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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
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Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat; Yuan, Yuan - In: Energy economics 30 (2008) 2, pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
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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
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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
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Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen; Zhang, Qun - In: The journal of futures markets 44 (2024) 2, pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen; Marfatia, Hardik A.; Ji, Qiang; Klein, Tony - In: Energy economics 117 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
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Realized higher-order moments spillovers between commodity and stock markets : evidence from China
Zhang, Hongwei; Jin, Chen; Bouri, Elie; Gao, Wang; Xu, Yahua - In: Journal of commodity markets 30 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014426824
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The role of higher moments in predicting China's oil futures volatility : evidence from machine learning models
Zhang, Hongwei; Zhao, Xinyi; Gao, Wang; Niu, Zibo - In: Journal of commodity markets 32 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014495762
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On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
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Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.; Ji, Qiang; Luo, Jiawen - In: Journal of forecasting 41 (2022) 2, pp. 383-404
Persistent link: https://www.econbiz.de/10012817783