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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~person:"Alam, Md. Samsul"
~person:"Yoon, Seong-min"
~subject:"Causality analysis"
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Kapitaleinkommen
Causality analysis
Estimation
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Oil price
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Alam, Md. Samsul
Yoon, Seong-min
Ma, Feng
5
Afonso, António
4
Bouri, Elie
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Narayan, Paresh Kumar
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Tiwari, Aviral Kumar
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Wang, Yudong
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Ren, Xiaohang
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Thai-Ha Le
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Applied economics letters
Energy economics
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Applied economics
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Australian economic papers
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Journal of multinational financial management
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
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2
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:
3
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
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