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Volatility
79
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74
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39
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39
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27
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27
ARCH model
26
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26
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Hammoudeh, Shawkat
McAleer, Michael
499
Gupta, Rangan
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220
Chang, Chia-Lin
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Bollerslev, Tim
158
Diebold, Francis X.
137
Fabozzi, Frank J.
135
Engle, Robert F.
119
Härdle, Wolfgang
119
Pierdzioch, Christian
119
Bouri, Elie
118
Aizenman, Joshua
112
Spagnolo, Nicola
105
Caporin, Massimiliano
104
Andersen, Torben
102
Hafner, Christian M.
95
Koopman, Siem Jan
94
Hautsch, Nikolaus
92
Ma, Feng
92
Lien, Da-hsiang Donald
88
Asai, Manabu
87
Prokopczuk, Marcel
86
Chiarella, Carl
83
Tiwari, Aviral Kumar
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McMillan, David G.
82
Bekaert, Geert
81
Bauwens, Luc
79
Lucey, Brian M.
79
Irwin, Scott H.
78
Bahmani-Oskooee, Mohsen
76
Karanasos, Menelaos
76
Christoffersen, Peter F.
75
Lux, Thomas
75
Chevallier, Julien
74
Conrad, Christian
73
Teräsvirta, Timo
73
Allen, David E.
72
Kočenda, Evžen
72
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Energy economics
24
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of international financial markets, institutions & money
7
International review of economics & finance : IREF
6
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6
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3
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International review of financial analysis
3
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3
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ECONIS (ZBW)
96
RePEc
8
Showing
1
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10
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104
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1
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:
2
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:
3
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:
4
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:
5
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
6
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
7
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:
8
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:
9
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:
10
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:
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