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~person:"Hammoudeh, Shawkat"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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Volatility
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33
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33
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18
Volatilität
17
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Hammoudeh, Shawkat
McAleer, Michael
33
Bollerslev, Tim
28
Todorov, Viktor
27
Gupta, Rangan
26
Kumar, Dilip
26
Andersen, Torben
25
Escobar, Marcos
23
Zhang, Jin E.
23
Tauchen, George Eugene
22
Carr, Peter
21
Cui, Zhenyu
21
Wang, Yudong
20
Benth, Fred Espen
18
Li, Jia
18
Mensi, Walid
18
Asai, Manabu
17
Fabozzi, Frank J.
17
Tiwari, Aviral Kumar
17
Aït-Sahalia, Yacine
16
Fouque, Jean-Pierre
16
Maheswaran, S.
16
Wang, Xingchun
16
Christoffersen, Peter F.
15
Kang, Sang Hoon
15
Renault, Eric
15
Renò, Roberto
15
Bali, Turan G.
14
Bouri, Elie
14
Caporin, Massimiliano
14
Chiarella, Carl
14
Elliott, Robert J.
14
Ghysels, Eric
14
Madan, Dilip B.
14
Takahashi, Akihiko
14
Clements, Adam
13
Härdle, Wolfgang
13
Lin, Shih-kuei
13
Meddahi, Nour
13
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Energy economics
6
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of international financial markets, institutions & money
3
Economic modelling
1
Research in international business and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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1
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
2
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:
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
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:
5
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
6
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
7
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
8
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Saved in:
9
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:
10
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
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