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~subject:"ARCH model"
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ARCH model
Volatility
96
Volatilität
91
Welt
89
World
89
Oil price
69
Ölpreis
68
Aktienmarkt
61
Stock market
61
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32
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Theory
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ARCH-Modell
28
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Arabische Golf-Staaten
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26
Gulf countries
26
Risikomanagement
26
Risikomaß
26
Risk measure
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23
Kausalanalyse
23
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English
28
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Hammoudeh, Shawkat
25
Mensi, Walid
8
Yuan, Yuan
6
McAleer, Michael
5
Tiwari, Aviral Kumar
5
Nguyen, Duc Khuong
4
Yoon, Seong-min
4
Hammoudeh, Shawkat M.
3
Kang, Sang Hoon
3
Abakah, Emmanuel Joel Aikins
2
Jena, Sangram Keshari
2
Al-Yahyaee, Khamis Hamed
1
Ali, Md Hakim
1
Aloui, Chaker
1
Alqahtani, Abdullah
1
Balcilar, Mehmet
1
Balcılar, Mehmet
1
Ben Hamida, Hela
1
Chkili, Walid
1
Demirer, Rıza
1
Doğan, Buhari
1
Gozgor, Giray
1
Gungor, Hasan
1
Gupta, Rangan
1
Karikari, Nana Kwasi
1
Karim, Muhammad Mahmudul
1
Khalfaoui, Rabeh
1
Khalifa, Ahmed A. A.
1
Malik, Farooq
1
Nazlıoğlu, Şaban
1
Otranto, Edoardo
1
Ramchander, Sanjay
1
Selmi, Refk
1
Tarchella, Salma
1
Trabelsi, Nader
1
Uddin, Md Hamid
1
Vo Xuan Vinh
1
Yarovaya, Larisa
1
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University of Canterbury / Dept. of Economics and Finance
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Energy economics
7
International review of economics & finance : IREF
4
The North American journal of economics and finance : a journal of financial economics studies
3
Econometric Institute research papers
2
Research in international business and finance
2
Applied economics
1
ERF working papers series : working paper
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Review of behavioral finance : RBF
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
28
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1
Relationship between different sources of geopolitical risks and stock markets in the GCC region : a dynamic correlation analysis
Alqahtani, Abdullah
;
Hammoudeh, Shawkat
;
Selmi, Refk
- In:
Review of behavioral finance : RBF
14
(
2022
)
2
,
pp. 296-316
Persistent link: https://www.econbiz.de/10013286629
Saved in:
2
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Vo Xuan Vinh
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
3
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
4
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
5
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
6
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
7
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
8
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:
9
Shock and volatility transmission in the oil, US and Gulf equity markets
Malik, Farooq
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003613150
Saved in:
10
Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat
;
Yuan, Yuan
- In:
Energy economics
30
(
2008
)
2
,
pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
Saved in:
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