Walid Chkili
Economics and Econometrics · 2014–2016
A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 59 citations into it; #10,663 of 23,481 by trust here, #9,665 by citations
- Finance — 42 citations into it; #4,936 of 10,518 by trust here, #3,859 by citations
- Renewable Energy, Sustainability and the Environment — 8 citations into it
Whom Walid Chkili trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hans-Martin Krolzig
- Chin Wen Cheong
- Shawkat Hammoudeh
- H. Mohammadi
- C. Aloui
- Robert F. Engle
- Mohamed Arouri
- Bradley T. Ewing
- K. Phylaktis
- Sheng-Yung Yang
Who trusts Walid Chkili overall
Papers from Walid Chkili's perspective
Ordered by how strongly the researchers Walid Chkili trusts endorse each paper. Same corpus, a different order for every researcher.
- Financialization, Crisis and Commodity Correlation Dynamics
- Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
- Volatility transmission in the oil and natural gas markets
- Generalized autoregressive conditional heteroskedasticity
- Modeling and forecasting crude oil markets using ARCH-type models
- Commodity Prices, Money and Inflation (Social Science Research Network)
- Financial Investors and Commodity Markets
- Commodity volatility breaks
- Long memory in energy futures prices
- International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models
Their papers
- Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (2014) — 234 citations
- Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (2014) — 271 citations
- Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries (2016) — 165 citations