//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Hammoudeh, Shawkat"
~person:"Manner, Hans"
~subject:"Risk measure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: ("Energiepolitik" OR "Energiepreis" OR "Nahrungsmittelpreise") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Oil price
64
Ölpreis
64
Volatility
35
Volatilität
35
Welt
26
World
26
Aktienmarkt
16
Stock market
16
Spillover effect
13
Spillover-Effekt
13
ARCH model
12
ARCH-Modell
12
Börsenkurs
12
Oil market
12
Oil prices
12
Share price
12
Ölmarkt
12
Multivariate Verteilung
11
Multivariate distribution
11
Estimation
10
Schätzung
10
USA
10
United States
10
Causality analysis
8
Cointegration
8
Commodity derivative
8
Kausalanalyse
8
Kointegration
8
Risikomaß
8
Rohstoffderivat
8
Time series analysis
8
Zeitreihenanalyse
8
OPEC countries
7
OPEC-Staaten
7
Capital income
6
Kapitaleinkommen
6
Preis
6
Price
6
Risk
6
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
6
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
8
Author
All
Hammoudeh, Shawkat
Manner, Hans
Mensi, Walid
6
Al-Yahyaee, Khamis Hamed
4
Chang, Chia-Lin
4
Ji, Qiang
4
McAleer, Michael
4
Shahzad, Syed Jawad Hussain
4
Tansuchat, Roengchai
4
Fan, Ying
3
Kang, Sang Hoon
3
Liu, Bing-Yue
3
Nguyen, Duc Khuong
3
Tiwari, Aviral Kumar
3
Aloui, Riadh
2
Ben Aïssa, Mohamed Safouane
2
Busch, Timo
2
Byström, Hans N. E.
2
Chen, Jiusheng
2
Curtis, John A.
2
Diao, Xundi
2
Handika, Rangga
2
He, Kaijian
2
Joëts, Marc
2
Kielmann, Julia
2
Min, Aleksey
2
Qin, Xiao
2
Raschky, Paul
2
Shahbaz, Muhammad
2
Ur Rehman, Mobeen
2
Westgaard, Sjur
2
Zhao, Lu-Tao
2
Zhou, Chunyang
2
Adams, Zeno
1
Aghayev, Huseyn
1
Ahmed, Rizwan
1
Al-Jarrah, Idries Mohammad Wanas
1
Aloui, Chaker
1
Alqahtani, Faisal
1
Angelini, Eliana
1
more ...
less ...
Published in...
All
Energy economics
2
Economic modelling
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Graz economics papers : GEP
1
Journal of banking & finance
1
Working paper series / Ipag Business School : working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Stock market returns and oil price shocks : a CoVaR analysis based on dynamic vine copula models
Kielmann, Julia
;
Manner, Hans
;
Min, Aleksey
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1543-1574
Persistent link: https://www.econbiz.de/10013197238
Saved in:
2
Stock market returns and oil price shocks : a CoVaR analysis based on dynamic vine copula models
Kielmann, Julia
;
Manner, Hans
;
Min, Aleksey
-
2021
Persistent link: https://www.econbiz.de/10012503368
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
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
5
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
6
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
7
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->