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~person:"Uddin, Mohammed Gazi Salah"
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Search: subject:"Copula Function"
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Multivariate Verteilung
10
Multivariate distribution
10
Copulas
4
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3
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Uddin, Mohammed Gazi Salah
Okhrin, Ostap
38
Smith, Michael S.
21
Tiwari, Aviral Kumar
21
Reboredo, Juan Carlos
19
Härdle, Wolfgang
18
Einmahl, John H. J.
17
Manner, Hans
17
Patton, Andrew J.
17
Segers, Johan
17
Songsak Sriboonchitta
17
Kim, Jong-Min
16
Hammoudeh, Shawkat
15
Lucas, André
15
Zimmer, David M.
15
Hamori, Shigeyuki
14
Prokhorov, Artem
14
Weiß, Gregor
14
Czado, Claudia
13
Fischer, Matthias
13
Koopman, Siem Jan
13
Anatolyev, Stanislav
12
Chen, Xiaohong
12
Nguyen, Duc Khuong
12
Romagnoli, Silvia
12
Cherubini, Umberto
11
Fantazzini, Dean
11
Ghorbel, Ahmed
11
Heinen, Andréas
11
Ning, Cathy Q.
11
Okhrin, Yarema
11
Trivedi, Pravin K.
11
Weigert, Florian
11
Allen, David E.
10
Bouri, Elie
10
Embrechts, Paul
10
Oh, Dong Hwan
10
Shi, Peng
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Wied, Dominik
10
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Energy economics
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International journal of finance & economics : IJFE
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1
Investment opportunities in the energy market : what can be learnt from different energy sectors
Uddin, Mohammed Gazi Salah
;
Sahamkhadam, Maziar
;
Yahya, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3611-3636
Persistent link: https://www.econbiz.de/10014429155
Saved in:
2
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
3
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:
4
Systemic risk contribution of banks and non-bank financial institutions across frequencies : the Australian experience
Rahman, Md Lutfur
;
Troster, Victor
;
Uddin, Mohammed …
- In:
International review of financial analysis
79
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013350007
Saved in:
5
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Mensi, Walid
; …
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
Saved in:
6
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
7
Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon
;
Uddin, Mohammed Gazi Salah
;
Ahmed, Ali M.
- In:
Economic modelling
70
(
2018
),
pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
Saved in:
8
Asymmetric linkages among the fear index and emerging market volatility indices
Badshah, Ihsan Ullah
;
Bekiros, Stelios
;
Lucey, Brian M.
; …
- In:
Emerging markets review
37
(
2018
),
pp. 17-31
Persistent link: https://www.econbiz.de/10012114974
Saved in:
9
Black swan events and safe haven : the role of gold in globally integrated emerging markets
Bekiros, Stelios
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
; …
- In:
Journal of international money and finance
73
(
2017
),
pp. 317-334
Persistent link: https://www.econbiz.de/10011787736
Saved in:
10
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
Saved in:
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