Works citing this work

3 works

Work: Forecasting volatility in the petroleum futures markets: A re-examination and extension

1. The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks

   Akram Shavkatovich Hasanov, Aktam U. Burkhanov, Bunyod Usmonov +2

   ArticleMarket Dynamics and VolatilityEnergy202433 citations

   ABIABI:AkademIndex/openalex/2024.article.000072

2. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

   Akram Shavkatovich Hasanov, Sаlоkhiddin Аvаzkhоdjаеv

   ChapterFinancial Risk and Volatility ModelingContributions to economics20223 citations

   ABIABI:AkademIndex/openalex/2026.other.329465

3. Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach

   Sanggetha V P Vellachami, Akram Shavkatovich Hasanov, Robert C. Brooks

   ArticleMarket Dynamics and VolatilityInternational Review of Financial Analysis20230 citations

   ABIABI:AkademIndex/openalex/2023.article.000138