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~person:"Qabhobho, Thobekile"
~subject:"Energiemarkt"
~subject:"Spillover-Effekt"
~subject:"Volatilität"
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Energiemarkt
Spillover-Effekt
Volatilität
Energy market
3
Volatility
3
BRICS countries
2
BRICS-Staaten
2
Commodity derivative
2
Estimation
2
Exchange rate
2
Rohstoffderivat
2
Schätzung
2
Wechselkurs
2
ARCH model
1
ARCH-Modell
1
Adaptive market hypothesis
1
Asymmetric Effect
1
BRICS
1
Bi-directional causality
1
Capital income
1
Crude oil implied volatility
1
Currency Returns
1
Energy commodities
1
Entropie
1
Entropy
1
Erdöl
1
Heterogeneity
1
Implied Volatilities in Energy Market
1
Kapitaleinkommen
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Oil price
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Petroleum
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Quantile Regression
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Rényi transfer entropy
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Spillover effect
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Theorie
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Theory
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Time-varying
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Volatility spillover
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Welt
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Qabhobho, Thobekile
Schiffer, Hans-Wilhelm
34
Weber, Christoph
24
Benth, Fred Espen
23
Neuhoff, Karsten
22
Trujillo-Baute, Elisa
22
Nepal, Rabindra
21
Simshauser, Paul
21
Ma, Hengyun
18
Reguant, Mar
18
Oxley, Les
17
Abrell, Jan
16
Jamasb, Tooraj
16
Pfaffenberger, Wolfgang
16
Newbery, David M. G.
14
Serletis, Apostolos
14
Weigt, Hannes
14
Bjørndal, Mette
13
Fabra, Natalia
13
Mauritzen, Johannes
13
Pollitt, Michael G.
13
Schwenen, Sebastian
13
Grossi, Luigi
12
Hirth, Lion
12
Pinson, Pierre
12
Tangerås, Thomas P.
12
Tiwari, Aviral Kumar
12
Bjørndal, Endre
11
Madlener, Reinhard
11
Möst, Dominik
11
Uddin, Mohammed Gazi Salah
11
Fehr, Nils-Henrik M. von der
10
Fichtner, Wolf
10
Glachant, Jean-Michel
10
Hobbs, Benjamin Field
10
Mier, Mathias
10
Ströbele, Wolfgang
10
Taghizadeh-Hesary, Farhad
10
Amundsen, Eirik Schrøder
9
Bunn, Derek W.
9
Conejo, Antonio J.
9
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International Journal of Energy Economics and Policy : IJEEP
3
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ECONIS (ZBW)
3
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1
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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