B. Awartani
Economics and Econometrics · 2005–2019
A researcher in the Science corpus: 6 papers; trusts 50 researchers and is trusted by 22 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 171 citations into it; #3,806 of 23,481 by trust here, #3,392 by citations
- Finance — 100 citations into it; #3,699 of 10,518 by trust here, #5,938 by citations
- Renewable Energy, Sustainability and the Environment — 35 citations into it
- Accounting — 33 citations into it
- Management Science and Operations Research — 9 citations into it; #3,728 of 11,946 by trust here, #6,024 by citations
- Statistics and Probability — 6 citations into it
Whom B. Awartani trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Perry Sadorsky
- Halbert White
- Daniel B. Nelson
- Ken West
- Francis X. Diebold
- Ole E. Barndorff-Nielsen
- Dimitris Nicolas Politis
- P. R. Hansen
- M. Carrasco
Who trusts B. Awartani overall
- Dana Al-Najjar
- Aktham Issa Maghyereh
- Stavros Degiannakis *
- Elie Bouri
- Nikolaos Antonakakis
- Kimiko Sugimoto
- Xiangdong Long
- Gloria González-Rivera
- George Filis
- J. De Gooijer
Papers from B. Awartani's perspective
Ordered by how strongly the researchers B. Awartani trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Dynamic Conditional Correlation
- A Reality Check for Data Snooping
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Asymptotic Inference about Predictive Ability
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
- The stationary bootstrap
Their papers
- Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries (2013) — 349 citations
- The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016) — 391 citations
- Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries (2005) — 285 citations
- Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries (2017) — 135 citations
- The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations (2019) — 166 citations
- Institutions and corporate capital structure in the MENA region (2016) — 120 citations