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subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~person:"Afonso, António"
~person:"Alsulami, Hamed"
~person:"Yoon, Seong-min"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Estimation
13
Schätzung
13
Capital income
6
Volatilität
5
ARCH model
4
ARCH-Modell
4
Spillover effect
4
Spillover-Effekt
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1978-2004
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Afonso, António
Alsulami, Hamed
Yoon, Seong-min
Ma, Feng
8
Bouri, Elie
5
Apergēs, Nikolaos
4
Park, Sung Y.
4
Tiwari, Aviral Kumar
4
Wang, Xunxiao
4
Wang, Yudong
4
Grobys, Klaus
3
Gupta, Rangan
3
Lu, Xinjie
3
Narayan, Paresh Kumar
3
Wei, Yu
3
Wohar, Mark E.
3
Worthington, Andrew Charles
3
Xiao, Jihong
3
Xu, Yahua
3
Apergis, Emmanuel
2
Arouri, Mohamed
2
Caporale, Guglielmo Maria
2
Chen, Jian
2
Chevallier, Julien
2
Ciner, Cetin
2
Das, Debojyoti
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Dutta, Anupam
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Gil-Alaña, Luis A.
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Kumar, Pawan
2
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Lee, Chien-chiang
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Liu, Li
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Applied economics letters
Energy economics
Applied economics
3
Australian economic papers
2
The North American journal of economics and finance : a journal of financial economics studies
2
CESifo working papers
1
Dae oe gyeong je yeon gu
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ISEG-UTL Economics Department Working Paper
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International review of financial analysis
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Journal of multinational financial management
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ECONIS (ZBW)
8
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8
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1
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
2
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:
3
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
4
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
5
Budgetary decomposition and yield spreads
Afonso, António
;
Jalles, João Tovar
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1093-1098
Persistent link: https://www.econbiz.de/10011629630
Saved in:
6
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
7
Public and private investment rates of return : evidence for industrialized countries
Afonso, António
;
St. Aubyn, Miguel
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 839-843
Persistent link: https://www.econbiz.de/10003996942
Saved in:
8
Long-term government bond yields and economic forecasts : evidence for the EU
Afonso, António
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1437-1441
Persistent link: https://www.econbiz.de/10008938910
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