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Modelling and forecasting energy market cycles : a generalized smooth transition approach

Canepa, Alessandra; Zanetti Chini, Emilio; Alqaralleh, … - 2023

Persistent link: https://www.econbiz.de/10014443885

Housing market cycles in large urban areas

Alqaralleh, Huthaifa; Canepa, Alessandra - In: Economic modelling 92 (2020), pp. 257-267

Persistent link: https://www.econbiz.de/10012429682

Global cities and local challenges : booms and busts in the London real estate market

Canepa, Alessandra; Zanetti Chini, Emilio; Alqaralleh, … - 2020

Persistent link: https://www.econbiz.de/10012386992

COVID-19 pandemic and stock market contagion : a wavelet-copula GARCH approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Zanetti … - 2020

Persistent link: https://www.econbiz.de/10012387020

Energy market risk management under uncertainty: a VAR based on wavelet approach

Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 5, pp. 130-137

Persistent link: https://www.econbiz.de/10012651703

Evidence of stock market contagion during the COVID-19 pandemic : a wavelet-copula-GARCH approach

Alqaralleh, Huthaifa; Canepa, Alessandra - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-18

In this study, we propose a wavelet-copula-GARCH procedure to investigate the occurrence of cross-market linkages during the COVID-19 pandemic. To explore cross-market linkages, we distinguish between regular interdependence and pure contagion, and associate changes in the correlation between...

Persistent link: https://www.econbiz.de/10012626221