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Structural breaks and GARCH models of exchange rate volatility : re-examination and extension

Hasanov, Akram Shavkatovich; Brooks, Robert; Abrorov, … - In: Journal of applied econometrics 39 (2024) 7, pp. 1403-1407

Persistent link: https://www.econbiz.de/10015156866

Fossil fuel price uncertainty and feedstock edible oil prices : evidence from MGARCH-M and VIRF analysis

Hasanov, Akram Shavkatovich; Do, Hung Xuan; Shaiban, … - In: Energy economics 57 (2016), pp. 16-27

Persistent link: https://www.econbiz.de/10011698255

Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks : a comparison of alternative distribution functions

Hasanov, Akram Shavkatovich; Poon, Wai Ching; … - In: Energy economics 70 (2018), pp. 307-333

Persistent link: https://www.econbiz.de/10011942743

Forecasting volatility in the petroleum futures markets : a re-examination and extension

Hasanov, Akram Shavkatovich; Shaiban, Mohammed Sharaf; … - In: Energy economics 86 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012511802

Risk transmission from the energy markets to the carbon market : evidence from the recursive window approach

Sanggetha Vellachami; Hasanov, Akram Shavkatovich; … - In: International review of financial analysis 89 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014464820

The US-China trade war and the volatility linkages between energy and agricultural commodities

Cheng, Natalie Fang Ling; Hasanov, Akram Shavkatovich; … - In: Energy economics 120 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014284707

Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries

Tanin, Tauhidul Islam; Hasanov, Akram Shavkatovich; … - In: Energy economics 115 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013541821

The U.S.–China Trade War and the Volatility Linkages between Energy and Agricultural Commodities

Cheng, Natalie Fang Ling; Hasanov, Akram Shavkatovich; … - 2022

Disruptive changes in the competitive environment, such as the U.S.–China trade war, may influence the price volatility of crude oil and agricultural commodities. This study examines the volatility linkage between crude oil and agricultural commodity markets in the context of the U.S.–China...

Persistent link: https://www.econbiz.de/10014078543