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subject:"ARCH model"
~person:"Hammoudeh, Shawkat"
~subject:"Commodity price"
~subject:"Erdöl"
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ARCH model
Commodity price
Erdöl
Commodity derivative
17
Rohstoffderivat
17
Volatility
10
Volatilität
10
Oil price
8
Ölpreis
8
ARCH-Modell
5
Causality analysis
5
Kausalanalyse
5
Rohstoffpreis
5
USA
5
United States
5
Risikomanagement
4
Risk management
4
Welt
4
World
4
Agrarpreis
3
Agricultural price
3
Copulas
3
Erneuerbare Ressourcen
3
Market liquidity
3
Marktliquidität
3
Multivariate Verteilung
3
Multivariate distribution
3
Petroleum
3
Renewable resources
3
Spillover effect
3
Spillover-Effekt
3
Time series analysis
3
Zeitreihenanalyse
3
2006-2011
2
Aktienmarkt
2
Arabische Golf-Staaten
2
Cointegration
2
Commodity market
2
Commodity markets
2
Crude oil
2
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8
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8
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4
Working Paper
4
Graue Literatur
3
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3
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English
12
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Hammoudeh, Shawkat
McAleer, Michael
37
Chang, Chia-Lin
29
Ma, Feng
28
Prokopczuk, Marcel
20
Manera, Matteo
19
Wei, Yu
14
Chevallier, Julien
13
Schwartz, Eduardo S.
13
Sauerbeck, A.
12
Xiong, Wei
12
Tansuchat, Roengchai
11
Wang, Yudong
11
Zhang, Yaojie
11
Ji, Qiang
9
Nguyen, Duc Khuong
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Sercu, Piet
9
Westgaard, Sjur
9
Carbonez, Katelijne A. E.
8
Tang, Ke
8
Bouri, Elie
7
Brooks, Chris
7
Kang, Sang Hoon
7
Li, Bingxin
7
Lu, Xinjie
7
Luo, Jiawen
7
Nikitopoulos, Christina Sklibosios
7
Sévi, Benoît
7
Bohl, Martin T.
6
Cortazar, Gonzalo
6
Hamori, Shigeyuki
6
Haugom, Erik
6
Liang, Chao
6
Lien, Gudbrand
6
Liu, Jing
6
Miao, Hong
6
Narayan, Paresh Kumar
6
Ronn, Ehud I.
6
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University of Canterbury / Dept. of Economics and Finance
1
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Energy economics
5
Working paper
2
Contemporary economic policy : a journal of Western Economic Association International
1
Econometric Institute research papers
1
International review of economics & finance : IREF
1
Journal of commodity markets
1
Working paper series / Ipag Business School : working paper
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ECONIS (ZBW)
12
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1
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:
2
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
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, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
4
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619369
Saved in:
5
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012031
Saved in:
6
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:
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
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:
10
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1692
Persistent link: https://www.econbiz.de/10009687959
Saved in:
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