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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Applied economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Theoretical economics letters"
~person:"Altay-Salih, Aslihan"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Mensi, Walid"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Tiwari, Aviral Kumar"
~person:"Xuan Vinh Vo"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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EU-Staaten
Commodity derivative
EU countries
Prognoseverfahren
Volatility
Volatilität
Estimation
77
Schätzung
77
Börsenkurs
21
Share price
21
Aktienmarkt
19
Stock market
19
Capital income
18
Kapitaleinkommen
18
Forecasting model
16
Welt
13
World
13
Time series analysis
12
Zeitreihenanalyse
12
ARCH model
11
ARCH-Modell
11
Exchange rate
11
USA
11
United States
11
Wechselkurs
11
Spillover effect
9
Spillover-Effekt
9
Cointegration
7
Economic growth
7
Kointegration
7
Theorie
7
Theory
7
Wirtschaftswachstum
7
Geldnachfrage
6
Kaufkraftparität
6
Money demand
6
OECD countries
6
OECD-Staaten
6
Panel
6
Panel study
6
Purchasing power parity
6
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6
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6
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Undetermined
32
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37
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Übersichtsarbeit
Aufsatz in Zeitschrift
Konferenzbeitrag
Article in journal
37
Language
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English
37
Author
All
Altay-Salih, Aslihan
Bahmani-Oskooee, Mohsen
Gupta, Rangan
Ma, Feng
Mensi, Walid
Pierdzioch, Christian
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Tiwari, Aviral Kumar
Xuan Vinh Vo
Zhang, Yaojie
Zhu, Huiming
11
Hau, Liya
6
Kang, Sang Hoon
6
Moosa, Imad A.
6
Dai, Zhifeng
5
Wohar, Mark E.
5
Balcilar, Mehmet
4
Kim, Jong-Min
4
Kumar, Dilip
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Blazsek, Szabolcs
3
Chang, Chia-Lin
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Jung, Hojin
3
Lien, Da-hsiang Donald
3
McAleer, Michael
3
Nonejad, Nima
3
Pino, Gabriel
3
Ren, Ying-hua
3
Uctum, Remzi
3
Umar, Zaghum
3
Weber, Enzo
3
Wen, Fenghua
3
Yin, Libo
3
Zaremba, Adam
3
Zhang, Zhaoyong
3
Afonso, António
2
Bekiros, Stelios
2
Belke, Ansgar
2
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Applied economics
The North American journal of economics and finance : a journal of financial economics studies
Theoretical economics letters
Finance research letters
19
Energy economics
13
Applied economics letters
12
International review of financial analysis
10
Economic modelling
9
International review of economics & finance : IREF
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Empirica : journal of european economics
8
International journal of finance & economics : IJFE
6
Journal of forecasting
6
Economics letters
5
Research in international business and finance
5
The European journal of finance
5
Journal of economics and finance
4
Journal of international financial markets, institutions & money
4
Applied economics quarterly
3
Applied financial economics
3
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economics and economic policy : IEEP
3
Bulletin of economic research
2
Decision
2
Emerging markets review
2
Emerging markets, finance and trade : EMFT
2
Financial innovation : FIN
2
IIMB management review
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of emerging markets
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of banking & finance
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
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ECONIS (ZBW)
37
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1
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
2
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
3
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
4
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
5
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
6
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
7
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
8
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
9
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
10
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
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