Hany A. Shawky

Economics and Econometrics · 2003

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Hany A. Shawky trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. H. Byström
  3. S. Borenstein
  4. Daniel B. Nelson
  5. Bradford Cornell
  6. Robert F. Engle
  7. H. Bessembinder

Who trusts Hany A. Shawky overall

  1. D. W. Bunn
  2. Janne Kettunen
  3. Angelica Gianfreda
  4. A. Saló

Papers from Hany A. Shawky's perspective

Ordered by how strongly the researchers Hany A. Shawky trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Measuring Market Inefficiencies in California's Restructured Wholesale Electricity Market
  4. An Empirical Analysis of the Potential for Market Power in California's Electricity Industry
  5. The hedging performance of electricity futures on the Nordic power exchange
  6. The relationship between volume and price variability in futures markets
  7. Equilibrium Forward Curves for Commodities
  8. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers