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~person:"Hammoudeh, Shawkat"
~person:"Osmundsen, Petter"
~subject:"Estimation"
~subject:"Oil prices"
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Estimation
Oil prices
Oil price
82
Ölpreis
80
Volatility
33
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33
Welt
27
World
27
Aktienmarkt
15
Stock market
15
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13
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Hammoudeh, Shawkat
Osmundsen, Petter
Kilian, Lutz
43
Wang, Yudong
20
Gupta, Rangan
18
Ma, Feng
17
Baumeister, Christiane
16
Rault, Christophe
16
Mignon, Valérie
14
Zhu, Huiming
14
Gil-Alaña, Luis A.
13
Nonejad, Nima
13
Wei, Yu
13
Filis, George
12
Ji, Qiang
12
Ratti, Ronald A.
12
Yilmazkuday, Hakan
12
Yin, Libo
12
Reitz, Stefan
11
Shahzad, Syed Jawad Hussain
11
Tiwari, Aviral Kumar
11
Chang, Chia-Lin
10
Kang, Wensheng
10
McAleer, Michael
10
Mensi, Walid
10
Wu, Chongfeng
10
Arouri, Mohamed
9
Caporale, Guglielmo Maria
9
Manera, Matteo
9
Perez de Gracia, Fernando
9
Sheng, Xin
9
Vigfusson, Robert J.
9
Bjørnland, Hilde Christiane
8
Ha, Jongrim
8
Hsing, Yu
8
Jammazi, Rania
8
Kose, M. Ayhan
8
Narayan, Paresh Kumar
8
Ohnsorge, Franziska
8
Reboredo, Juan Carlos
8
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
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Emerging markets review
1
International journal of finance & economics : IJFE
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ECONIS (ZBW)
18
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1
The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis
Tiwari, Aviral Kumar
;
Raheem, Ibrahim Dolapo
;
Bozoklu, Seref
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1569-1590
Persistent link: https://www.econbiz.de/10012815114
Saved in:
2
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:
3
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:
4
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
5
Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
83
(
2019
),
pp. 445-466
Persistent link: https://www.econbiz.de/10012176162
Saved in:
6
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
7
Oil price dynamics and market-based inflation expectations
Hammoudeh, Shawkat
;
Reboredo, Juan Carlos
- In:
Energy economics
75
(
2018
),
pp. 484-491
Persistent link: https://www.econbiz.de/10011974487
Saved in:
8
Modeling superior predictors for crude oil prices
Westgaard, Sjur
;
Osmundsen, Petter
;
Stenslet, Daniel
; …
- In:
The journal of energy markets
10
(
2017
)
2
,
pp. 77-99
Persistent link: https://www.econbiz.de/10011999445
Saved in:
9
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
10
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
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