Forecasting the Value-at-Risk of REITs using realized volatility jump models

von Odusami, Babatunde Olatunji
Veröffentlicht in The North American journal of economics and finance (2021)

Volatility jumps and their determinants in REIT returns

von Odusami, Babatunde Olatunji
Veröffentlicht in Journal of economics & business (2021)

To consume or not : how oil prices affect the comovement of consumption and aggregate wealth

von Odusami, Babatunde Olatunji
Veröffentlicht in Energy economics (2010)

Crude oil shocks and stock market returns

von Odusami, Babatunde Olatunji
Veröffentlicht in Applied financial economics (2009)

Economic fundamentals, policy responses, and state-level municipal bond sensitivity to COVID-19 prevalence

von Odusami, Babatunde Olatunji
Veröffentlicht in The North American journal of economics and finance (2022)

Oil price shocks and industry stock returns

von Elyasiani, Elyas
Veröffentlicht in Energy economics (2011)

Long memory and asymmetry in commodity returns and risk : the role of term spread

von Cochran, Steven J.
Veröffentlicht in Financial mathematics, volatility and covariance modelling (2019)

Volatility persistence in metal returns : a FIGARCH approach

von Cochran, Steven J.
Veröffentlicht in Journal of economics & business (2012)

Equity market implied volatility and energy prices : a double threshold GARCH approach

von Cochran, Steven J.
Veröffentlicht in Energy economics (2015)