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subject:"Derivat"
~person:"Nguyen, Duc Khuong"
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Derivat
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Commodity derivative
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Rohstoffderivat
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10
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Nguyen, Duc Khuong
McAleer, Michael
39
Ma, Feng
30
Chang, Chia-Lin
27
Manera, Matteo
23
Wei, Yu
16
Irwin, Scott H.
15
Chevallier, Julien
14
Till, Hilary
14
Wang, Yudong
14
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13
Ji, Qiang
13
Kilian, Lutz
13
Zhang, Yaojie
13
Tansuchat, Roengchai
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
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
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7
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International review of financial analysis
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1
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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
Modeling and forecasting commodity market volatility with long-term economic and financial variables
Nguyen, Duc Khuong
;
Walther, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011946687
Saved in:
3
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
4
Understanding return and volatility spillovers among major agricultural commodities
Lahiani, Amine
;
Nguyen, Duc Khuong
;
Vo, Thierry
- In:
The journal of applied business research
29
(
2013
)
6
,
pp. 1781-1790
Persistent link: https://www.econbiz.de/10010229476
Saved in:
5
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:
6
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:
7
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:
8
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
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