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~subject:"Commodity derivative"
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Commodity derivative
Volatility
86
Volatilität
81
Welt
77
World
77
Oil price
71
Ölpreis
70
Aktienmarkt
62
Stock market
62
USA
49
United States
49
Estimation
48
Schätzung
48
Portfolio selection
47
Portfolio-Management
47
Börsenkurs
45
Share price
45
Hedging
38
Risk
34
Capital income
33
Kapitaleinkommen
33
Spillover effect
32
Spillover-Effekt
32
Risikomaß
30
Risk measure
30
ARCH model
29
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
Financial crisis
21
Rohstoffderivat
21
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Free
5
Undetermined
4
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Article
14
Book / Working Paper
7
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Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Sammelwerk
1
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English
21
Author
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Hammoudeh, Shawkat
17
McAleer, Michael
6
Nguyen, Duc Khuong
5
Chang, Chia-Lin
4
Sari, Ramazan
4
Hammoudeh, Shawkat M.
3
Aloui, Riadh
2
Ben Aïssa, Mohamed Safouane
2
Jena, Sangram Keshari
2
Mensi, Walid
2
Tiwari, Aviral Kumar
2
Yuan, Yuan
2
Abakah, Emmanuel Joel Aikins
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Aleisa, Eisa
1
Balcilar, Mehmet
1
Chen, Li-Hsueh
1
Chkili, Walid
1
Choi, Kyongwook
1
Ewing, Bradley T.
1
Fattouh, Bassam
1
Gungor, Hasan
1
Jeon, Bang-nam
1
Kang, Sang Hoon
1
Li, Huimin
1
Reboredo, Juan Carlos
1
Roubaud, David
1
Sarı, Ramazan
1
Soytaş, Uǧur
1
Thompson, Mark A.
1
Wen, Xiaoqian
1
Yoon, Seong-min
1
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University of Canterbury / Dept. of Economics and Finance
1
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Energy economics
5
The energy journal
3
Econometric Institute research papers
2
Working paper
2
Contemporary economic policy : a journal of Western Economic Association International
1
Emerging markets review
1
International review of economics & finance : IREF
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Routledge international handbooks
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper series / Ipag Business School : working paper
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ECONIS (ZBW)
21
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1
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1692
Persistent link: https://www.econbiz.de/10009687959
Saved in:
2
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619369
Saved in:
3
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012031
Saved in:
4
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:
5
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:
6
Dependence of stock and commodity futures markets in China : implications for portfolio investment
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Reboredo, Juan …
- In:
Emerging markets review
21
(
2014
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011304331
Saved in:
7
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:
8
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:
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
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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