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High quantiles estimation with...
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Volatility
96
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91
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Hammoudeh, Shawkat
477
McAleer, Michael
92
Nguyen, Duc Khuong
72
Mensi, Walid
44
Shahbaz, Muhammad
39
Tiwari, Aviral Kumar
38
Yuan, Yuan
37
Chang, Chia-Lin
36
Hammoudeh, Shawkat M.
36
Sari, Ramazan
29
Gupta, Rangan
27
Thompson, Mark A.
21
Sousa, Ricardo M.
20
Balcilar, Mehmet
19
Chen, Li-Hsueh
17
Kim, Won Joong
17
Shahzad, Syed Jawad Hussain
17
Liu, Tengdong
16
Lahiani, Amine
15
Sarafrazi, Soodabeh
15
Choi, Kyongwook
12
Reboredo, Juan Carlos
12
Bhar, Ramaprasad
11
Malik, Farooq
11
Santos, Paulo Araújo
11
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10
Kazi Sohag
10
Li, Huimin
10
Selmi, Refk
10
Ajmi, Ahdi Noomen
9
Aloui, Chaker
9
Demirer, Rıza
9
Nandha, Mohan
9
Abakah, Emmanuel Joel Aikins
8
Al-Yahyaee, Khamis Hamed
8
Aleisa, Eisa
7
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7
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7
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7
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7
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21
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10
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9
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
9
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
8
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8
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3
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3
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3
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1
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Energy economics
64
International review of economics & finance : IREF
22
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
21
Energy Economics
20
Applied economics
17
Journal of international financial markets, institutions & money
17
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
11
Econometric Institute research papers
10
Emerging markets review
10
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10
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10
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9
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9
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8
Journal of International Financial Markets, Institutions and Money
8
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7
International Review of Economics & Finance
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6
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Finance & Economics
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The Energy Journal
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4
CARF F-Series
3
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Contemporary Economic Policy
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Finance research letters
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ECONIS (ZBW)
290
RePEc
161
OLC EcoSci
42
BASE
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Other ZBW resources
9
EconStor
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USB Cologne (EcoSocSci)
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171
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
Mensi, Walid
;
Hammoudeh, Shawkat
;
Sensoy, Ahmet
;
Yoon, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2456-2479
Persistent link: https://www.econbiz.de/10011819434
Saved in:
172
New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
- In:
Emerging markets review
28
(
2016
),
pp. 155-183
Persistent link: https://www.econbiz.de/10011670987
Saved in:
173
Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.
;
Otranto, Edoardo
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011672897
Saved in:
174
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
175
Are Islamic indexes a safe haven for investors? : an analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods
Hkiri, Besma
;
Hammoudeh, Shawkat
;
Aloui, Chaker
; …
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 124-150
Persistent link: https://www.econbiz.de/10011800663
Saved in:
176
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Al Janabi, Mazin A. M.
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
177
The CO2-growth nexus revisited : a nonparametric analysis for the G7 economies over nearly two centuries
Shahbaz, Muhammad
;
Muhammad Shafiullah
;
Papavassiliou, …
- In:
Energy economics
65
(
2017
),
pp. 183-193
Persistent link: https://www.econbiz.de/10011803927
Saved in:
178
Oil price volatility and changes in corporate debt : an empirical study in the Indian landscape
Hammoudeh, Shawkat
;
Nand Tripathi, Nitya
;
Binu Raj, Asha
; …
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014581042
Saved in:
179
The roles of education and export diversification in the improvement of environmental quality : a comparison between China and India
Shahbaz, Muhammad
;
Mahalik, Mantu Kumar
;
Mubarak, Shujaat
; …
- In:
Economic growth and environmental quality in a …
,
(pp. 275-300)
.
2023
Persistent link: https://www.econbiz.de/10014581637
Saved in:
180
Relationship between green bonds and financial and environmental variables : a novel time-varying causality
Hammoudeh, Shawkat
;
Ajmi, Ahdi Noomen
;
Mokni, Khaled
- In:
Energy economics
92
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012520091
Saved in:
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