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accessRights:"restricted"
subject:"Capital income"
~isPartOf:"Energy economics"
~language:"eng"
~person:"Bouri, Elie"
~person:"McMillan, David G."
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~subject:"ARCH model"
~subject:"Portfolio selection"
~subject:"Virtuelle Währung"
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Capital income
ARCH model
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Virtuelle Währung
Estimation
13
Schätzung
13
Volatility
10
Volatilität
10
ARCH-Modell
8
Kapitaleinkommen
7
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7
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Bouri, Elie
McMillan, David G.
Yoon, Seong-min
Zhang, Yaojie
Ma, Feng
5
Wang, Yudong
4
Xu, Yahua
3
Chevallier, Julien
2
Dai, Zhifeng
2
Guo, Yawei
2
Lu, Xinjie
2
Nonejad, Nima
2
Park, Sung Y.
2
Rahman, Md Lutfur
2
Thai-Ha Le
2
Tiwari, Aviral Kumar
2
Uddin, Mohammed Gazi Salah
2
Wang, Xunxiao
2
Wei, Yu
2
Wen, Fenghua
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Xiao, Jihong
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Xie, Qichang
2
Yin, Zhujia
2
You, Wan-hai
2
Zhang, Bing
2
Zhang, Xiaotong
2
Zhu, Huiming
2
Abuzayed, Bana
1
Aktas, Elvan
1
Al-Fayoumi, Nedal
1
Alam, Md. Samsul
1
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1
Avdulaj, Krenar
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1
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1
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1
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Energy economics
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7
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7
International review of financial analysis
5
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4
The North American journal of economics and finance : a journal of financial economics studies
4
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Australian economic papers
2
International journal of finance & economics : IJFE
2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
Research in international business and finance
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1
International journal of forecasting
1
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1
International review of economics & finance : IREF
1
Journal of behavioral and experimental finance
1
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Journal of multinational financial management
1
Journal of risk
1
Review of international economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The British accounting review : the journal of the British Accounting Association
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
;
Wang, Qunwei
- In:
Energy economics
133
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015049680
Saved in:
2
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
3
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
4
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
5
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
6
Extreme return connectedness and its determinants between clean/green and dirty energy investments
Saeed, Tareq
;
Bouri, Elie
;
Alsulami, Hamed
- In:
Energy economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012817914
Saved in:
7
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
8
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
9
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
10
The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
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