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subject:"ARCH-Modell"
~person:"Hammoudeh, Shawkat"
~person:"Zhang, Yaojie"
~subject:"Cojumps"
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ARCH-Modell
Cojumps
Commodity derivative
28
Rohstoffderivat
28
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21
Volatilität
21
Oil price
20
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20
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14
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Hammoudeh, Shawkat
Zhang, Yaojie
McAleer, Michael
32
Ma, Feng
26
Chang, Chia-Lin
25
Manera, Matteo
13
Tansuchat, Roengchai
10
Nicolini, Marcella
9
Roengchai Tansuchat
9
Wei, Yu
9
Chevallier, Julien
6
Liu, Jing
6
Lu, Xinjie
6
Nguyen, Duc Khuong
6
Zagaglia, Paolo
6
Ji, Qiang
5
Vignati, Ilaria
5
Bouri, Elie
4
Chen, Wang
4
Gong, Xu
4
Huang, Dengshi
4
Karali, Berna
4
Khalaf, Lynda
4
Lanza, Alessandro
4
Liang, Chao
4
Luo, Jiawen
4
Niu, Zibo
4
Todorova, Neda
4
Wang, Lu
4
Wang, Yudong
4
Zhang, Hongwei
4
Zhang, Yue-jun
4
Algieri, Bernardina
3
Billio, Monica
3
Casarin, Roberto
3
Charupat, Narat
3
Deaves, Richard
3
Gao, Wang
3
Go, You-How
3
Jumah, Adusei
3
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Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
4
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
5
Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
6
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
10
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
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