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Volatility forecasting and ris...
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Ölmarkt
Volatility
128
Volatilität
120
Welt
116
World
116
Aktienmarkt
98
Stock market
98
Oil price
89
Ölpreis
85
Börsenkurs
79
Share price
79
Portfolio selection
73
Portfolio-Management
73
Risk
62
Theorie
62
Theory
62
Capital income
57
Kapitaleinkommen
57
Risiko
55
USA
55
United States
54
Estimation
50
Schätzung
50
Risk management
48
Financial crisis
47
Hedging
47
ARCH model
46
ARCH-Modell
46
Finanzkrise
43
Risikomanagement
42
Schwellenländer
37
Economic growth
36
Emerging economies
36
Oil market
35
Spillover effect
34
Spillover-Effekt
34
Causality analysis
33
Kausalanalyse
33
Arabische Golf-Staaten
31
Commodity derivative
31
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30
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English
34
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Hammoudeh, Shawkat
31
Mensi, Walid
8
Nguyen, Duc Khuong
5
Tiwari, Aviral Kumar
5
Selmi, Refk
3
Shahzad, Syed Jawad Hussain
3
Yoon, Seong-min
3
Abakah, Emmanuel Joel Aikins
2
Al-Yahyaee, Khamis Hamed
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Aloui, Riadh
2
Arouri, Mohamed
2
Balcilar, Mehmet
2
Ben Aïssa, Mohamed Safouane
2
Bouoiyour, Jamal
2
Kim, Won Joong
2
Madan, Vibhas
2
Naifar, Nader
2
Shahbaz, Muhammad
2
Sousa, Ricardo M.
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Wohar, Mark E.
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Agnello, Luca
1
Ajmi, Ahdi Noomen
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Alagidede, Imhotep Paul
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Albulescu, Claudiu Tiberiu
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Aleisa, Eisa
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Arshian Sharif
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Binu Raj, Asha
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Energy economics
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ERF working papers series : working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
The Journal of energy and development
2
Annals of operations research
1
Contemporary economic policy : a journal of Western Economic Association International
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
34
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1
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
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
Connectedness and portfolio management between clean energy, crude oil prices and equities market before and during the Russia-Ukraine war : evidence for GCC countries
Chkili, Walid
;
Mabrouk, Samir
-
2024
Persistent link: https://www.econbiz.de/10015154330
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:
6
On the relationship between world oil prices and GCC stock markets
Arouri, Mohamed
;
Jouini, Jamel
;
Nhu Tuyen Le
;
Nguyen, …
- In:
Journal of quantitative economics : official journal of …
10
(
2012
)
1
,
pp. 98-120
Persistent link: https://www.econbiz.de/10010338427
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7
Oil price, mean reversion and zone readjustments
Hammoudeh, Shawkat
- In:
Southern economic journal
62
(
1996
)
4
,
pp. 916-929
Persistent link: https://www.econbiz.de/10001205056
Saved in:
8
The oil market and its impact on the economic development of the oil-exporting countries
Hammoudeh, Shawkat
- In:
The Journal of energy and development
13
(
1989
)
2
,
pp. 297-324
Persistent link: https://www.econbiz.de/10001068662
Saved in:
9
The market equilibrium of OPEC's pricing mechanism
Hammoudeh, Shawkat
- In:
The Journal of energy and development
16
(
1992
)
1
,
pp. 133-145
Persistent link: https://www.econbiz.de/10001137054
Saved in:
10
An empirical exploration of the world oil price under the target zone model
Tang, Linghui
;
Hammoudeh, Shawkat
- In:
Energy economics
24
(
2002
)
6
,
pp. 577-596
Persistent link: https://www.econbiz.de/10001713369
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