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person:"Hammoudeh, Shawkat"
~isPartOf:"Journal of banking & finance"
~person:"Langeland, Henrik"
~source:"econis"
~subject:"Spillover effect"
~subject:"Volatility"
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Search: subject_exact:"Oil price shock"
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Spillover effect
Volatility
Oil price
2
Oil prices
2
Volatilität
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Ölpreis
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ARCH model
1
ARCH-Modell
1
Aktienmarkt
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Börsenkurs
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Copula
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Delta CoVaR
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Forecasting model
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Implied volatility
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Multivariate Verteilung
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Multivariate distribution
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Oil market
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Prognoseverfahren
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Spillover-Effekt
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Stock markets
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Systemic risk
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Variational mode decomposition
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Volatility forecasting
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Hammoudeh, Shawkat
Langeland, Henrik
Christoffersen, Peter F.
1
Fernandez-Perez, Adrian
1
Haugom, Erik
1
Indriawan, Ivan
1
Kang, Wensheng
1
Mensi, Walid
1
Molnár, Peter
1
Morana, Claudio
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Nikitopoulos, Christina Sklibosios
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Pan, Xuhui
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Ratti, Ronald A.
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Schneider, Lorenz
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Shahbaz, Muhammad
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Shahzad, Syed Jawad Hussain
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Squires, Matthew
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Tavin, Bertrand
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Thorp, Susan
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Tse, Yiuman
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Westgaard, Sjur
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Xu, Yahua
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Journal of banking & finance
Energy economics
14
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
3
Energy policy
2
Journal of international financial markets, institutions & money
2
Applied economics
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of commodity markets
1
Journal of multinational financial management
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The energy journal
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The interrelationship between financial and energy markets
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The world economy : the leading journal on international economic relations
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Working paper series / Ipag Business School : working paper
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ECONIS (ZBW)
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Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
2
Forecasting volatility of the US oil market
Haugom, Erik
;
Langeland, Henrik
;
Molnár, Peter
; …
- In:
Journal of banking & finance
47
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10010506517
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