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subject:"Volatility"
~isPartOf:"Energy economics"
~person:"Joo, Young C."
~person:"Thai-Ha Le"
~person:"Wang, Lu"
~subject:"United Kingdom"
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Volatility
United Kingdom
Estimation
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Oil price
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6
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4
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Capital market returns
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Crude oil returns
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Joo, Young C.
Thai-Ha Le
Wang, Lu
Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Dutta, Anupam
3
Wang, Yudong
3
Wei, Yu
3
Xu, Yahua
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Apergēs, Nikolaos
2
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Kumar, Pawan
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Lau, Chi Keung
2
Lee, Chien-chiang
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Lu, Xinjie
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Maghyereh, Aktham I.
2
Nikitopoulos, Christina Sklibosios
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Nonejad, Nima
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Park, Donghyun
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Park, Sung Y.
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Sadorsky, Perry A.
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Singh, Vipul Kumar
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Todorova, Neda
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Uddin, Mohammed Gazi Salah
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Wagner, Andreas
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Wang, Shouyang
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Wohar, Mark E.
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Energy economics
Economic Growth Centre working paper series
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International review of financial analysis
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Journal of economic behavior & organization
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The Singapore economic review
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ECONIS (ZBW)
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On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
2
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu
;
Wu, Jiangbin
;
Cao, Yang
;
Hong, Yanran
- In:
Energy economics
111
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
Saved in:
3
The impact of oil price volatility on stock markets : evidences from oil-importing countries
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
101
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013161508
Saved in:
4
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
5
Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
61
(
2017
),
pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
Saved in:
6
Effects of oil price shocks on the stock market performance : do nature of shocks and economies matter?
Thai-Ha Le
;
Youngho, Chang
- In:
Energy economics
51
(
2015
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011564841
Saved in:
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