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Volatility forecasting and ris...
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ARCH model
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26
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21
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6
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1
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:
2
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
3
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
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
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
54
(
2016
),
pp. 159-172
Persistent link: https://www.econbiz.de/10011662798
Saved in:
6
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
7
Dynamic correlations and hedging effectiveness between gold and stock markets : evidence for BRICS countries
Chkili, Walid
- In:
Research in international business and finance
38
(
2016
),
pp. 22-34
Persistent link: https://www.econbiz.de/10011640606
Saved in:
8
Modeling Bitcoin price volatility : long memory vs Markov switching
Chkili, Walid
- In:
Eurasian economic review : a journal in applied …
11
(
2021
)
3
,
pp. 433-448
Persistent link: https://www.econbiz.de/10012616005
Saved in:
9
Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war
Gaies, Mariem
;
Chkili, Walid
- In:
Eurasian economic review : a journal in applied …
13
(
2023
)
2
,
pp. 307-319
Persistent link: https://www.econbiz.de/10014315646
Saved in:
10
Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
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