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~person:"Hammoudeh, Shawkat"
~subject:"ARCH-Modell"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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ARCH-Modell
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ARCH model
24
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19
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12
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12
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8
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Hammoudeh, Shawkat
Ma, Feng
65
McAleer, Michael
52
Gupta, Rangan
45
Bouri, Elie
35
Zhang, Yaojie
33
Kumar, Dilip
31
McMillan, David G.
28
Serletis, Apostolos
28
Kang, Sang Hoon
26
Wang, Yudong
26
Degiannakis, Stavros
24
Francq, Christian
24
Tiwari, Aviral Kumar
24
Yoon, Seong-min
24
Hamori, Shigeyuki
23
Liang, Chao
23
Wei, Yu
23
Hafner, Christian M.
22
Laurent, Sébastien
21
Nguyen, Duc Khuong
21
Teräsvirta, Timo
21
Zakoïan, Jean-Michel
21
Engle, Robert F.
20
Karanasos, Menelaos
20
Wu, Xinyu
20
Caporin, Massimiliano
19
Floros, Christos
19
Brooks, Robert
18
Chiang, Thomas C.
18
Guesmi, Khaled
18
Herwartz, Helmut
18
Lucey, Brian M.
18
Mensi, Walid
18
Xuan Vinh Vo
18
Chen, Cathy W. S.
17
Chevallier, Julien
17
Choudhry, Taufiq
17
Malik, Farooq
17
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Energy economics
8
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
Research in international business and finance
2
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1
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International review of financial analysis
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ECONIS (ZBW)
24
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1
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:
2
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:
3
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
4
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
5
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
6
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
7
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
8
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
9
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
54
(
2016
),
pp. 159-172
Persistent link: https://www.econbiz.de/10011662798
Saved in:
10
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
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