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ARCH model
Volatility
79
Volatilität
74
Welt
70
World
70
Aktienmarkt
67
Stock market
67
Oil price
64
Ölpreis
63
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Portfolio selection
43
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43
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40
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40
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34
Risiko
31
Risikomaß
29
Risk management
29
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ARCH-Modell
27
Spillover effect
27
Spillover-Effekt
27
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26
Finanzkrise
25
Causality analysis
23
Kausalanalyse
23
Risikomanagement
23
Arabische Golf-Staaten
21
China
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Gulf countries
21
Cointegration
19
Credit derivative
19
Kointegration
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English
27
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Hammoudeh, Shawkat
26
Mensi, Walid
9
Nguyen, Duc Khuong
5
Kang, Sang Hoon
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Abakah, Emmanuel Joel Aikins
2
Demirer, Rıza
2
Yuan, Yuan
2
Ajmi, Ahdi Noomen
1
Al dohaiman, Mohamed S.
1
Al-Yahyaee, Khamis Hamed
1
Ali, Md Hakim
1
Alves, Isabel Fraga
1
Balcılar, Mehmet
1
Chiang, Thomas C.
1
Chkili, Walid
1
El Montasser, Ghassen
1
Gozgor, Giray
1
Gungor, Hasan
1
Jena, Sangram Keshari
1
Karikari, Nana Kwasi
1
Karim, Muhammad Mahmudul
1
Khalfaoui, Rabeh
1
Khalifa, Ahmed A. A.
1
Li, Huimin
1
Malik, Farooq
1
McAleer, Michael
1
Naifar, Nader
1
Otranto, Edoardo
1
Ramchander, Sanjay
1
Santos, Paulo Araújo
1
Tarchella, Salma
1
Toparli, Elif Akay
1
Trabelsi, Nader
1
Uddin, Md Hamid Uddin
1
Xuan Vinh Vo
1
Yarovaya, Larisa
1
Zheng, Dazhi
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Energy economics
8
International review of economics & finance : IREF
4
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4
The North American journal of economics and finance : a journal of financial economics studies
3
Research in international business and finance
2
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1
ERF working papers series
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Economic modelling
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International review of financial analysis
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ECONIS (ZBW)
27
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1
The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.
;
Li, Huimin
;
Zheng, Dazhi
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 156-180
Persistent link: https://www.econbiz.de/10011475720
Saved in:
2
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:
3
Shock and volatility transmission in the oil, US and Gulf equity markets
Malik, Farooq
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003613150
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
Investor herds and regime-switching : evidence from Gulf Arab stock markets
Balcilar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 295-321
Persistent link: https://www.econbiz.de/10009707497
Saved in:
6
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:
7
High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo
;
Alves, Isabel Fraga
;
Hammoudeh, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
Saved in:
8
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:
9
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:
10
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:
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