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person:"Hammoudeh, Shawkat"
~person:"Chatziantoniou, Ioannis"
~subject:"Spillover effect"
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Search: subject_exact:"Oil price shock"
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Spillover effect
Oil price
73
Ölpreis
73
Volatility
40
Volatilität
40
Welt
31
World
31
Aktienmarkt
18
Stock market
18
Spillover-Effekt
16
ARCH model
15
ARCH-Modell
15
Börsenkurs
13
Share price
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Estimation
12
Schätzung
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Commodity derivative
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Oil prices
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Rohstoffderivat
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USA
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United States
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Oil market
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VAR model
9
VAR-Modell
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Ölmarkt
9
Causality analysis
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Cointegration
8
Kausalanalyse
8
Kointegration
8
Oil price shock
8
Multivariate Verteilung
7
Multivariate distribution
7
Schock
7
Shock
7
Exchange rate
6
Impact assessment
6
Risikomaß
6
Risk measure
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Time series analysis
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Hammoudeh, Shawkat
Chatziantoniou, Ioannis
Mensi, Walid
16
Kang, Sang Hoon
13
Chang, Chia-Lin
12
McAleer, Michael
12
Bouri, Elie
8
Yoon, Seong-min
8
Shahzad, Syed Jawad Hussain
7
Xuan Vinh Vo
7
Al-Maadid, Alanoud
6
Caporale, Guglielmo Maria
6
Guesmi, Khaled
6
Gupta, Rangan
6
Ji, Qiang
6
Spagnolo, Fabio
6
Spagnolo, Nicola
6
Tansuchat, Roengchai
6
Nazlıoğlu, Şaban
5
Antonakakis, Nikolaos
4
Arouri, Mohamed
4
Bagchi, Bhaskar
4
El Harrak, Mohamed
4
Kumar, Dilip
4
Lau, Chi Keung
4
Lin, Boqiang
4
Maitra, Debasish
4
Mills, Marshall
4
Nguyen, Duc Khuong
4
Ocampos, Lorraine
4
Tiwari, Aviral Kumar
4
Urom, Christian
4
Vigne, Samuel A.
4
Wei, Yu
4
Zhulanova, Julia
4
Ahmad, Wasim
3
Al-Yahyaee, Khamis Hamed
3
Bjørnland, Hilde Christiane
3
Brooks, Robert
3
Chatterjee, Susmita
3
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Energy economics
7
Journal of commodity markets
2
Department of Economics working paper
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
16
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1
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
2
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
3
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
4
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
5
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
6
Inflation synchronization among the G7and China : the important role of oil inflation
Elsayed, Ahmed H.
;
Hammoudeh, Shawkat
;
Sousa, Ricardo M.
- In:
Energy economics
100
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939969
Saved in:
7
Dynamic spillovers of oil price shocks and policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
-
2014
Persistent link: https://www.econbiz.de/10010360804
Saved in:
8
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
9
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
10
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
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