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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Investment management and financial innovations"
~subject:"Stock index"
~subject:"Stock market"
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Capital income
Stock index
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Estimation
411
Schätzung
411
Oil price
162
Ölpreis
162
Volatility
133
Volatilität
133
Welt
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103
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Bouri, Elie
5
Balcilar, Mehmet
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Guo, Yawei
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Joshipura, Mayank
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Ma, Feng
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Rahman, Md Lutfur
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Tiwari, Aviral Kumar
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1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Energy economics
Investment management and financial innovations
Finance research letters
188
International review of economics & finance : IREF
129
International review of financial analysis
129
The North American journal of economics and finance : a journal of financial economics studies
111
Economic modelling
95
Journal of banking & finance
95
Applied economics
89
Research in international business and finance
89
Journal of empirical finance
84
Journal of financial economics
84
Pacific-Basin finance journal
74
Journal of international financial markets, institutions & money
64
Applied economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Journal of econometrics
47
The European journal of finance
44
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Journal of international money and finance
40
Review of quantitative finance and accounting
40
Discussion paper / Centre for Economic Policy Research
37
International journal of finance & economics : IJFE
37
Emerging markets, finance and trade : EMFT
34
Journal of financial markets
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Discussion papers / CEPR
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Economics letters
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Working paper / National Bureau of Economic Research, Inc.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of economics and finance
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International journal of forecasting
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Quantitative finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial econometrics
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Global finance journal
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International journal of emerging markets
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Journal of economic dynamics & control
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SpringerLink / Bücher
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Economic research
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Theoretical economics letters
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Does adhering to the principles of green finance matter for stock valuation? : evidence from testing for (co-)explosiveness
Basse, Tobias
;
Karmani, Majdi
;
Rjiba, Hatem
;
Wegener, …
- In:
Energy economics
123
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014476536
Saved in:
2
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:
3
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:
4
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:
5
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
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6
Do market conditions interfere with the transmission of uncertainty from oil market to stock market? : evidence from a modified quantile-on-quantile approach
Xie, Qichang
;
Tang, Guoqiang
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477567
Saved in:
7
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:
8
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Li, Leon
- In:
Energy economics
105
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013201954
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9
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
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10
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
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