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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of quantitative economics"
~person:"Lucey, Brian M."
~person:"Masih, Rumi"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Yan, Cheng"
~subject:"CAPM"
~subject:"Cointegration"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Estimation
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7
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6
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Gil-Alaña, Luis A.
Lucey, Brian M.
Masih, Rumi
Uddin, Mohammed Gazi Salah
Yan, Cheng
Shahbaz, Muhammad
13
Wang, Yudong
13
Lee, Chien-chiang
12
Tiwari, Aviral Kumar
12
Apergēs, Nikolaos
10
Smyth, Russell
10
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9
Narayan, Paresh Kumar
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8
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7
Rault, Christophe
7
Yoon, Seong-min
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6
Chang, Chun Ping
6
Hamori, Shigeyuki
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Narayan, Seema
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5
Balcilar, Mehmet
5
Belke, Ansgar
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Bouri, Elie
5
Brooks, Robert
5
Chen, Shyh-Wei
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Faff, Robert W.
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Ghoddusi, Hamed
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Madura, Jeff
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Park, Sung Y.
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Ramchander, Sanjay
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Ren, Xiaohang
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Salisu, Afees A.
5
Wei, Yu
5
Wu, Chongfeng
5
Zhang, Xibin
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5
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Applied financial economics
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Journal of quantitative economics
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14
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12
Research in international business and finance
7
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6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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Asian economic papers
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Empirica : journal of european economics
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Journal of multinational financial management
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Oxford bulletin of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Asian Journal of Empirical Research
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ECONIS (ZBW)
26
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1
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
2
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:
3
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:
4
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:
5
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:
6
The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
Makkonen, Adam
;
Vallström, Daniel
;
Uddin, Mohammed …
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990253
Saved in:
7
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:
8
Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon
;
Uddin, Mohammed Gazi Salah
;
Ahmed, Ali M.
- In:
Economic modelling
70
(
2018
),
pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
Saved in:
9
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
Saved in:
10
The short-term persistence of international mutual fund performance
Vidal-García, Javier
;
Vidal, Marta
;
Boubaker, Sabri
; …
- In:
Economic modelling
52
(
2016
),
pp. 926-938
Persistent link: https://www.econbiz.de/10011643109
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