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subject:"Auslandsinvestition"
type:"article"
~isPartOf:"Energy economics"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~person:"Degiannakis, Stavros"
~person:"Maitra, Debasish"
~subject:"Volatility"
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Auslandsinvestition
Volatility
Oil price
7
Welt
7
World
7
Ölpreis
7
Volatilität
6
Commodity derivative
4
Rohstoffderivat
4
Portfolio selection
3
Portfolio-Management
3
Spillover effect
3
Spillover-Effekt
3
ARCH model
2
ARCH-Modell
2
Brent crude oil
2
Commodity price
2
Erdöl
2
Forecast
2
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2
Petroleum
2
Portfolio diversification
2
Prognose
2
Prognoseverfahren
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Rohstoffpreis
2
Asymmetric responses
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Asymmetric volatility spillover
1
Benzin
1
Commodity prices
1
Crude oil
1
Crude oil implied volatility
1
EIA forecasts
1
Estimation
1
Financial stress
1
Forecasting
1
Fuel prices
1
Futures-based forecasts
1
Gasoline
1
Intra-day data
1
MIDAS
1
Oil market
1
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6
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Degiannakis, Stavros
Maitra, Debasish
Hammoudeh, Shawkat
8
Tiwari, Aviral Kumar
8
Wang, Yudong
7
Bouri, Elie
6
Kang, Sang Hoon
6
Ma, Feng
6
Shahzad, Syed Jawad Hussain
6
Roubaud, David
5
Uddin, Mohammed Gazi Salah
5
Filis, George
4
Gupta, Rangan
4
Ji, Qiang
4
Sadorsky, Perry A.
4
Wei, Yu
4
Dai, Zhifeng
3
De Soysa, Indra
3
Demirer, Rıza
3
Do, Hung Xuan
3
Fan, Ying
3
Kumar, Pawan
3
Liu, Feng
3
Lucey, Brian M.
3
Neumayer, Eric
3
Singh, Vipul Kumar
3
Wohar, Mark E.
3
Yin, Libo
3
An, Haizhong
2
Batten, Jonathan A.
2
Cajueiro, Daniel Oliveira
2
Chatziantoniou, Ioannis
2
Chen, Jinyu
2
Corbet, Shaen
2
Dash, Saumya Ranjan
2
Dimpfl, Thomas
2
Dutta, Anupam
2
Ferrer, Román
2
Gabauer, David
2
Gasbarro, Dominic
2
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Energy economics
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
Economic modelling
1
Global finance journal
1
Journal of commodity markets
1
Journal of forecasting
1
Journal of international money and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
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Transportation research / E : an international journal
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ECONIS (ZBW)
6
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1
Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework
Das, Debojyoti
;
Maitra, Debasish
;
Dutta, Anupam
;
Basu, …
- In:
Energy economics
115
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013541818
Saved in:
2
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
3
Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
Energy economics
102
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013162436
Saved in:
4
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
5
Futures-based forecasts : how useful are they for oil price volatility forecasting?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
81
(
2019
),
pp. 639-649
Persistent link: https://www.econbiz.de/10012172881
Saved in:
6
Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
76
(
2018
),
pp. 388-402
Persistent link: https://www.econbiz.de/10011976685
Saved in:
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