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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~isPartOf:"Investment management and financial innovations"
~isPartOf:"NBER Working Paper"
~subject:"Stock market"
~type:"article"
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Capital income
Stock market
Estimation
1,004
Schätzung
1,004
Volatility
233
Volatilität
233
Oil price
201
Ölpreis
201
Theorie
187
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187
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Bouri, Elie
5
Balcilar, Mehmet
3
Garrett, Ian
3
Gupta, Rangan
3
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Aumeboonsuke, Vesarach
2
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2
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Guo, Yawei
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2
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Ma, Feng
2
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2
Mills, Terence C.
2
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2
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2
Tiwari, Aviral Kumar
2
Travlos, Nickolaos G.
2
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2
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2
Wohar, Mark E.
2
Xiao, Jihong
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1
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1
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1
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1
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1
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1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Applied financial economics
Energy economics
Investment management and financial innovations
NBER Working Paper
Finance research letters
198
International review of financial analysis
176
International review of economics & finance : IREF
172
Journal of banking & finance
159
Applied economics
140
Journal of empirical finance
140
Journal of financial economics
134
Applied economics letters
132
Economic modelling
128
The North American journal of economics and finance : a journal of financial economics studies
120
Research in international business and finance
107
Journal of international financial markets, institutions & money
103
The European journal of finance
86
Pacific-Basin finance journal
84
Review of quantitative finance and accounting
68
Journal of international money and finance
65
Journal of risk and financial management : JRFM
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
International journal of finance & economics : IJFE
60
Journal of econometrics
59
Cogent economics & finance
54
International journal of economics and finance
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Management science : journal of the Institute for Operations Research and the Management Sciences
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
Economics letters
47
International journal of economics and financial issues : IJEFI
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Journal of financial markets
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Emerging markets, finance and trade : EMFT
36
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
35
International journal of forecasting
34
The empirical economics letters : a monthly international journal of economics
34
Global finance journal
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
220
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1
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
Saved in:
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
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:
9
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:
10
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
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