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~person:"Qabhobho, Thobekile"
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Volatility
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Volatilität
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Qabhobho, Thobekile
McAleer, Michael
360
Gupta, Rangan
237
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Chang, Chia-Lin
140
Diebold, Francis X.
115
Bouri, Elie
111
Pierdzioch, Christian
99
Andersen, Torben
98
Aizenman, Joshua
96
Ma, Feng
94
Spagnolo, Nicola
94
Hammoudeh, Shawkat
82
Koopman, Siem Jan
80
Bekaert, Geert
79
Engle, Robert F.
76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
72
Caporin, Massimiliano
69
Kočenda, Evžen
69
McMillan, David G.
68
Todorov, Viktor
68
Tiwari, Aviral Kumar
66
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Corbet, Shaen
63
Lux, Thomas
62
Lucey, Brian M.
59
Clements, Adam
58
Christoffersen, Peter F.
57
Ghysels, Eric
57
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Hafner, Christian M.
55
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Mensi, Walid
53
Fernández-Villaverde, Jesús
52
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International Journal of Energy Economics and Policy : IJEEP
4
African journal of business and economic research : AJBER
1
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ECONIS (ZBW)
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1
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:
2
Do local and international shocks matter in the interconnectedness amid exchange rates and energy commodities? : insights into BRICS economies
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Asafo-Adjei, Emmanuel
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 666-678
Persistent link: https://www.econbiz.de/10014436083
Saved in:
3
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:
4
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:
5
Exchange rate volatility, the contagion and spillover effect from South African to other SADC currency markets : 2007-2015
Qabhobho, Thobekile
;
Wait, Charles
;
Le Roux, Pierre
- In:
African journal of business and economic research : AJBER
15
(
2020
)
2
,
pp. 7-24
Persistent link: https://www.econbiz.de/10012666116
Saved in:
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