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~accessRights:"restricted"
~person:"Kumbhakar, Subal"
~person:"Shahzad, Syed Jawad Hussain"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Übersichtsarbeit"
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ARCH model
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41
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38
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Kumbhakar, Subal
Shahzad, Syed Jawad Hussain
Gupta, Rangan
128
Bouri, Elie
75
Tsionas, Efthymios G.
68
Lee, Chien-chiang
67
Tiwari, Aviral Kumar
64
Cheng, T. C. E.
56
Hassan, M. Kabir
54
Ji, Qiang
54
Hammoudeh, Shawkat
52
Wang, Leonard F. S.
51
Lucey, Brian M.
48
Apergēs, Nikolaos
47
Dolgui, Alexandre
45
Fabozzi, Frank J.
45
Laporte, Gilbert
45
Zaremba, Adam
45
Wang, Yudong
44
Xuan Vinh Vo
44
Gendreau, Michel
42
Goodell, John W.
40
Wohar, Mark E.
40
Gozgor, Giray
39
Ma, Feng
39
Wang, Shouyang
39
Zhang, Wei
39
Afonso, Oscar
38
Desaulniers, Guy
38
Goel, Rajeev K.
38
Mensi, Walid
38
Shahbaz, Muhammad
38
Vanhoucke, Mario
38
Gil-Alaña, Luis A.
37
Serletis, Apostolos
37
Umar, Zaghum
37
Bertsimas, Dimitris
36
Naeem, Muhammad Abubakr
36
Yang, Jinqiang
36
Asongu, Simplice
35
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Energy economics
10
European journal of operational research : EJOR
8
Finance research letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The energy journal
4
Applied economics
3
Economic modelling
3
Journal of productivity analysis
3
Applied economics letters
2
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2
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2
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2
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1
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1
International journal of finance & economics : IJFE
1
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1
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1
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1
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ECONIS (ZBW)
75
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1
Risk transmitters and receivers in global currency markets
Shahzad, Syed Jawad Hussain
;
Hernandez, Jose Arreola
; …
- In:
Finance research letters
25
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012003404
Saved in:
2
Nonparametric estimates of the clean and dirty energy substitutability
Malikov, Emir
;
Sun, Kai
;
Kumbhakar, Subal
- In:
Economics letters
168
(
2018
),
pp. 118-122
Persistent link: https://www.econbiz.de/10012016760
Saved in:
3
Do institutions matter for economic growth?
Li, Mingyang
;
Kumbhakar, Subal
- In:
International review of economics : RISEC
69
(
2022
)
4
,
pp. 465-485
Persistent link: https://www.econbiz.de/10014252032
Saved in:
4
The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ahmad, Tanveer
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
Saved in:
5
Oil price shocks, global financial markets and their connectedness
Demirer, Rıza
;
Ferrer, Román
;
Shahzad, Syed Jawad Hussain
- In:
Energy economics
88
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012515158
Saved in:
6
Tail dependence risk and spillovers between oil and food prices
Hanif, Waqas
;
Areola Hernandez, Jose
;
Shahzad, Syed …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 195-209
Persistent link: https://www.econbiz.de/10012655347
Saved in:
7
Can happiness predict future volatility in stock markets?
Naeem, Muhammad Abubakr
;
Farid, Saqib
;
Faruk, Balli
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581437
Saved in:
8
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
9
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
10
Hedging the downside risk of commodities through cryptocurrencies
Naeem, Muhammad Abubakr
;
Farid, Saqib
;
Balli, Faruk
; …
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 153-160
Persistent link: https://www.econbiz.de/10012415106
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