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Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Hammoudeh, Shawkat ; Chkili, Walid .
In: Working Papers.
RePEc:ipg:wpaper:2013-009.

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Cites: 32

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Cocites: 50

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Citations

Citations received by this document

  1. Dependence of stock and commodity futures markets in China: implications for portfolio investment. (2014). Reboredo, Juan Carlos ; Wen, Xiaoqian ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-561.

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  2. Causality across international equity and commodity markets: When asymmetry and nonlinearity matter. (2014). Ajmi, Ahdi N. ; Hammoudeh, Shawkat ; Nguyen, Duc K. ; Ahmed A. A. Khalifa, .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-546.

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  3. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-545.

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  4. An empirical analysis of energy demand in Tunisia. (2014). Talbi, Besma .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-495.

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  5. Price and Income Elasticities of Demand for Oil Products in African Member Countries of OPEC: A Cointegration Analysis. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-486.

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  6. Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation. (2014). MHENNI, Hatem ; ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-481.

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  7. Forecasting the Price of Gold. (2014). Silva, Emmanuel Sirimal ; Hassani, Hossein.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-480.

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  8. Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Aye, Goodness ; Kim, Won Joong ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-470.

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  6. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
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