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isPartOf:"MPRA Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Wechselkurs"
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Search: subject_exact:"Volatility"
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Oil price
Risiko
Wechselkurs
Volatility
412
Volatilität
324
Börsenkurs
115
Share price
115
ARCH model
102
ARCH-Modell
101
Stock market
101
Aktienmarkt
98
Estimation
96
Schätzung
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Capital income
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Kapitaleinkommen
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volatility
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Spillover effect
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Spillover-Effekt
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Welt
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World
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Forecasting model
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Prognoseverfahren
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Exchange rate
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Theory
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USA
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Risk measure
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Time series analysis
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Portfolio selection
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Portfolio-Management
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Gupta, Rangan
4
Mensi, Walid
4
Chang, Chia-Lin
3
Hammoudeh, Shawkat
3
Hau, Liya
3
Kang, Sang Hoon
3
Kinkyō, Takuji
3
McAleer, Michael
3
Pierdzioch, Christian
3
Wang, Xiangning
3
Wohar, Mark E.
3
Xuan Vinh Vo
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Zhu, Huiming
3
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2
Chang, Kuang-Liang
2
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2
Hamori, Shigeyuki
2
Huang, Qian
2
Jiang, Yong
2
Jiang, Yonghong
2
Lin, Ling
2
Nonejad, Nima
2
Qadan, Mahmoud
2
Salisu, Afees A.
2
Ur Rehman, Mobeen
2
Wu, Xinyu
2
Zhang, Shuguang
2
Abuzayed, Bana
1
Al Rababa'a, Abdel Razzaq
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Al-Fayoumi, Nedal
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Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Allen, David E.
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Alqaralleh, Huthaifa
1
Andrada Félix, Julián
1
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Anwar, Sajid
1
Ao, Zhiming
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
415
Finance research letters
163
International Journal of Energy Economics and Policy : IJEEP
135
Economic modelling
118
International review of economics & finance : IREF
118
Applied economics
115
International review of financial analysis
104
Journal of international money and finance
104
NBER working paper series
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NBER Working Paper
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
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International journal of economics and financial issues : IJEFI
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The energy journal
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Journal of risk and financial management : JRFM
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OPEC energy review
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International journal of economics and finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Pacific-Basin finance journal
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ECONIS (ZBW)
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11
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
12
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
Saved in:
13
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
14
Connectedness of commodity, exchange rate and categorical economic policy uncertainties : evidence from China
Song, Lu
;
Tian, Gengyu
;
Jiang, Yonghong
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449107
Saved in:
15
Exchange rate misalignments, capital flows and volatility
Grossmann, Axel
;
Orlov, Alexei G.
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013449109
Saved in:
16
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
17
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
18
Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model
Wu, Xinyu
;
Xie, Haibin
;
Zhang, Huanming
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449372
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19
The influence of international oil price fluctuation on the exchange rate of countries along the "Belt and Road"
Wang, Yijing
;
Geng, Xueqing
;
Guo, Kun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013413478
Saved in:
20
The intermediating role of the Chinese renminbi in Asian currency markets : evidence from partial wavelet coherence
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413489
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