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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Energy economics"
~person:"Bouri, Elie"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~subject:"Gulf countries"
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Time series analysis
United States
ARCH-Modell
Deutschland
Gulf countries
Estimation
5
Schätzung
5
Volatility
5
Volatilität
5
Capital income
4
Kapitaleinkommen
4
ARCH model
3
Aktienmarkt
2
Börsenkurs
2
Oil price
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Share price
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2
Welt
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Ankündigungseffekt
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Arabische Golf-Staaten
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Branche
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COVID-19 outbreak
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Capital market returns
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Clean energy stocks
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Coronavirus
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Crude oil
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Decomposed oil shocks
1
Directional connectedness
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Drivers of quantile connectedness
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Economic sector
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Energiewirtschaft
1
Energy sector
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Equity market volatility
1
Extreme return spillovers
1
Extreme shocks
1
Forecasting model
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GCC stock sectors
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Green bonds
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Implied volatility indexes
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Index construction
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Bouri, Elie
Ma, Feng
5
Yoon, Seong-min
4
Balcilar, Mehmet
3
Chevallier, Julien
3
Tiwari, Aviral Kumar
3
Wang, Shouyang
3
Wang, Yudong
3
Aloui, Chaker
2
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2
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Hammoudeh, Shawkat
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Shahzad, Syed Jawad Hussain
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Sun, Yuying
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2
Wagner, Andreas
2
Wang, Xunxiao
2
Wei, Yu
2
Wu, Chongfeng
2
Xu, Yahua
2
Zaman, Saeed
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2
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Abuzayed, Bana
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1
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1
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Energy economics
Department of Economics working paper series
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International review of financial analysis
2
Computational economics
1
Economic research
1
Economics / Discussion papers : the open-access, open-assessment e-journal
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
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:
2
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:
3
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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