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subject:"Finanzanalyse"
~isPartOf:"Energy economics"
~isPartOf:"Review of asset pricing studies"
~subject:"ARCH-Modell"
~subject:"World"
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Search: subject_exact:"Equity return"
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Finanzanalyse
ARCH-Modell
World
Capital market returns
44
Kapitalmarktrendite
44
Oil price
24
Ölpreis
24
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23
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23
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Demirer, Rıza
3
Ma, Feng
2
Park, Sung Y.
2
Wang, Yudong
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Asadi, Mehrad
1
Attílio, Luccas Assis
1
Balcilar, Mehmet
1
Balcılar, Mehmet
1
Bali, Turan G.
1
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Thaisiri Watewai
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Energy economics
Review of asset pricing studies
Journal of financial and quantitative analysis : JFQA
20
The review of financial studies
18
Discussion paper / Tinbergen Institute
17
Econometric Institute research papers
14
Working paper / National Bureau of Economic Research, Inc.
13
Discussion paper / Centre for Economic Policy Research
11
Finance research letters
11
The journal of futures markets
11
Journal of banking & finance
10
The journal of finance : the journal of the American Finance Association
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NBER Working Paper
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NBER working paper series
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
9
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International review of financial analysis
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Pacific-Basin finance journal
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WBS Finance Group Research Paper
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Economics letters
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International Journal of Energy Economics and Policy : IJEEP
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Journal of accounting & economics
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ECONIS (ZBW)
22
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1
Betting on war? : oil prices, stock returns, and extreme geopolitical events
Nygaard, Knut
;
Sørensen, Lars Qvigstad
- In:
Energy economics
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015046642
Saved in:
2
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
3
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
4
The nexus between oil and airline stock returns : does time frequency matter?
Asadi, Mehrad
;
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
; …
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437120
Saved in:
5
Oil beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
Saved in:
6
Oil implied volatility and expected stock returns along the worldwide supply chain
Li, Chenchen
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
114
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
Saved in:
7
Oil price shocks, global financial markets and their connectedness
Demirer, Rıza
;
Ferrer, Román
;
Shahzad, Syed Jawad Hussain
- In:
Energy economics
88
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012515158
Saved in:
8
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
9
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
10
Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
61
(
2017
),
pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
Saved in:
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