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type:"article"
~person:"Chatziantoniou, Ioannis"
~person:"Kang, Wensheng"
~person:"Rahman, Sajjadur"
~person:"Ratti, Ronald A."
~subject:"VAR model"
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Search: subject_exact:"Erdölpreis"
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VAR model
Oil price
47
Ölpreis
47
VAR-Modell
20
Volatility
20
Volatilität
20
Welt
18
World
18
Börsenkurs
14
Share price
14
USA
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United States
14
Schock
13
Shock
13
ARCH model
9
ARCH-Modell
9
Capital income
9
Kapitaleinkommen
9
Risiko
9
Risk
9
Aktienmarkt
8
Impact assessment
8
Oil prices
8
Stock market
8
Wirkungsanalyse
8
Estimation
7
Schätzung
7
Structural VAR
7
Capital market returns
6
Erdöl
6
Geldpolitik
6
Kapitalmarktrendite
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Monetary policy
6
Petroleum
6
Crude oil
5
Policy uncertainty
5
China
4
Erdölgewinnung
4
Oil market
4
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English
20
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Chatziantoniou, Ioannis
Kang, Wensheng
Rahman, Sajjadur
Ratti, Ronald A.
Gupta, Rangan
15
Kilian, Lutz
11
Serletis, Apostolos
11
Sheng, Xin
7
Filis, George
6
Ji, Qiang
6
Perez de Gracia, Fernando
6
Wang, Yudong
6
Baek, Jungho
5
Cross, Jamie
5
Hammoudeh, Shawkat
5
Manera, Matteo
5
Wu, Chongfeng
5
Baumeister, Christiane
4
Catik, A. Nazif
4
Kim, Won Joong
4
Koh, Wee Chian
4
Maghyereh, Aktham I.
4
Mignon, Valérie
4
Nguyen, Duc Khuong
4
Shahzad, Syed Jawad Hussain
4
Yin, Libo
4
Abdel-Latif, Hany
3
Algaeed, Abdulaziz Hamad
3
Aruna, Bhagavatula
3
Atems, Bebonchu
3
Aye, Goodness C.
3
Baimaganbetov, Sabit
3
Bao Hoang Nguyen
3
Bjørnland, Hilde Christiane
3
El-Gamal, Mahmoud A.
3
Elder, John
3
Farzanegan, Mohammad Reza
3
Jiang, Yong
3
Khan, Muhammad Arshad
3
Kwon, Dohyoung
3
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Energy economics
6
Applied economics
2
Journal of international financial markets, institutions & money
2
Review of quantitative finance and accounting
2
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of international money and finance
1
Macroeconomic dynamics
1
The economics of transition
1
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ECONIS (ZBW)
20
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1
The asymmetric responses of aggregate earnings and stock returns to oil shocks and policy uncertainty
Kang, Wensheng
- In:
Asia-Pacific journal of accounting & economics : …
29
(
2022
)
1
,
pp. 97-109
Persistent link: https://www.econbiz.de/10012820818
Saved in:
2
Do gasoline prices respond to non-US and US oil supply shocks?
Kang, Wensheng
;
Perez de Gracia, Fernando
;
Ratti, Ronald A.
- In:
Applied economics
53
(
2021
)
56
,
pp. 6488-6496
Persistent link: https://www.econbiz.de/10012697925
Saved in:
3
Oil price volatility and the US stock market
Rahman, Sajjadur
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
3
,
pp. 1461-1489
Persistent link: https://www.econbiz.de/10012616956
Saved in:
4
What drives the global official/policy interest rate?
Ratti, Ronald A.
;
Vespignani, Joaquin
- In:
Applied economics
51
(
2019
)
47
,
pp. 5185-5190
Persistent link: https://www.econbiz.de/10012197204
Saved in:
5
Oil shocks, policy uncertainty and earnings surprises
Kang, Wensheng
;
Wang, Jing
- In:
Review of quantitative finance and accounting
51
(
2018
)
2
,
pp. 375-388
Persistent link: https://www.econbiz.de/10012037117
Saved in:
6
The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies
Ewing, Bradley T.
;
Kang, Wensheng
;
Ratti, Ronald A.
- In:
Energy economics
72
(
2018
),
pp. 505-516
Persistent link: https://www.econbiz.de/10011972367
Saved in:
7
Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
Kang, Wensheng
;
Perez de Gracia, Fernando
;
Ratti, Ronald A.
- In:
Journal of international money and finance
70
(
2017
),
pp. 344-359
Persistent link: https://www.econbiz.de/10011752334
Saved in:
8
Oil shocks and stock markets : dynamic connectedness under the prism of recent geopolitical and economic unrest
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
International review of financial analysis
50
(
2017
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011820653
Saved in:
9
Oil price shocks and policy uncertainty : new evidence on the effects of US and non-US oil production
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
- In:
Energy economics
66
(
2017
),
pp. 536-546
Persistent link: https://www.econbiz.de/10011896567
Saved in:
10
Another perspective on gasoline price responses to crude oil price changes
Rahman, Sajjadur
- In:
Energy economics
55
(
2016
),
pp. 10-18
Persistent link: https://www.econbiz.de/10011663074
Saved in:
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