المؤلفون: Ching-Chi Hsu 1, Fengsheng Chien 2,*

مصطلحات موضوعية: Belt and Road Initiative, comovements, asymmetric dynamic conditional correlation

العلاقة: https://zenodo.org/record/4400187Test; https://doi.org/10.5281/zenodo.4400187Test; oai:zenodo.org:4400187

الإتاحة: https://doi.org/10.5281/zenodo.4400187Test
https://doi.org/10.5281/zenodo.4400186Test
https://zenodo.org/record/4400187Test

المؤلفون: Pantos, Themistoclis, Polyzos, Stathis, Armenatzoglou, Angelos, Kampouris, Ilias

المصدر: All Works

مصطلحات موضوعية: Asymmetric dynamic conditional correlation, BEKK, Electricity markets, Energy markets, Market integration, Business

وصف الملف: application/pdf

العلاقة: https://zuscholars.zu.ac.ae/works/3929Test; https://zuscholars.zu.ac.ae/context/works/article/4928/viewcontent/4413.pdfTest

الإتاحة: https://doi.org/10.32479/ijeep.7563Test
https://zuscholars.zu.ac.ae/works/3929Test
https://zuscholars.zu.ac.ae/context/works/article/4928/viewcontent/4413.pdfTest

المؤلفون: Fuentes, Fernanda, Herrera, Rodrigo, Clements, Adam

المصدر: Pacific-Basin Finance Journal

مصطلحات موضوعية: Commodity Currency, Multivariate GARCH, Dynamic Conditional Correlation, Hawkes model, Value at Risk

وصف الملف: application/pdf

العلاقة: https://eprints.qut.edu.au/131846/1/Manuscript.pdfTest; Fuentes, Fernanda, Herrera, Rodrigo, & Clements, Adam (2018) Modeling extreme risks in commodities and commodity currencies. Pacific-Basin Finance Journal, 51, pp. 108-120.; https://eprints.qut.edu.au/131846Test/; QUT Business School; Institute for Future Environments; School of Economics & Finance

الإتاحة: https://doi.org/10.1016/j.pacfin.2018.06.003Test
https://eprints.qut.edu.au/131846Test/

المؤلفون: Kocaarslan, BARIŞ, Sarı, Ramazan, GORMUS, Alper, Soytaş, Uğur

مصطلحات موضوعية: Volatility expectations, Quantile regression, BRIC markets, Commodity markets, Volatility spillovers, Dynamic conditional correlation (DCC) model

العلاقة: Kocaarslan B., SARI R., GORMUS A., SOYTAŞ U., "Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets", JOURNAL OF COMMODITY MARKETS, cilt.7, ss.41-56, 2017; 56; 85029378164; 41; https://hdl.handle.net/11511/47866Test; WOS:000416577200004

الإتاحة: https://doi.org/10.1016/j.jcomm.2017.08.001Test
https://hdl.handle.net/11511/47866Test

المؤلفون: Menelaos Karanasos, Stavroula Yfanti, Michail Karoglou

مصطلحات موضوعية: Law, Business and Management not elsewhere classified, Contagion effects, Dynamic conditional correlation, Financial crisis, Long memory, Multivariate, GARCH, Structural breaks

العلاقة: 2134/34025; https://figshare.com/articles/journal_contribution/Multivariate_FIAPARCH_modelling_of_financial_markets_with_dynamic_correlations_in_times_of_crisis/9500819Test

الإتاحة: https://figshare.com/articles/journal_contribution/Multivariate_FIAPARCH_modelling_of_financial_markets_with_dynamic_correlations_in_times_of_crisis/9500819Test

المؤلفون: Dennis Philip, Yukun Shi

مصطلحات موضوعية: Uncategorized, Carbon emission markets, Dynamic hedging, Markov switching models, Dynamic conditional correlation

العلاقة: 2381/37164; https://figshare.com/articles/journal_contribution/Optimal_hedging_in_carbon_emission_markets_using_Markov_regime_switching_models/10134749Test

الإتاحة: https://figshare.com/articles/journal_contribution/Optimal_hedging_in_carbon_emission_markets_using_Markov_regime_switching_models/10134749Test

المؤلفون: Du, Min, Ding, Shusheng, Zheng, Dandan, Cui, Tianxiang

مصطلحات موضوعية: Commodity Futures Markets, Financialization of Commodities, Conditional Volatility, Dynamic Conditional Correlation, manag, eco

العلاقة: http://researchrepository.napier.ac.uk/Output/2967839Test

الإتاحة: http://researchrepository.napier.ac.uk/Output/2967839Test

المؤلفون: Mellado, Cristhian, Escobari, Diego

المصدر: Economics and Finance Faculty Publications and Presentations

مصطلحات موضوعية: Latin American Integrated Market, dynamic conditional correlation, integration, Economics, Finance

العلاقة: https://scholarworks.utrgv.edu/ef_fac/175Test; https://www.tandfonline.com/share/AVBGE2FJXVMHFPEZPNMY?target=10.1080/00036846.2014.1002892Test

الإتاحة: https://doi.org/10.1080/00036846.2014.1002892Test
https://scholarworks.utrgv.edu/ef_fac/175Test
https://www.tandfonline.com/share/AVBGE2FJXVMHFPEZPNMY?target=10.1080/00036846.2014.1002892Test

المؤلفون: Akhtaruzzaman, Md, Abdel-Qader, Waleed, Hammami, Helmi, Shams, Syed

مصطلحات موضوعية: Financial contagion, Spillover index, Dynamic conditional correlation, Business cycle, Trade intensity

العلاقة: https://doi.org/10.1016/j.frl.2019.101393Test; Akhtaruzzaman, Md, Abdel-Qader, Waleed, Hammami, Helmi and Shams, Syed. 2021. "Is China a source of financial contagion?" Finance Research Letters. 38, pp. 1-13. https://doi.org/10.1016/j.frl.2019.101393Test

الإتاحة: https://doi.org/10.1016/j.frl.2019.101393Test
https://research.usq.edu.au/item/q5w5w/is-china-a-source-of-financial-contagionTest

المؤلفون: Ding, Shusheng, Cui, Tianxiang, Zheng, Dandan, Du, Min

مصطلحات موضوعية: Commodity futures markets, Financialization of commodities, Conditional volatility, Dynamic conditional correlation, eco, manag

العلاقة: https://doi.org/10.1016/j.resourpol.2021.102220Test

الإتاحة: https://doi.org/10.1016/j.resourpol.2021.102220Test