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~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Bouri, Elie"
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Bayesian Tail Risk Forecasting...
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Risikomaß
7
Risk measure
7
Volatility
7
Volatilität
7
Portfolio selection
5
Portfolio-Management
5
Risikomanagement
5
Risk management
5
Spillover effect
5
Spillover-Effekt
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ARCH model
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Al-Yahyaee, Khamis Hamed
Bouri, Elie
Hammoudeh, Shawkat
10
Ji, Qiang
10
Mensi, Walid
6
Fan, Ying
5
Gupta, Rangan
5
Kang, Sang Hoon
5
Liu, Bing-Yue
5
McAleer, Michael
5
Shahzad, Syed Jawad Hussain
4
Tiwari, Aviral Kumar
4
Al-Jarrah, Idries Mohammad Wanas
3
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Chevallier, Julien
3
Herrera, Rodrigo
3
Huang, Hung-Hsi
3
Jimenez-Martin, Juan-Angel
3
Ma, Feng
3
Peng, Cheng
3
Reboredo, Juan Carlos
3
Ruiz, Carlos
3
Wang, Xingchun
3
Zhang, Weiguo
3
Zhang, Yue-jun
3
Alizadeh-Masoodian, Amir H.
2
Allen, David E.
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Asai, Manabu
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Banerjee, Ameet Kumar
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Bao, Ying
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Baum, Christopher F.
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Bertsch, Valentin
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Chen, Liyuan
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Chen, Rongda
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Cho, Hoon
2
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2
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2
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2
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of international financial markets, institutions & money
3
Finance research letters
2
Pacific-Basin finance journal
2
Applied economics
1
Defence and peace economics
1
Department of Economics working paper series
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Emerging markets review
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Financial modeling and risk management of energy and environmental instruments and derivates
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International review of economics & finance : IREF
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International review of financial analysis
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
9
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1
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
2
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
3
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
4
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
5
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
6
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
7
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
8
Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie
- In:
Energy economics
51
(
2015
),
pp. 590-598
Persistent link: https://www.econbiz.de/10011565043
Saved in:
9
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
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