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subject:"Zeitreihenanalyse"
~person:"Hammoudeh, Shawkat"
~subject:"Commodity derivative"
~subject:"Schätzung"
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Zeitreihenanalyse
Commodity derivative
Schätzung
Commodity price
10
Rohstoffpreis
10
Rohstoffderivat
5
Volatility
4
Volatilität
4
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Causality analysis
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Erneuerbare Ressourcen
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Market liquidity
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Oil price
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2006-2011
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ARCH model
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Rohstoffmarkt
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1990-2006
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Hammoudeh, Shawkat
Prokopczuk, Marcel
19
Sauerbeck, A.
12
Xiong, Wei
12
Belke, Ansgar
11
Bordon, Ingo G.
11
Arezki, Rabah
10
Sercu, Piet
9
Carbonez, Katelijne A. E.
8
Labys, Walter C.
8
Tang, Ke
8
Triantafyllou, Athanasios
8
Brooks, Chris
7
Dehn, Jan
7
Frankel, Jeffrey A.
7
Nakajima, Katsushi
7
Bloch, Harry
6
De Pace, Pierangelo
6
Ferrara, Laurent
6
Hernandez, Manuel A.
6
Mignon, Valérie
6
Sapsford, David
6
Schmitt-Grohé, Stephanie
6
Schwartz, Eduardo S.
6
Uribe, Martín
6
Volz, Ulrich
6
Algieri, Bernardina
5
Alquist, Ron
5
Baffes, John
5
Bohl, Martin T.
5
Cheng, Ing-Haw
5
Coibion, Olivier
5
Cortazar, Gonzalo
5
Crucini, Mario J.
5
Ghoshray, Atanu
5
Hadri, Kaddour
5
Henzel, Steffen
5
Irwin, Scott H.
5
Morgan, C. W.
5
Narayan, Paresh Kumar
5
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Energy economics
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Journal of international money and finance
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Korea and the world economy
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1
Global factors, uncertainty, weather conditions and energy prices : on the drivers of the duration of commodity price cycle phases
Agnello, Luca
;
Castro, Vítor
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
90
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517583
Saved in:
2
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
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/10009619369
Saved in:
4
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:
5
US monetary policy and sectoral commodity prices
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
- In:
Journal of international money and finance
57
(
2015
),
pp. 61-85
Persistent link: https://www.econbiz.de/10011478211
Saved in:
6
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:
7
Effects of US macroeconomic shocks on international commodity prices
Kim, Won Joong
;
Hammoudeh, Shawkat
;
Choi, Kyongwook
- In:
Korea and the world economy
15
(
2014
)
1
,
pp. 45-85
Persistent link: https://www.econbiz.de/10010359831
Saved in:
8
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:
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