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~person:"Shahzad, Syed Jawad Hussain"
~subject:"Aktienmarkt"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Search: subject_exact:"Multivariate Verteilung"
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Aktienmarkt
Portfolio selection
Statistical distribution
Multivariate Verteilung
9
Multivariate distribution
9
Risikomaß
7
Risk measure
7
Spillover effect
6
Spillover-Effekt
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Stock market
5
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Volatility
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Delta CoVaR
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Risk spillovers
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Systemrisiko
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Time-varying optimal copula
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Agraraußenhandel
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Shahzad, Syed Jawad Hussain
Okhrin, Ostap
17
Hammoudeh, Shawkat
12
Tiwari, Aviral Kumar
12
Einmahl, John H. J.
11
Härdle, Wolfgang
9
Nguyen, Duc Khuong
9
Reboredo, Juan Carlos
9
Smith, Michael S.
9
Berger, Theo
8
Okhrin, Yarema
8
Sahamkhadam, Maziar
8
Segers, Johan
8
Cossette, Hélène
7
Ghorbel, Ahmed
7
Lucas, André
7
Satchell, Stephen
7
Weiß, Gregor
7
Yang, Jingping
7
Bormann, Carsten
6
Chang, Kuang-Liang
6
Fischer, Matthias
6
Hua, Lei
6
Koopman, Siem Jan
6
Krajina, Andrea
6
Laeven, Roger J. A.
6
Mensi, Walid
6
Ning, Cathy Q.
6
Patton, Andrew J.
6
Romagnoli, Silvia
6
Schienle, Melanie
6
Stephan, Andreas
6
Su, Jianxi
6
Uddin, Mohammed Gazi Salah
6
Weigert, Florian
6
Bouri, Elie
5
Czado, Claudia
5
Fantazzini, Dean
5
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Applied economics
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1
Financial modeling and risk management of energy and environmental instruments and derivates
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Journal of banking & finance
1
Journal of international financial markets, institutions & money
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The energy journal
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Comparing the risk spillover from oil and gas to investment grade and high-yield bonds through optimal copulas
Rahman, Md Lutfur
;
Shahzad, Syed Jawad Hussain
;
Uddin, …
- In:
The energy journal
43
(
2022
)
1
,
pp. 215-239
Persistent link: https://www.econbiz.de/10013187659
Saved in:
2
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
3
Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Shahzad, Syed …
- In:
Applied economics
52
(
2020
)
49
,
pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
Saved in:
4
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Saved in:
5
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Shahzad, Syed Jawad Hussain
;
Arreola-Hernandez, Jose
; …
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 104-127
Persistent link: https://www.econbiz.de/10011990981
Saved in:
6
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
7
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
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