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person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~person:"Chevallier, Julien"
~person:"Shahzad, Syed Jawad Hussain"
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Volatility
32
Volatilität
32
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11
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11
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10
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10
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8
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8
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McAleer, Michael
Chevallier, Julien
Shahzad, Syed Jawad Hussain
Ma, Feng
20
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Gupta, Rangan
15
Bouri, Elie
14
Wang, Yudong
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Ji, Qiang
11
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9
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9
Yoon, Seong-min
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Uddin, Mohammed Gazi Salah
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Wen, Fenghua
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Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Asai, Manabu
6
Dai, Zhifeng
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Do, Hung Xuan
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Lucey, Brian M.
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Maasoumi, Esfandiar
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Roubaud, David
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Gong, Xu
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5
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5
Nguyen, Duc Khuong
5
Sitara Karim
5
Soytaş, Uǧur
5
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5
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Annals of financial economics
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Econometric Institute research papers
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53
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Tourism economics : the business and finance of tourism and recreation
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"Marco Fanno" Working Papers
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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ECONIS (ZBW)
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1
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
2
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
3
Pricing carbon emissions in China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011958479
Saved in:
4
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
5
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
6
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
7
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
8
Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul
;
Shahzad, Syed Jawad Hussain
;
Ferrer, …
- In:
Energy economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
Saved in:
9
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
10
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
Ferrer, Román
;
Shahzad, Syed Jawad Hussain
;
López, Raquel
- In:
Energy economics
76
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011976566
Saved in:
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