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type:"article"
~person:"Chatziantoniou, Ioannis"
~person:"Kang, Wensheng"
~person:"Ratti, Ronald A."
~subject:"VAR model"
~subject:"Wirkungsanalyse"
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VAR model
Wirkungsanalyse
Oil price
41
Ölpreis
41
VAR-Modell
16
Volatility
16
Volatilität
16
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16
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Erdölgewinnung
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Chatziantoniou, Ioannis
Kang, Wensheng
Ratti, Ronald A.
Gupta, Rangan
16
Kilian, Lutz
14
Serletis, Apostolos
13
Perez de Gracia, Fernando
10
Filis, George
9
Hammoudeh, Shawkat
8
Maghyereh, Aktham I.
8
Ji, Qiang
7
Sheng, Xin
7
Wang, Yudong
6
Baek, Jungho
5
Catik, A. Nazif
5
Cross, Jamie
5
Jiang, Yong
5
Manera, Matteo
5
Taghizadeh-Hesary, Farhad
5
Wu, Chongfeng
5
Yanfeng, Wei
5
Alexandri, Mohammad Benny
4
Algaeed, Abdulaziz Hamad
4
Atukeren, Erdal
4
Baumeister, Christiane
4
Elder, John
4
Farzanegan, Mohammad Reza
4
Hamilton, James D.
4
Kim, Won Joong
4
Koh, Wee Chian
4
Lau, Chi Keung
4
Lee, Chien-chiang
4
Lin, Boqiang
4
Lucey, Brian M.
4
Mignon, Valérie
4
Mohaddes, Kamiar
4
Nguyen, Duc Khuong
4
Rahman, Sajjadur
4
Salisu, Afees A.
4
Shahzad, Syed Jawad Hussain
4
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Energy economics
5
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
International review of financial analysis
1
Japan and the world economy : international journal of theory and policy
1
Journal of banking & finance
1
Journal of international money and finance
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The economics of transition
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Tourism management : research, policies, practice
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ECONIS (ZBW)
19
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Oil prices and global factor macroeconomic variables
Ratti, Ronald A.
;
Vespignani, Joaquin L.
- In:
Energy economics
59
(
2016
),
pp. 198-212
Persistent link: https://www.econbiz.de/10011699555
Saved in:
10
Oil shocks, policy uncertainty and stock returns in China
Kang, Wensheng
;
Ratti, Ronald A.
- In:
The economics of transition
23
(
2015
)
4
,
pp. 657-676
Persistent link: https://www.econbiz.de/10011346314
Saved in:
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