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~person:"Nguyen, Duc Khuong"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Ölpreis
Volatility
37
Volatilität
37
ARCH model
14
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14
Börsenkurs
12
Oil price
12
Share price
12
Aktienmarkt
11
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Nguyen, Duc Khuong
Gupta, Rangan
115
Ma, Feng
66
Caporale, Guglielmo Maria
56
Hammoudeh, Shawkat
46
Spagnolo, Nicola
42
Bouri, Elie
39
Mensi, Walid
39
McAleer, Michael
38
Kang, Sang Hoon
37
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33
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32
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31
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31
Pierdzioch, Christian
31
Salisu, Afees A.
31
Wei, Yu
31
Wang, Yudong
30
Filis, George
28
Tiwari, Aviral Kumar
28
Xuan Vinh Vo
28
Wohar, Mark E.
26
Kočenda, Evžen
25
Bekaert, Geert
24
Liang, Chao
23
Manera, Matteo
22
Shahzad, Syed Jawad Hussain
22
Serletis, Apostolos
21
Wen, Fenghua
21
Yin, Libo
21
Yoon, Seong-min
21
Brooks, Robert
20
McMillan, David G.
20
Corbet, Shaen
19
Degiannakis, Stavros
19
Guesmi, Khaled
19
Lu, Xinjie
19
Chiang, Thomas C.
18
Ratti, Ronald A.
18
Roubaud, David
18
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Energy economics
4
Applied economics
3
Contributions to Management Science
2
Economic modelling
1
Energy policy
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Governance and risk in emerging and global markets
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
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1
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Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
Saved in:
2
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:
3
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
4
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
5
Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
European business review : EBR ; the official journal …
27
(
2015
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10011299632
Saved in:
6
Responses of international stock markets to oil price surges : a regime-switching perspective
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4408-4422
Persistent link: https://www.econbiz.de/10011295360
Saved in:
7
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:
8
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:
9
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
Saved in:
10
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
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