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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Caporale, Guglielmo Maria"
~person:"Lucey, Brian M."
~person:"Yan, Cheng"
~subject:"CAPM"
~subject:"Cointegration"
~subject:"Fractional integration"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
Lucey, Brian M.
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Wang, Yudong
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21
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1
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
2
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
3
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
4
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
5
Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun
;
Yang, Liu
;
Yan, Cheng
;
Huang, Yingying
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
Saved in:
6
Dynamic impacts of energy consumption on economic growth in China : evidence from a non-parametric panel data model
Ren, Xiaohang
;
Tong, Ziwei
;
Sun, Xianming
;
Yan, Cheng
- In:
Energy economics
107
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013202441
Saved in:
7
Welfare gains from international trade and renewable energy demand : evidence from the OECD countries
Lu, Zhou
;
Gozgor, Giray
;
Mahalik, Mantu Kumar
;
Padhan, …
- In:
Energy economics
112
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013350266
Saved in:
8
Does news tone help forecast oil?
Lucey, Brian M.
;
Ren, Boru
- In:
Economic modelling
104
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013164212
Saved in:
9
Monetary policy rules in emerging countries : is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria
;
Helmi, Mohamad Husam
;
Catik, …
- In:
Economic modelling
72
(
2018
),
pp. 306-319
Persistent link: https://www.econbiz.de/10012100405
Saved in:
10
Gold and inflation(s) : a time-varying relationship
Lucey, Brian M.
;
Sharma, Susan Sunila
;
Vigne, Samuel A.
- In:
Economic modelling
67
(
2017
),
pp. 88-101
Persistent link: https://www.econbiz.de/10011813784
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