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Forecasting value-at-risk in oil prices in the presence of volatility shifts
Ewing, Bradley T.
;
Malik, Farooq
;
Anjum, Hassan
- In:
Review of Financial Economics
37
(
2018
)
3
,
pp. 341-350
Persistent link: https://www.econbiz.de/10012084592
Saved in:
2
Volatility spillovers between oil prices and the stock market under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Global finance journal
29
(
2016
),
pp. 12-23
Persistent link: https://www.econbiz.de/10011714558
Saved in:
3
Modelling asymmetric volatility in oil prices under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Energy economics
63
(
2017
),
pp. 227-233
Persistent link: https://www.econbiz.de/10011757936
Saved in:
4
The differential effects of output shocks on unemployment rates by race and gender
Ewing, Bradley T.
;
Levernier, William Bernard
;
Malik, Farooq
- In:
Southern economic journal
68
(
2002
)
3
,
pp. 584-599
Persistent link: https://www.econbiz.de/10001647753
Saved in:
5
Volatility transmission in the oil and natural gas markets
Ewing, Bradley T.
;
Malik, Farooq
;
Ozfidan, Ozkan
- In:
Energy economics
24
(
2002
)
6
,
pp. 525-538
Persistent link: https://www.econbiz.de/10001713344
Saved in:
6
The information content of the paper-bill spread : the case of Canada
Ewing, Bradley T.
;
Malik, Farooq
- In:
The journal of economics
26
(
2000
)
2
,
pp. 73-86
Persistent link: https://www.econbiz.de/10001575100
Saved in:
7
Modeling the time-varying volatility of the paperbill spread
Malik, Farooq
;
Ewing, Bradley T.
;
Brown-Kruse, Jamie Lynette
- In:
Journal of economics & business
61
(
2009
)
5
,
pp. 404-414
Persistent link: https://www.econbiz.de/10003882043
Saved in:
8
Estimating volatility persistence in oil prices under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
The financial review : the official publication of the …
45
(
2010
)
4
,
pp. 1011-1023
Persistent link: https://www.econbiz.de/10008698950
Saved in:
9
Volatility transmission between gold and oil futures under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 113-121
Persistent link: https://www.econbiz.de/10009693332
Saved in:
10
Modeling unemployment rates by race and gender : a nonlinear time series approach
Ewing, Bradley T.
;
Levernier, William Bernard
;
Malik, Farooq
- In:
Eastern economic journal
31
(
2005
)
3
,
pp. 333-347
Persistent link: https://www.econbiz.de/10003310513
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