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~accessRights:"restricted"
~isPartOf:"Australian economic papers"
~isPartOf:"Korea and the world economy"
~person:"Jiang, Fuwei"
~person:"Kumar, Dilip"
~person:"Ma, Feng"
~person:"Sadorsky, Perry A."
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Capital income"
~subject:"China"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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China
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Volatilität
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Schätzung
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Volatility
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Aktienmarkt
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Australian sectoral indices
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Australien
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State space model
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asymmetric volatility transmission
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crude oil
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global macroeconomic factors
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hedging
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portfolio diversification
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spillover dynamics
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stock
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time-varying connectedness
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volatility transmission
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wavelet decomposition
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Jiang, Fuwei
Kumar, Dilip
Ma, Feng
Sadorsky, Perry A.
Yin, Libo
Yoon, Seong-min
Jiang, Zhuhua
2
Alshater, Muneer Maher
1
El Khoury, Rim
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Feng, Yongqi
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Hajilee, Massomeh
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Hayes, Linda A.
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Mensi, Walid
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Niroomand, Farhang
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Su, Fei
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Wang, Feifan
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Xuan Vinh Vo
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Zhai, Lili
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Australian economic papers
Korea and the world economy
Energy economics
33
International review of financial analysis
14
Applied economics
13
International review of economics & finance : IREF
13
Economic modelling
10
Finance research letters
8
International journal of finance & economics : IJFE
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The North American journal of economics and finance : a journal of financial economics studies
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Theoretical economics letters
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Journal of forecasting
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Pacific-Basin finance journal
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Applied economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of forecasting
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Journal of empirical finance
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Research in international business and finance
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The journal of prediction markets
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China finance review international
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global business review
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IIMB management review
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Journal of emerging market finance
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Journal of quantitative economics
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The journal of futures markets
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Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
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Journal of economic behavior & organization : JEBO
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Quantitative finance
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Studies in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
2
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
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