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~person:"Hammoudeh, Shawkat"
~subject:"Commodity derivative"
~subject:"Entwicklungsländer"
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Commodity derivative
Entwicklungsländer
Commodity price
10
Rohstoffpreis
10
Rohstoffderivat
5
Volatility
4
Volatilität
4
Agrarpreis
3
Agricultural price
3
Causality analysis
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Erneuerbare Ressourcen
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Estimation
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Market liquidity
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Marktliquidität
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Oil price
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Renewable resources
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Schätzung
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Welt
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World
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Ölpreis
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2006-2011
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ARCH model
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ARCH-Modell
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Commodity market
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Energy
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Getreide
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Grain
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Rohstoffmarkt
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Schock
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Shock
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USA
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United States
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VAR model
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VAR-Modell
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1990-2006
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Business cycle
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Börsenkurs
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Causality
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Hammoudeh, Shawkat
Prokopczuk, Marcel
19
Sauerbeck, A.
12
Xiong, Wei
12
Collier, Paul
11
Carbonez, Katelijne A. E.
8
Goderis, Benedikt
8
Jacks, David S.
8
Sercu, Piet
8
Brooks, Chris
7
Tang, Ke
7
Williamson, Jeffrey G.
7
Dehn, Jan
6
Labys, Walter C.
6
Presbitero, Andrea
6
Schwartz, Eduardo S.
6
Staritz, Cornelia
6
Bohl, Martin T.
5
Cheng, Ing-Haw
5
Cortazar, Gonzalo
5
Irwin, Scott H.
5
Nakajima, Katsushi
5
Nguyen, Thi Tuong Van
5
O'Rourke, Kevin Hjortshøj
5
Rouwenhorst, K. Geert
5
Tröster, Bernhard
5
Westgaard, Sjur
5
Zaremba, Adam
5
Agarwal, Isha
4
Bobenrieth H., Eugenio S.
4
Bobenrieth H., Juan R. A.
4
Caporale, Guglielmo Maria
4
Carpantier, Jean-François
4
Chang, Chia-Lin
4
Diebold, Francis X.
4
Duttagupta, Rupa
4
Hu, Conghui
4
Liu, Laura
4
Majumder, Monoj Kumar
4
Manera, Matteo
4
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Energy economics
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Econometric Institute research papers
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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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