Kointegration
18
Kreditderivat
18
Risikomanagement
16
Risk management
16
Islamic finance
15
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Bibliografie
Statistics
Aufsatz in Zeitschrift
80
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1
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1
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English
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Hammoudeh, Shawkat
Gupta, Rangan
219
Bouri, Elie
111
Ma, Feng
106
Zaremba, Adam
106
McMillan, David G.
98
Wohar, Mark E.
90
Tiwari, Aviral Kumar
89
Narayan, Paresh Kumar
75
McAleer, Michael
74
Bahmani-Oskooee, Mohsen
73
Wang, Yudong
64
Xuan Vinh Vo
63
Pierdzioch, Christian
61
Faff, Robert W.
60
Kang, Sang Hoon
60
Zhang, Yaojie
59
Caporale, Guglielmo Maria
58
Demirer, Rıza
58
Brooks, Robert
55
Mensi, Walid
55
Bali, Turan G.
54
Bollerslev, Tim
53
Salisu, Afees A.
52
Lucey, Brian M.
51
Nguyen, Duc Khuong
50
Kumar, Dilip
48
Apergēs, Nikolaos
47
Balcilar, Mehmet
47
Gil-Alaña, Luis A.
47
Corbet, Shaen
46
Fabozzi, Frank J.
46
Ryu, Doojin
46
Zhang, Wei
46
Cakici, Nusret
45
Liang, Chao
45
Sehgal, Sanjay
45
Shahzad, Syed Jawad Hussain
45
Yin, Libo
43
Yoon, Seong-min
43
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Energy economics
19
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of international financial markets, institutions & money
6
Applied economics
5
International review of economics & finance : IREF
5
Pacific-Basin finance journal
5
International review of financial analysis
4
Emerging markets review
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Energy policy
2
International journal of finance & economics : IJFE
2
Journal of economic behavior & organization : JEBO
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
Applied financial economics
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of banking & finance
1
Journal of commodity markets
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 behavioral finance : RBF
1
The North American journal of economics and finance : a journal of theory and practice
1
The energy journal
1
The journal of asset management
1
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ECONIS (ZBW)
80
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
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