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~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Ben Ameur, Hachmi"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz im Buch"
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Ben Ameur, Hachmi
Degiannakis, Stavros
Hammoudeh, Shawkat
Yoon, Seong-min
Belke, Ansgar
7
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7
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6
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5
Haile, Mekbib Gebretsadik
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Songsak Sriboonchitta
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ECONIS (ZBW)
14
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1
Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Financial modeling and risk management of energy and …
,
(pp. 171-189)
.
2022
Persistent link: https://www.econbiz.de/10013349936
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2
Measuring extreme risk dependence between the oil and gas markets
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Jawadi, Fredj
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 755-772)
.
2022
Persistent link: https://www.econbiz.de/10013342041
Saved in:
3
The Brexit impact on European market co-movements
Ben Ameur, Hachmi
;
Louhichi, Waël
- In:
Risk management decisions and value under uncertainty
,
(pp. 1387-1403)
.
2022
Persistent link: https://www.econbiz.de/10013342123
Saved in:
4
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
5
The effect of money supply on the volatility of Korean stock market
Choi, Ki-hong
;
Yoon, Seong-min
- In:
International money and finance
,
(pp. 115-126)
.
2016
Persistent link: https://www.econbiz.de/10011523576
Saved in:
6
Forcing variables in the dynamics of risk spillovers in oil-related CDS sectors, equity, bond and oil markets and volatility market risks
Hammoudeh, Shawkat
;
Sari, Ramazan
- In:
The interrelationship between financial and energy markets
,
(pp. 113-140)
.
2014
Persistent link: https://www.econbiz.de/10010411148
Saved in:
7
Exchange rate volatility and the demand for money in China
Bahmani-Oskooee, Mohsen
;
Bahmani, Sahar
;
Xi, Dan
- In:
Exchange rates in developed and emerging markets : …
,
(pp. 1-10)
.
2013
Persistent link: https://www.econbiz.de/10010212677
Saved in:
8
Exchange-rate volatility and Sweden's trade with Germany : evidence from industry data
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
;
Hegerty, Scott W.
- In:
Nordic countries : economic, political, and social issues
,
(pp. 33-65)
.
2012
Persistent link: https://www.econbiz.de/10009658783
Saved in:
9
Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2010
Persistent link: https://www.econbiz.de/10003900630
Saved in:
10
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
Saved in:
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