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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"
~subject:"Autocorrelation"
~subject:"Stock market"
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Capital income
Autocorrelation
Stock market
Estimation
976
Schätzung
976
Volatility
220
Volatilität
220
Oil price
197
Ölpreis
197
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174
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Bohl, Martin T.
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5
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Siklos, Pierre L.
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Ajmi, Ahdi Noomen
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Applied financial economics
Energy economics
Finance research letters
187
International review of financial analysis
170
International review of economics & finance : IREF
166
Journal of banking & finance
159
Journal of empirical finance
145
Applied economics
142
Applied economics letters
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Journal of financial economics
134
Economic modelling
131
NBER working paper series
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125
The North American journal of economics and finance : a journal of financial economics studies
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100
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Journal of econometrics
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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International journal of finance & economics : IJFE
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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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CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Cogent economics & finance
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International journal of economics and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
52
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Discussion paper / Centre for Economic Policy Research
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Journal of financial markets
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Research paper series / Swiss Finance Institute
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Working paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The empirical economics letters : a monthly international journal of economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
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41
Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
61
(
2017
),
pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
Saved in:
42
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
43
Impact of the financial crisis on Indian commodity markets : structural breaks and volatility dynamics
Shalini, Velappan
;
Prasanna, Krishna
- In:
Energy economics
53
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011660433
Saved in:
44
Recent hikes in oil-equity market correlations : transitory or permanent?
Zhang, Bing
;
Li, Xiaoming
- In:
Energy economics
53
(
2016
),
pp. 305-315
Persistent link: https://www.econbiz.de/10011660562
Saved in:
45
Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui
;
Chen, Wei
;
Niu, Mengyi
;
Li, Xindan
- In:
Energy economics
54
(
2016
),
pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
Saved in:
46
The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming
;
Guo, Yawei
;
You, Wan-hai
;
Xu, Yaqin
- In:
Energy economics
55
(
2016
),
pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
Saved in:
47
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
Saved in:
48
Crude oil and stock markets : causal relationships in tails?
Ding, Haoyuan
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Energy economics
59
(
2016
),
pp. 58-69
Persistent link: https://www.econbiz.de/10011699475
Saved in:
49
Modeling oil price-US stock nexus : a VARMA-BEKK-AGARCH approach
Salisu, Afees A.
;
Oloko, Tirimisiyu F.
- In:
Energy economics
50
(
2015
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011563864
Saved in:
50
Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Energy economics
51
(
2015
),
pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
Saved in:
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