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isPartOf:"Energy policy"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~person:"Al-Yahyaee, Khamis Hamed"
~subject:"Forecasting model"
~subject:"Schätzung"
~subject:"Volatilität"
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Forecasting model
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Al-Yahyaee, Khamis Hamed
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
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Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
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The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
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