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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:"Wang, Xunxiao"
~person:"Zaremba, Adam"
~person:"Zhu, Huiming"
~subject:"Oil price"
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Kapitaleinkommen
Oil price
Estimation
10
Schätzung
10
Capital income
7
Volatility
6
Volatilität
6
Aktienmarkt
5
Stock market
5
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2
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Wang, Xunxiao
Zaremba, Adam
Zhu, Huiming
Gupta, Rangan
10
Ma, Feng
9
Wang, Yudong
9
Tiwari, Aviral Kumar
6
Bouri, Elie
5
Ji, Qiang
5
Lee, Chien-chiang
5
Aboura, Sofiane
4
Chevallier, Julien
4
Gil-Alaña, Luis A.
4
Liu, Li
4
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Sheng, Xin
4
Wang, Shouyang
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4
Yoon, Seong-min
4
Afonso, António
3
Balcilar, Mehmet
3
Grobys, Klaus
3
Lu, Xinjie
3
McMillan, David G.
3
Mitra, Subrata Kumar
3
Nonejad, Nima
3
Park, Sung Y.
3
Shahzad, Syed Jawad Hussain
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Smyth, Russell
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Sun, Yuying
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Thai-Ha Le
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3
Xu, Yahua
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Yang, Liyan
3
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3
Zhou, Guofu
3
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2
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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
Applied economics
10
The North American journal of economics and finance : a journal of financial economics studies
7
Economic research
4
Finance research letters
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Emerging markets, finance and trade : EMFT
3
International review of financial analysis
3
Contemporary economics
2
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Finance a úvěr
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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E-Finanse : finansowy kwartalnik internetowy
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Eastern European economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of management and economics
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Review of finance : journal of the European Finance Association
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The North American journal of economics and finance : a journal of theory and practice
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The journal of impact and ESG investing
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ECONIS (ZBW)
10
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1
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
2
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:
3
Asymmetric effects of oil prices and exchange rates on China's industrial prices
Zhu, Huiming
;
Chen, Xiuyun
- In:
Energy economics
84
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012182782
Saved in:
4
Is there momentum in factor premia? : evidence from international equity markets
Zaremba, Adam
;
Shemer, Jacob
- In:
Research in international business and finance
46
(
2018
),
pp. 120-130
Persistent link: https://www.econbiz.de/10011983585
Saved in:
5
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:
6
Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression
You, Wan-hai
;
Guo, Yawei
;
Zhu, Huiming
;
Tang, Yong
- In:
Energy economics
68
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011904980
Saved in:
7
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:
8
Is there momentum in equity anomalies? : evidence from the Polish emerging market
Zaremba, Adam
;
Szyszka, Adam
- In:
Research in international business and finance
38
(
2016
),
pp. 546-564
Persistent link: https://www.econbiz.de/10011640746
Saved in:
9
The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming
;
Guo, Yawei
;
You, Wan-hai
;
Xu, Yaqin
- In:
Energy economics
55
(
2016
),
pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
Saved in:
10
What are returns outside trading hours capturing for volatility of individual stocks?
Wang, Xunxiao
;
Diao, Xundi
;
Chen, Yixiang
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1121-1124
Persistent link: https://www.econbiz.de/10011701633
Saved in:
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