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Ahmad Reza Jalali-Naini

Personal Details

First Name:Ahmad
Middle Name:Reza
Last Name:Jalali-Naini
Suffix:
RePEc Short-ID:pja16
P.O. Box 19395/4647 Tehran, Iran

Research output

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Jump to: Articles

Articles

  1. Ahmad R. Jalali-Naini & Maryam Kazemi Manesh, 2006. "Price volatility, hedging and variable risk premium in the crude oil market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(2), pages 55-70, June.
  2. Ahmad R. Jalali-Naini & Mehdi Asali, 2004. "Cyclical behaviour and shock-persistence: crude oil prices," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 28(2), pages 107-131, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Ahmad R. Jalali-Naini & Maryam Kazemi Manesh, 2006. "Price volatility, hedging and variable risk premium in the crude oil market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(2), pages 55-70, June.

    Cited by:

    1. Andrés Mirantes & Javier Población & Gregorio Serna, 2015. "Commodity derivative valuation under a factor model with time-varying market prices of risk," Review of Derivatives Research, Springer, vol. 18(1), pages 75-93, April.
    2. Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers EI 2010-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    3. Chang, Chiao-Yi & Lai, Jing-Yi & Chuang, I-Yuan, 2010. "Futures hedging effectiveness under the segmentation of bear/bull energy markets," Energy Economics, Elsevier, vol. 32(2), pages 442-449, March.

  2. Ahmad R. Jalali-Naini & Mehdi Asali, 2004. "Cyclical behaviour and shock-persistence: crude oil prices," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 28(2), pages 107-131, June.

    Cited by:

    1. Svetlana Maslyuk & Russell Smyth, 2007. "Unit Root Properties of Crude Oil Spot and Futures Prices," Monash Economics Working Papers 40-07, Monash University, Department of Economics.
    2. Jose Noguera & Rowena A. Pecchenino, 2005. "Can a Cartel Fuel the Engine of Economic Development? OPEC and the macroeconomics of oil," CERGE-EI Working Papers wp280, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    3. Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2014. "The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration," Energy Economics, Elsevier, vol. 46(C), pages 328-333.
    4. Juan Carlos Cuestas & Paulo Jose Regis, 2008. "Nonlinearities and the order of integration of oil prices," Working Papers 2008/15, Nottingham Trent University, Nottingham Business School, Economics Division.
    5. Noguera, Jose & Pecchecnino, Rowena A., 2007. "OPEC and the international oil market: Can a cartel fuel the engine of economic development?," International Journal of Industrial Organization, Elsevier, vol. 25(1), pages 187-199, February.
    6. Ozdemir, Zeynel Abidin & Gokmenoglu, Korhan & Ekinci, Cagdas, 2013. "Persistence in crude oil spot and futures prices," Energy, Elsevier, vol. 59(C), pages 29-37.

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