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Risikomaß
Stock market
87
Aktienmarkt
86
Spillover effect
80
Spillover-Effekt
79
Volatility
78
Volatilität
77
Welt
77
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Oil price
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56
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Portfolio selection
45
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Capital income
41
Kapitaleinkommen
41
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37
Coronavirus
34
Virtual currency
28
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Kointegration
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English
19
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Mensi, Walid
15
Hammoudeh, Shawkat
9
Kang, Sang Hoon
8
Shahzad, Syed Jawad Hussain
8
Al-Yahyaee, Khamis Hamed
7
Ur Rehman, Mobeen
4
Al-Jarrah, Idries Mohammad Wanas
3
Shahbaz, Muhammad
3
Bouri, Elie
2
Xuan Vinh Vo
2
Arreola-Hernandez, Jose
1
Bekiros, Stelios
1
Dutta, Anupam
1
Enilov, Martin
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Hamdi, Atef
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Hernandez, Jose Arreola
1
Hkiri, Besma
1
Ji, Qiang
1
Kayani, Ghulam Mujtaba
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Maitra, Debasish
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Naeem, Muhammad Abubakr
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Nguyen, Duc Khuong
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Rahman, Md Lutfur
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Roubaud, David
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The North American journal of economics and finance : a journal of financial economics studies
4
Emerging markets review
2
Energy economics
2
Applied economics
1
Economic modelling
1
Finance research letters
1
Financial innovation : FIN
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of commodity markets
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Journal of international financial markets, institutions & money
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The energy journal
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
19
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1
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
2
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
3
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
4
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Emerging markets review
32
(
2017
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
Saved in:
5
Comparing the risk spillover from oil and gas to investment grade and high-yield bonds through optimal copulas
Rahman, Md Lutfur
;
Shahzad, Syed Jawad Hussain
;
Uddin, …
- In:
The energy journal
43
(
2022
)
1
,
pp. 215-239
Persistent link: https://www.econbiz.de/10013187659
Saved in:
6
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Shahzad, Syed Jawad Hussain
;
Arreola-Hernandez, Jose
; …
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 104-127
Persistent link: https://www.econbiz.de/10011990981
Saved in:
7
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
8
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
9
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
10
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
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