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~language:"eng"
~person:"Andersen, Torben"
~person:"Chiarella, Carl"
~person:"Hammoudeh, Shawkat"
~subject:"Australia"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Volatility
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117
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89
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89
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64
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64
Estimation
63
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63
Aktienmarkt
61
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Andersen, Torben
Chiarella, Carl
Hammoudeh, Shawkat
Gupta, Rangan
152
Faff, Robert W.
113
Bouri, Elie
88
Ma, Feng
87
Wooden, Mark
85
Burgess, John
83
Bahmani-Oskooee, Mohsen
82
Brooks, Robert
81
McAleer, Michael
80
Miller, Paul W.
79
Dollery, Brian
64
Dixon, Peter B.
61
Tiwari, Aviral Kumar
61
Worthington, Andrew Charles
58
Smyth, Russell
56
Kang, Sang Hoon
53
Valadkhani, Abbas
52
Bollerslev, Tim
51
Leigh, Andrew
50
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Creedy, John
49
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49
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Mensi, Walid
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Narayan, Paresh Kumar
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Xuan Vinh Vo
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Kumar, Dilip
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Wang, Yudong
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Caporale, Guglielmo Maria
41
Pierdzioch, Christian
41
Frino, Alex
40
Saunders, Peter
40
Zhang, Yaojie
40
Apergēs, Nikolaos
39
Borland, Jeff
39
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38
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38
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Energy economics
19
Journal of econometrics
11
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
6
International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Journal of economic dynamics & control
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ECONIS (ZBW)
124
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
3
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
4
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
5
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
6
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
7
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:
8
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
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