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~person:"Salisu, Afees A."
~subject:"Oil price"
~subject:"Wechselkurs"
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Search: subject_exact:"ARCH-Modell"
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Oil price
Wechselkurs
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16
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9
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Salisu, Afees A.
McAleer, Michael
41
Chang, Chia-Lin
33
Ma, Feng
33
Caporale, Guglielmo Maria
18
Spagnolo, Nicola
16
Spagnolo, Fabio
14
Hammoudeh, Shawkat
13
Serletis, Apostolos
13
Wang, Yudong
13
Wei, Yu
12
Zhang, Yaojie
12
Filis, George
11
Funke, Michael
11
Gupta, Rangan
11
Ji, Qiang
11
Bahmani-Oskooee, Mohsen
10
Bouri, Elie
10
Gronwald, Marc
10
Han, Young Wook
10
Herwartz, Helmut
10
Mensi, Walid
10
Nguyen, Duc Khuong
10
Degiannakis, Stavros
9
Kumar, Dilip
8
Malik, Farooq
8
Molnár, Peter
8
Tansuchat, Roengchai
8
Yoon, Seong-min
8
Elder, John
7
Kočenda, Evžen
7
Liang, Chao
7
Liu, Jing
7
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7
Neely, Christopher J.
7
Nonejad, Nima
7
Roengchai Tansuchat
7
Tsui, Albert K.
7
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7
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Department of Economics working paper series
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1
International Journal of Energy Economics and Policy : IJEEP
1
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1
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
2
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
3
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
4
A sectoral analysis of asymmetric nexus between oil price and stock returns
Salisu, Afees A.
;
Raheem, Ibrahim Dolapo
;
Ndako, Umar Bida
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 241-259
Persistent link: https://www.econbiz.de/10012205416
Saved in:
5
Comparative performance of volatility models for oil price
Salisu, Afees A.
;
Fasanya, Ismail Olaleke
- In:
International Journal of Energy Economics and Policy : IJEEP
2
(
2012
)
3
,
pp. 167-183
Persistent link: https://www.econbiz.de/10009719262
Saved in:
6
Modelling oil price volatility before, during and after the global financial crisis
Salisu, Afees A.
- In:
OPEC energy review
38
(
2014
)
4
,
pp. 469-495
Persistent link: https://www.econbiz.de/10010495856
Saved in:
7
Modeling returns and volatility transmission between oil price and US-Nigeria exchange rate
Salisu, Afees A.
;
Mobolaji, Hakeem Ishola
- In:
Energy economics
39
(
2013
),
pp. 169-176
Persistent link: https://www.econbiz.de/10010234972
Saved in:
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