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subject:"United States"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gupta, Rangan"
~person:"Liu, Li"
~person:"Maghyereh, Aktham I."
~person:"Yoon, Seong-min"
~subject:"Asset allocation"
~subject:"Business cycle"
~subject:"Erdöl"
~subject:"Germany"
~subject:"Shock"
~subject:"VAR-Modell"
~subject:"Volatility"
~type:"article"
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United States
Asset allocation
Business cycle
Erdöl
Germany
Shock
VAR-Modell
Volatility
Estimation
26
Schätzung
26
Oil price
12
Volatilität
12
Ölpreis
12
Aktienmarkt
8
Börsenkurs
8
Forecasting model
8
Prognoseverfahren
8
Share price
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USA
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Welt
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Schock
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Climate change
3
Climate risks
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Großbritannien
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Oil market
3
Uncertainty
3
United Kingdom
3
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21
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Gupta, Rangan
Liu, Li
Maghyereh, Aktham I.
Yoon, Seong-min
Ma, Feng
10
Wang, Yudong
7
Bouri, Elie
5
Lee, Chien-chiang
5
Tiwari, Aviral Kumar
5
Wei, Yu
5
Caraiani, Petre
4
Gozgor, Giray
4
Hammoudeh, Shawkat
4
Lau, Chi Keung
4
Salisu, Afees A.
4
Sheng, Xin
4
Balcilar, Mehmet
3
Cheung, Yin-Wong
3
Chevallier, Julien
3
Dimitrakopoulos, Stefanos
3
Gil-Alaña, Luis A.
3
Ji, Qiang
3
Nonejad, Nima
3
Pan, Zhiyuan
3
Park, Sung Y.
3
Ren, Xiaohang
3
Shahzad, Syed Jawad Hussain
3
Thai-Ha Le
3
Wang, Shouyang
3
Weber, Enzo
3
Wen, Fenghua
3
Wu, Chongfeng
3
Xu, Yahua
3
Yin, Libo
3
Zhang, Yaojie
3
Österholm, Pär
3
Alfarano, Simone
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Bakas, Dimitrios
2
Beaudry, Paul
2
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Department of Economics working paper series
Economics letters
Energy economics
International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
6
Applied economics letters
6
Economic modelling
5
Finance research letters
5
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economics and Business Letters : EBL
3
Research in international business and finance
3
Structural change and economic dynamics : SC+ED
3
Australian economic papers
2
Economics, management and financial markets
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Dae oe gyeong je yeon gu
1
Defence and peace economics
1
Economic systems
1
Ekonomia : the journal of the Cyprus Economic Society
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Financial innovation : FIN
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
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11
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:
12
Predictability of crude oil prices : an investor perspective
Liu, Li
;
Wang, Yudong
;
Yang, Li
- In:
Energy economics
75
(
2018
),
pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
Saved in:
13
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
14
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:
15
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
Energy economics
66
(
2017
),
pp. 337-348
Persistent link: https://www.econbiz.de/10011896505
Saved in:
16
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:
17
Disentangling the determinants of real oil prices
Liu, Li
;
Wang, Yudong
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Energy economics
56
(
2016
),
pp. 363-373
Persistent link: https://www.econbiz.de/10011664264
Saved in:
18
Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
19
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:
20
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
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