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ARCH model
Volatility
86
Volatilität
81
Welt
77
World
77
Oil price
71
Ölpreis
70
Aktienmarkt
62
Stock market
62
USA
49
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49
Estimation
48
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48
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47
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45
Hedging
38
Risk
34
Capital income
33
Kapitaleinkommen
33
Spillover effect
32
Spillover-Effekt
32
Risikomaß
30
Risk measure
30
ARCH-Modell
29
Risk management
28
Risiko
27
Causality analysis
26
Kausalanalyse
26
Cointegration
25
Kointegration
25
Arabische Golf-Staaten
24
Gulf countries
24
Economic growth
23
Wirtschaftswachstum
23
Risikomanagement
22
Commodity derivative
21
Financial crisis
21
Rohstoffderivat
21
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English
29
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Hammoudeh, Shawkat
26
Mensi, Walid
9
Nguyen, Duc Khuong
5
Yuan, Yuan
5
Kang, Sang Hoon
4
McAleer, Michael
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Hammoudeh, Shawkat M.
3
Abakah, Emmanuel Joel Aikins
2
Demirer, Rıza
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
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
Malik, Farooq
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
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University of Canterbury / Dept. of Economics and Finance
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Energy economics
8
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
Econometric Institute research papers
2
Research in international business and finance
2
Applied economics
1
ERF working papers series
1
Economic modelling
1
International review of financial analysis
1
Journal of commodity markets
1
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)
29
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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