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subject:"ARCH-Modell"
~person:"Nguyen, Duc Khuong"
~subject:"Erdöl"
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ARCH-Modell
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Commodity derivative
16
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Nguyen, Duc Khuong
McAleer, Michael
35
Ma, Feng
28
Chang, Chia-Lin
26
Manera, Matteo
17
Wei, Yu
14
Chevallier, Julien
11
Tansuchat, Roengchai
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9
Ji, Qiang
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
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8
Lu, Xinjie
7
Luo, Jiawen
7
Nikitopoulos, Christina Sklibosios
7
Haugom, Erik
6
Li, Bingxin
6
Lien, Gudbrand
6
Liu, Jing
6
Miao, Hong
6
Sévi, Benoît
6
Westgaard, Sjur
6
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6
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5
Hamilton, James D.
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Hamori, Shigeyuki
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Jacobs, Kris
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5
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5
Ramchander, Sanjay
5
Schlögl, Erik
5
Trolle, Anders B.
5
Vignati, Ilaria
5
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5
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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
Modeling and forecasting commodity market volatility with long-term economic and financial variables
Nguyen, Duc Khuong
;
Walther, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011946687
Saved in:
3
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:
4
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:
5
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
6
Understanding return and volatility spillovers among major agricultural commodities
Lahiani, Amine
;
Nguyen, Duc Khuong
;
Vo, Thierry
- In:
The journal of applied business research
29
(
2013
)
6
,
pp. 1781-1790
Persistent link: https://www.econbiz.de/10010229476
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7
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:
8
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:
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