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~person:"Qabhobho, Thobekile"
~source:"econis"
~subject:"Petroleum"
~subject:"Volatilität"
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Petroleum
Volatilität
Energiemarkt
3
Energy market
3
Volatility
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BRICS countries
2
BRICS-Staaten
2
Commodity derivative
2
Estimation
2
Exchange rate
2
Rohstoffderivat
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ARCH model
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Adaptive market hypothesis
1
Asymmetric Effect
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BRICS
1
Bi-directional causality
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Capital income
1
Crude oil implied volatility
1
Currency Returns
1
Energy commodities
1
Entropie
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Entropy
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Erdöl
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Heterogeneity
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Implied Volatilities in Energy Market
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Kapitaleinkommen
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Oil price
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Quantile Regression
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Rényi transfer entropy
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Qabhobho, Thobekile
Higgs, Helen
9
Jamasb, Tooraj
8
Nepal, Rabindra
8
Worthington, Andrew Charles
8
Tiwari, Aviral Kumar
7
Benth, Fred Espen
6
Chang, Chia-Lin
6
McAleer, Michael
6
Abakah, Emmanuel Joel Aikins
5
Do, Hung Xuan
5
Gupta, Rangan
5
Al-Maadid, Alanoud
4
Batten, Jonathan A.
4
Beckman, Jayson
4
Caporale, Guglielmo Maria
4
Cuñado Eizaguirre, Juncal
4
Hertel, Thomas W.
4
Spagnolo, Fabio
4
Spagnolo, Nicola
4
Abedin, Mohammad Zoynul
3
Adam, Anokye M.
3
Asafo-Adjei, Emmanuel
3
Baruník, Jozef
3
Baumeister, Christiane
3
Chen, Zhang-HangJian
3
Do, Hung
3
Grossi, Luigi
3
Guesmi, Khaled
3
Kanamura, Takashi
3
Korobilis, Dimitris
3
Lee, Thomas
3
Li, Sai-Ping
3
Lucey, Brian M.
3
Lyu, Chenyan
3
Ndubuisi, Gideon Onyewuchi
3
Ogbonna, Ahamuefula Ephraim
3
Papież, Monika
3
Prokopczuk, Marcel
3
Salisu, Afees A.
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International Journal of Energy Economics and Policy : IJEEP
3
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ECONIS (ZBW)
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Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in
energy
market
on exchange rate returns in BRICS
Qabhobho, Thobekile
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10014321451
Saved in:
2
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
3
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
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