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isPartOf:"Advances in investment analysis and portfolio management : a research annual"
subject:"Capital income"
~isPartOf:"Energy economics"
~subject:"1974-1992"
~type:"article"
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Capital income
1974-1992
Estimation
502
Schätzung
502
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194
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194
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144
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Bouri, Elie
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Ma, Feng
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Rahman, Md Lutfur
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Advances in investment analysis and portfolio management : a research annual
Energy economics
Finance research letters
148
Journal of banking & finance
139
International review of financial analysis
130
Journal of financial economics
127
Journal of empirical finance
120
International review of economics & finance : IREF
119
Applied economics
101
The North American journal of economics and finance : a journal of financial economics studies
89
Applied financial economics
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Applied economics letters
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Economic modelling
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Research in international business and finance
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The European journal of finance
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Review of quantitative finance and accounting
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
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International journal of finance & economics : IJFE
41
International journal of economics and finance
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Journal of risk and financial management : JRFM
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Journal of financial markets
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of forecasting
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Investment management and financial innovations
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Journal of financial and quantitative analysis : JFQA
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Journal of forecasting
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The journal of finance : the journal of the American Finance Association
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Quantitative finance
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Review of finance : journal of the European Finance Association
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The journal of asset management
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ECONIS (ZBW)
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1
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:
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
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
4
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
5
The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur
- In:
Energy economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013201580
Saved in:
6
Oil prices & stock returns : modeling the asymmetric effects around the zero lower bound
Sardar, Naafey
;
Sharma, Shahil
- In:
Energy economics
107
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013202164
Saved in:
7
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:
8
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:
9
Spillover effects and nonlinear correlations between carbon emissions and stock markets : an empirical analysis of China's carbon-intensive industries
Xu, Lin
;
Wu, Chenyang
;
Qin, Quande
;
Lin, Xiaoying
- In:
Energy economics
111
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013350179
Saved in:
10
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
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