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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Alomari, Mohammad"
~person:"Baghdadabad, Mohammadreza Tavakoli"
~person:"Bresson, Georges"
~person:"Brooks, Robert"
~person:"Easton, Steve"
~person:"Lee, Chien-chiang"
~person:"Nonejad, Nima"
~person:"Xuan Vinh Vo"
~person:"Zhu, Huiming"
~subject:"Crude oil price"
~subject:"Density prediction accuracy"
~subject:"Quantile regression"
~subject:"Realized volatility"
~subject:"Regressionsanalyse"
~subject:"Risikoprämie"
~subject:"Risk"
~subject:"State space model"
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Crude oil price
Density prediction accuracy
Quantile regression
Realized volatility
Regressionsanalyse
Risikoprämie
Risk
State space model
Estimation
29
Schätzung
29
Volatility
13
Volatilität
13
Capital income
11
Kapitaleinkommen
11
Börsenkurs
9
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9
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ARCH-Modell
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China
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Crude oil
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Economic policy uncertainty
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Spillover effect
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Spillover-Effekt
4
Time series analysis
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USA
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United States
4
Zeitreihenanalyse
4
Zustandsraummodell
4
Aktienmarkt
3
Causality analysis
3
Investor sentiment
3
Kausalanalyse
3
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Article in journal
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18
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Alomari, Mohammad
Baghdadabad, Mohammadreza Tavakoli
Bresson, Georges
Brooks, Robert
Easton, Steve
Lee, Chien-chiang
Nonejad, Nima
Xuan Vinh Vo
Zhu, Huiming
Gupta, Rangan
6
Chen, Mei-Ping
3
Hau, Liya
3
Kang, Sang Hoon
3
Mensi, Walid
3
Pierdzioch, Christian
3
Zaremba, Adam
3
Ang, Tze Chuan
2
Bekiros, Stelios
2
Demirer, Rıza
2
Fung, Hung-gay
2
Hammoudeh, Shawkat
2
Jiang, Yuexiang
2
Kang, Jangkoo
2
Lin, Chu-Hsiung
2
Long, Huaigang
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Yoon, Seong-min
2
Yu, Dongwei
2
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Al-Yahyaee, Khamis Hamed
1
Ali, Asgar
1
Altamimi, Sohale
1
An, Jiyoun
1
Anastasiou, Athanasios
1
Andriansyah, Andriansyah
1
Ao, Zhiming
1
Apergēs, Nikolaos
1
Auer, Benjamin R.
1
Badhani, K. N.
1
Bae, Jaewan
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
10
Energy economics
7
International review of economics & finance : IREF
6
Finance research letters
3
International review of financial analysis
3
Economic modelling
2
Research in international business and finance
2
Abacus : a journal of accounting, finance and business studies
1
Applied financial economics letters
1
Australian economic papers
1
Computational economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of emerging market finance
1
Journal of international money and finance
1
Quantitative finance
1
Risk management : an international journal
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ECONIS (ZBW)
18
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1
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
2
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
3
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
4
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
5
Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
Saved in:
6
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
7
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
8
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
9
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
10
Bayesian panel quantile regression for binary outcomes with correlated random effects : an application on crime recidivism in Canada
Bresson, Georges
;
Lacroix, Guy
;
Rahman, Mohammad Arshad
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 227-259
Persistent link: https://www.econbiz.de/10012488917
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