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~isPartOf:"Energy economics"
~language:"eng"
~person:"Nguyen, Duc Khuong"
~subject:"Capital income"
~subject:"Volatility"
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Capital income
Volatility
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6
Ölpreis
6
Volatilität
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ARCH model
3
ARCH-Modell
3
Commodity derivative
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Rohstoffderivat
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Nguyen, Duc Khuong
Ma, Feng
15
Hammoudeh, Shawkat
13
Gupta, Rangan
11
Tiwari, Aviral Kumar
11
Bouri, Elie
9
Demirer, Rıza
8
Kang, Sang Hoon
8
Sadorsky, Perry A.
8
Wang, Yudong
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Wen, Fenghua
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Dai, Zhifeng
7
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7
Shahzad, Syed Jawad Hussain
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7
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6
Filis, George
5
Gong, Xu
5
Lin, Boqiang
5
Maghyereh, Aktham I.
5
Uddin, Mohammed Gazi Salah
5
Zhang, Yaojie
5
Awartani, Basel
4
Do, Hung Xuan
4
Dutta, Anupam
4
Li, Xiafei
4
Lu, Xinjie
4
Maitra, Debasish
4
Perez de Gracia, Fernando
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Salisu, Afees A.
4
Serletis, Apostolos
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Soytaş, Uǧur
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Trabelsi, Nader
4
Wohar, Mark E.
4
Xiao, Jihong
4
Yin, Libo
4
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4
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Energy economics
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Journal of international money and finance
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International review of financial analysis
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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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:
2
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:
3
A time-varying copula approach to oil and stock market dependence : the case of transition economies
Aloui, Riadh
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
39
(
2013
),
pp. 208-221
Persistent link: https://www.econbiz.de/10010234959
Saved in:
4
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
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:
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