//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"MPRA Paper"
~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Dai, Zhifeng"
~person:"Selmi, Refk"
~person:"Sinha, Pankaj"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
17
Volatilität
12
Aktienmarkt
10
Stock market
10
Oil price
7
Ölpreis
6
Börsenkurs
5
China
5
Share price
5
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Spillover effect
4
Spillover-Effekt
4
Welt
4
World
4
Capital income
3
Kapitaleinkommen
3
Oil market
3
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Volatility spillover
3
Ölmarkt
3
ARCH model
2
ARCH-Modell
2
Chinese commodity market
2
Chinese stock markets
2
GARCH
2
GARCH specifications
2
Hedge ratios
2
Hedging
2
Hedging effectiveness
2
Out-of-sample forecast
2
Portfolio weights
2
Realized volatility
2
Recession effects
2
Regression analysis
2
more ...
less ...
Online availability
All
Undetermined
12
Free
7
Type of publication
All
Article
12
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Undetermined
7
Author
All
Dai, Zhifeng
Selmi, Refk
Sinha, Pankaj
Hammoudeh, Shawkat
25
Gupta, Rangan
23
Ma, Feng
20
Tiwari, Aviral Kumar
20
Kang, Sang Hoon
18
Mensi, Walid
16
Bouri, Elie
14
Ji, Qiang
13
Wang, Yudong
13
Wohar, Mark E.
12
Yoon, Seong-min
12
Wei, Yu
11
Demirer, Rıza
10
McAleer, Michael
10
Uddin, Mohammed Gazi Salah
10
Wen, Fenghua
10
Zhu, Huiming
10
Shahzad, Syed Jawad Hussain
9
Zhang, Yaojie
9
Chang, Chia-Lin
8
Lin, Boqiang
7
Pierdzioch, Christian
7
Sadorsky, Perry A.
7
Xuan Vinh Vo
7
Yin, Libo
7
Balcilar, Mehmet
6
Caiado, Jorge
6
Chevallier, Julien
6
Do, Hung Xuan
6
Filis, George
6
Gong, Xu
6
Liu, Bing-Yue
6
Liu, Li
6
Lucey, Brian M.
6
Onour, Ibrahim
6
Roubaud, David
6
Salisu, Afees A.
6
Soytaş, Uǧur
6
Ur Rehman, Mobeen
6
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Published in...
All
MPRA Paper
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economic integration
2
ERF working papers series
1
European journal of comparative economics
1
Financial innovation : FIN
1
Global business review
1
International journal of computational economics and econometrics
1
International review of economics & finance : IREF
1
Journal of Indian business research
1
Journal of forecasting
1
Macroeconomics and finance in emerging market economies
1
The International trade journal
1
The journal of international trade & economic development
1
The quarterly review of economics and finance
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
RePEc
7
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
2
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
Saved in:
3
Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets
Dai, Zhifeng
;
Tang, Rui
;
Zhang, Xinhua
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284108
Saved in:
4
Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Dai, Zhifeng
;
Zhu, Junxin
;
Zhang, Xinhua
- In:
Energy economics
114
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013477411
Saved in:
5
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Dai, Zhifeng
;
Zhu, Haoyang
- In:
Energy economics
108
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013202920
Saved in:
6
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach
Wen, Fenghua
;
Liu, Zhen
;
Dai, Zhifeng
;
He, Shaoyi
;
Liu, …
- In:
Energy economics
109
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013283776
Saved in:
7
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Dai, Zhifeng
;
Zhu, Haoyang
;
Zhang, Xinhua
- In:
Energy economics
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013283789
Saved in:
8
Economic policy uncertainty and stock market sector time-varying spillover effect : evidence from China
Dai, Zhifeng
;
Peng, Yongxin
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013534158
Saved in:
9
Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng
;
Chang, Xiaoming
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
Saved in:
10
Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng
;
Zhou, Huiting
;
Wen, Fenghua
;
He, Shaoyi
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->