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subject:"Schätzung"
~isPartOf:"Energy economics"
~person:"Hammoudeh, Shawkat"
~person:"Wohar, Mark E."
~subject:"Volatility"
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Schätzung
Volatility
Welt
23
World
23
Oil price
16
Ölpreis
16
Volatilität
10
Cointegration
5
Estimation
5
Kointegration
5
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Multivariate Verteilung
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14
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Hammoudeh, Shawkat
Wohar, Mark E.
Wang, Yudong
9
Tiwari, Aviral Kumar
8
Ma, Feng
7
Shahzad, Syed Jawad Hussain
7
Bouri, Elie
6
Ji, Qiang
6
Kang, Sang Hoon
6
Filis, George
5
Gupta, Rangan
5
Roubaud, David
5
Uddin, Mohammed Gazi Salah
5
Do, Hung Xuan
4
Lee, Chien-chiang
4
Liu, Li
4
Maitra, Debasish
4
Sadorsky, Perry A.
4
Shahbaz, Muhammad
4
Smyth, Russell
4
Wei, Yu
4
Chatziantoniou, Ioannis
3
Dai, Zhifeng
3
Demirer, Rıza
3
Fan, Ying
3
Kumar, Pawan
3
Liu, Feng
3
Lucey, Brian M.
3
Nonejad, Nima
3
Singh, Vipul Kumar
3
Wu, Chongfeng
3
Yin, Libo
3
Ahmed, Rizwan
2
An, Haizhong
2
Antonakakis, Nikolaos
2
Batten, Jonathan A.
2
Cajueiro, Daniel Oliveira
2
Chaudhry, Sajid M.
2
Chen, Jinyu
2
Chen, Xiuyun
2
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Energy economics
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
4
Applied economics
2
Economic modelling
2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Department of Economics working paper series
1
ERF working papers series
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy policy
1
Finance research letters
1
Indian economic review : official journal of Delhi School of Economics
1
International review of financial analysis
1
Journal of economic behavior & organization : JEBO
1
Korea and the world economy
1
Open economies review
1
Research in international business and finance
1
Structural change and economic dynamics : SC+ED
1
The European journal of finance
1
The North American journal of economics and finance : a journal of theory and practice
1
The review of economics and statistics
1
The world economy : the leading journal on international economic relations
1
Working paper series / Ipag Business School : working paper
1
Working papers / University of Connecticut, Department of Economics
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
14
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1
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
2
Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh
;
Tiwari, Aviral Kumar
;
Kablan, …
- In:
Energy economics
101
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
Saved in:
3
Financial stress, economic policy uncertainty, and oil price uncertainty
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Energy economics
104
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013364361
Saved in:
4
Global factors, uncertainty, weather conditions and energy prices : on the drivers of the duration of commodity price cycle phases
Agnello, Luca
;
Castro, Vítor
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
90
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517583
Saved in:
5
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Energy economics
92
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
Saved in:
6
Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
83
(
2019
),
pp. 445-466
Persistent link: https://www.econbiz.de/10012176162
Saved in:
7
What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal
;
Selmi, Refk
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
Saved in:
8
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
9
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Saved in:
10
Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks : the role of biomass energy consumption in the United States
Shahbaz, Muhammad
;
Solarin Sakiru Adebola
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 548-565
Persistent link: https://www.econbiz.de/10011906025
Saved in:
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