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subject:"Derivat"
~person:"Hammoudeh, Shawkat"
~subject:"ARCH model"
~subject:"Ölpreis"
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Derivat
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12
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Hammoudeh, Shawkat
McAleer, Michael
39
Ma, Feng
30
Chang, Chia-Lin
27
Manera, Matteo
23
Wei, Yu
16
Irwin, Scott H.
15
Chevallier, Julien
14
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14
Ji, Qiang
13
Kilian, Lutz
13
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13
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11
Kang, Sang Hoon
10
Prokopczuk, Marcel
10
Baffes, John
9
Bouri, Elie
9
García, Philip
9
Lombardi, Marco J.
9
Luo, Jiawen
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Sévi, Benoît
9
Benth, Fred Espen
8
Karali, Berna
8
Matthies, Klaus
8
Nguyen, Duc Khuong
8
Nikitopoulos, Christina Sklibosios
8
Peersman, Gert
8
Schlögl, Erik
8
Serletis, Apostolos
8
Vigfusson, Robert J.
8
Anzuini, Alessio
7
Cheng, Benjamin
7
Cortazar, Gonzalo
7
Ghoshray, Atanu
7
Gupta, Rangan
7
Li, Bingxin
7
Lu, Xinjie
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ECONIS (ZBW)
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1
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
2
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
3
Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat
;
Yuan, Yuan
- In:
Energy economics
30
(
2008
)
2
,
pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
Saved in:
4
Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
Choi, Kyongwook
;
Hammoudeh, Shawkat
- In:
Energy policy
38
(
2010
)
8
,
pp. 4388-4399
Persistent link: https://www.econbiz.de/10008655098
Saved in:
5
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
6
Asymmetric adjustments in oil and metals markets
Hammoudeh, Shawkat
;
Chen, Li-Hsueh
;
Fattouh, Bassam
- In:
The energy journal
31
(
2010
)
4
,
pp. 183-203
Persistent link: https://www.econbiz.de/10008736249
Saved in:
7
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
8
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
9
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
10
Long memory in oil and refined products markets
Choi, Kyongwook
;
Hammoudeh, Shawkat
- In:
The energy journal
30
(
2009
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10003842673
Saved in:
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