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accessRights:"restricted"
~person:"Frondel, Manuel"
~person:"Kang, Sang Hoon"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~type_genre:"Article in journal"
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ARCH-Modell
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Estimation
34
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34
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21
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21
Volatility
15
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15
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Frondel, Manuel
Kang, Sang Hoon
Wagner, Joachim
19
Ma, Feng
16
Gupta, Rangan
15
Bahmani-Oskooee, Mohsen
11
Bouri, Elie
11
Kumar, Dilip
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9
Tiwari, Aviral Kumar
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9
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Nonejad, Nima
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8
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7
Huang, Zhuo
7
Malik, Farooq
7
Schnabel, Claus
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Xuan Vinh Vo
7
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6
Chiang, Thomas C.
6
Francq, Christian
6
Jawadi, Fredj
6
Lee, Chien-chiang
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Lu, Xinjie
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Pierdzioch, Christian
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Serletis, Apostolos
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Shi, Yanlin
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Wei, Yu
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Caliendo, Marco
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Chevallier, Julien
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Floros, Christos
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Freier, Ronny
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Kim, Jong-Min
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
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1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
11
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Market premia for renewables in Germany : the effect on electricity prices
Frondel, Manuel
;
Kaeding, Matthias
;
Sommer, Stephan
- In:
Energy economics
109
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013283830
Saved in:
3
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
4
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
5
Switching on electricity demand response : evidence for German households
Frondel, Manuel
;
Kussel, Gerhard
- In:
The energy journal
40
(
2019
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012118224
Saved in:
6
Heterogeneity in the price response of residential electricity demand : a dynamic approach for Germany
Frondel, Manuel
;
Kussel, Gerhard
;
Sommer, Stephan
- In:
Resource and energy economics
57
(
2019
),
pp. 119-134
Persistent link: https://www.econbiz.de/10012313294
Saved in:
7
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
8
Risk perception of climate change : empirical evidence for Germany
Frondel, Manuel
;
Simora, Michael
;
Sommer, Stephan
- In:
Ecological economics : the transdisciplinary journal of …
137
(
2017
),
pp. 173-183
Persistent link: https://www.econbiz.de/10011794064
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
Time lags in the pass-through of crude oil prices : big data evidence from the German gasoline market
Frondel, Manuel
;
Vance, Colin
;
Kihm, Alex
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 713-717
Persistent link: https://www.econbiz.de/10011628417
Saved in:
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