Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Hammoudeh, Shawkat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Are Commodity Prices More Vola...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
79
Volatilität
74
Oil price
35
Ölpreis
35
Welt
26
World
26
Aktienmarkt
23
Stock market
23
ARCH model
21
ARCH-Modell
21
USA
20
United States
20
Hedging
19
Portfolio selection
19
Portfolio-Management
19
Spillover effect
18
Spillover-Effekt
18
Börsenkurs
17
Share price
17
Capital income
15
Estimation
15
Kapitaleinkommen
15
Schätzung
15
Risikomaß
14
Risk measure
14
Commodity derivative
13
Rohstoffderivat
13
Causality analysis
10
Commodity price
10
Kausalanalyse
10
Rohstoffpreis
10
Multivariate Verteilung
9
Multivariate distribution
9
Risk
9
Risk management
9
Edelmetall
8
Oil market
8
Precious metal
8
Structural break
8
Strukturbruch
8
more ...
less ...
Online availability
All
Undetermined
47
Free
15
Type of publication
All
Article
73
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
70
Aufsatz in Zeitschrift
70
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
82
Undetermined
8
Author
All
Hammoudeh, Shawkat
McAleer, Michael
377
Gupta, Rangan
252
Caporale, Guglielmo Maria
238
Bollerslev, Tim
147
Chang, Chia-Lin
147
Diebold, Francis X.
127
Gil-Alaña, Luis A.
114
Bouri, Elie
112
Pierdzioch, Christian
112
Aizenman, Joshua
108
Spagnolo, Nicola
106
Andersen, Torben
99
Narayan, Paresh Kumar
95
Ma, Feng
92
Koopman, Siem Jan
91
Härdle, Wolfgang
90
Pesaran, M. Hashem
89
Belke, Ansgar
87
Tiwari, Aviral Kumar
83
Bahmani-Oskooee, Mohsen
82
Bekaert, Geert
81
Hautsch, Nikolaus
81
Engle, Robert F.
77
Kočenda, Evžen
73
Lux, Thomas
71
McMillan, David G.
71
Timmermann, Allan
71
Wohar, Mark E.
71
Balcilar, Mehmet
70
Caporin, Massimiliano
70
Sibbertsen, Philipp
70
Buch, Claudia M.
68
Todorov, Viktor
68
Asai, Manabu
67
Chiarella, Carl
65
Matthies, Klaus
65
Corbet, Shaen
64
Dijk, Dick van
64
Lucey, Brian M.
62
more ...
less ...
Institution
All
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
University of Canterbury / Dept. of Economics and Finance
2
Department of Economics and Finance, College of Business and Economics
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Institute of Economic Research, Kyoto University
1
Published in...
All
Energy economics
21
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of international financial markets, institutions & money
6
International review of economics & finance : IREF
5
Working paper
5
Econometric Institute research papers
4
Applied economics
3
Econometric Institute Research Papers
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Pacific-Basin finance journal
3
Energy policy
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Documentos de Trabajo del ICAE
1
ERF working papers series
1
Economic modelling
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy Economics
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of international money and finance
1
Journal of multinational financial management
1
KIER Working Papers
1
Korea and the world economy
1
Research in international business and finance
1
The North American Journal of Economics and Finance
1
The North American journal of economics and finance : a journal of theory and practice
1
The energy journal
1
The interrelationship between financial and energy markets
1
Working Papers in Economics
1
Working paper series / Ipag Business School : working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
82
RePEc
8
Showing
1
-
10
of
90
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
6
Structural breaks, dynamic correlations, asymmetric
volatility
transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
7
How do OPEC news and structural breaks impact returns and
volatility
in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
8
Long memory and structural breaks in modeling the return and
volatility
dynamics of precious metals
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
Saved in:
9
Structural breaks and long memory in modeling and forecasting
volatility
of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
10
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 311-329
Persistent link: https://www.econbiz.de/10011514255
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
