Return distributions and volatility forecasting in metal futures markets : evidence from gold, silver, and copper

von Khalifa, Ahmed A. A.
Veröffentlicht in The journal of futures markets (2011)

Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model

von Khalifa, Ahmed A.
Veröffentlicht in Research in international business and finance (2017)

Patterns of volatility transmissions within regime switching across GCC and global markets

von Khalifa, Ahmed A. A.
Veröffentlicht in International review of economics & finance (2014)

Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets

von Khalifa, Ahmed A. A.
Veröffentlicht in Economic modelling (2014)

Oil price risk exposure and the cross-section of stock returns : the case of net exporting countries

von Demirer, Rıza
Veröffentlicht in Energy economics (2015)

Volatility transmission across currencies and commodities with US uncertainty measures

von Khalifa, Ahmed A. A.
Veröffentlicht in The North American journal of economics and finance (2016)

Oil price volatility and the dynamic systematic risk in Kuwait's equity sector portfolio using the Kalman filter approach

von Alsarhan, Abdulwahab A.
Veröffentlicht in American journal of finance and accounting (2013)