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~language:"eng"
~person:"Hamori, Shigeyuki"
~person:"McAleer, Michael"
~subject:"Basel Accord"
~subject:"Commodity derivative"
~subject:"Welt"
~type_genre:"Article in journal"
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Basel Accord
Commodity derivative
Welt
Theorie
105
Theory
105
Volatility
105
Volatilität
105
Estimation
75
Schätzung
74
ARCH model
72
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72
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48
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47
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47
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43
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138
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72
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Hamori, Shigeyuki
McAleer, Michael
Eichengreen, Barry
101
Gupta, Rangan
86
Bouri, Elie
78
Lee, Chien-chiang
76
Hammoudeh, Shawkat
72
Lucey, Brian M.
70
Aizenman, Joshua
69
Demirgüç-Kunt, Asli
67
Apergēs, Nikolaos
64
Dreher, Axel
64
Tiwari, Aviral Kumar
64
Goel, Rajeev K.
58
Anderson, Kym
57
Hoekman, Bernard M.
57
Ma, Feng
54
Moshirian, Fariborz
54
Haan, Jakob de
53
Rose, Andrew
53
Hassan, M. Kabir
51
Ji, Qiang
51
Egger, Peter
50
Xuan Vinh Vo
49
Goodell, John W.
48
Beck, Thorsten
46
Hasan, Iftekhar
46
Levine, Ross
46
Tol, Richard S. J.
46
Zaremba, Adam
45
Bordo, Michael D.
44
Gozgor, Giray
43
Chang, Chun Ping
42
Kang, Sang Hoon
42
Ram, Rati
42
Salvatore, Dominick
42
Schneider, Friedrich
42
Claessens, Stijn
41
Irwin, Scott H.
41
Bjørnskov, Christian
40
Reinhart, Carmen M.
40
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Energy economics
7
Journal of risk and financial management : JRFM
6
Applied financial economics
5
International review of economics & finance : IREF
5
International review of financial analysis
5
The North American journal of economics and finance : a journal of financial economics studies
5
Annals of financial economics
4
Applied economics letters
4
Economic modelling
3
Journal of forecasting
3
Applied economics
2
Journal of economic surveys
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The journal of futures markets
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Asia-Pacific financial markets
1
Economics of innovation and new technology
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International journal of financial research
1
International journal of forecasting
1
International journal of innovation and technology management
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
Research in international business and finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
Tourism management : research, policies, practice
1
Tourism management perspectives : TMP
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ECONIS (ZBW)
72
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1
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72
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1
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators : evidence from the US and EU
Shang, Jin
;
Hamori, Shigeyuki
- In:
Energy economics
132
(
2024
),
pp. 1-42
Persistent link: https://www.econbiz.de/10015047391
Saved in:
2
Modeling the global sovereign credit network under climate change
Yang, Lu
;
Hamori, Shigeyuki
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014457729
Saved in:
3
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
4
Not all bank systemic risks are alike : deposit insurance and bank risk revisited
Chen, Wang
;
Zhang, Zhiwen
;
Hamori, Shigeyuki
;
Kinkyō, …
- In:
International review of financial analysis
77
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012806527
Saved in:
5
The role of the carbon market in relation to the cryptocurrency market : only diversification or more?
Yang, Lu
;
Hamori, Shigeyuki
- In:
International review of financial analysis
77
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012806598
Saved in:
6
Can BRICS's currency be a hedge or a safe haven for energy portfolio? : an evidence from vine copula approach
He, Yijin
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
4
,
pp. 805-836
Persistent link: https://www.econbiz.de/10012509267
Saved in:
7
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
8
Flattening the curve in risk management of Covid-19 : do lockdowns work?
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012643015
Saved in:
9
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
10
Human capital and energy : a driver or drag for economic growth
Youngho, Chang
;
Fang, Zheng
;
Hamori, Shigeyuki
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
3
,
pp. 683-714
Persistent link: https://www.econbiz.de/10012509215
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