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subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Research in international business and finance"
~person:"Bouri, Elie"
~person:"McMillan, David G."
~person:"Wang, Xunxiao"
~subject:"Oil price"
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Kapitaleinkommen
Oil price
Estimation
14
Schätzung
14
Volatility
13
Volatilität
13
Capital income
9
ARCH model
6
ARCH-Modell
6
Aktienmarkt
5
Börsenkurs
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Spillover effect
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Internationaler Finanzmarkt
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Time series analysis
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ABD-LM jump test
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Aktienindex
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Ankündigungseffekt
1
Announcement effect
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Arabische Golf-Staaten
1
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Bouri, Elie
McMillan, David G.
Wang, Xunxiao
Gupta, Rangan
11
Wang, Yudong
11
Ma, Feng
9
Tiwari, Aviral Kumar
6
Ji, Qiang
5
Lee, Chien-chiang
5
Aboura, Sofiane
4
Chevallier, Julien
4
Gil-Alaña, Luis A.
4
Liu, Li
4
Narayan, Paresh Kumar
4
Sheng, Xin
4
Wang, Shouyang
4
Yin, Libo
4
Yoon, Seong-min
4
Afonso, António
3
Balcilar, Mehmet
3
Dutta, Anupam
3
Grobys, Klaus
3
Lu, Xinjie
3
Mitra, Subrata Kumar
3
Nonejad, Nima
3
Pan, Zhiyuan
3
Park, Sung Y.
3
Pierdzioch, Christian
3
Shahzad, Syed Jawad Hussain
3
Smyth, Russell
3
Sun, Yuying
3
Thai-Ha Le
3
Uddin, Mohammed Gazi Salah
3
Wei, Yu
3
Worthington, Andrew Charles
3
Wu, Chongfeng
3
Xiao, Jihong
3
Xu, Yahua
3
Yang, Liyan
3
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3
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Applied economics letters
Energy economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Research in international business and finance
Department of Economics working paper series
4
Finance research letters
3
International review of financial analysis
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
International journal of finance & economics : IJFE
2
International review of applied economics
2
Studies in economics and finance
2
The European journal of finance
2
The journal of asset management
2
Applied economics
1
Cogent economics & finance
1
Economic research
1
Federal Reserve Bank of St. Louis Working Paper
1
Financial innovation : FIN
1
Financial markets, institutions & instruments
1
International review of economics & finance : IREF
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Oxford bulletin of economics and statistics
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The British accounting review : the journal of the British Accounting Association
1
The Manchester School
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The quarterly review of economics and finance
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ECONIS (ZBW)
12
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1
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
2
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:
3
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
4
Extreme return connectedness and its determinants between clean/green and dirty energy investments
Saeed, Tareq
;
Bouri, Elie
;
Alsulami, Hamed
- In:
Energy economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012817914
Saved in:
5
Frequency dynamics of volatility spillovers among crude oil and international stock markets : the role of the interest rate
Wang, Xunxiao
- In:
Energy economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012518567
Saved in:
6
Stock return predictability : using the cyclical component of the price ratio
McMillan, David G.
- In:
Research in international business and finance
48
(
2019
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
Saved in:
7
Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
Saved in:
8
The behaviour of asset return and volatility spillovers in Turkey : a tale of two crises
Bajo Rubio, Oscar
;
Berke, Burcu
;
McMillan, David G.
- In:
Research in international business and finance
41
(
2017
),
pp. 577-589
Persistent link: https://www.econbiz.de/10011914596
Saved in:
9
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
10
The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
Saved in:
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