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~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~subject:"Devisenmarkt"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Devisenmarkt
Estimation
Spillover effect
Stock market
Time series analysis
Ölmarkt
Ölpreis
Volatility
16
Volatilität
16
Oil price
11
ARCH model
7
ARCH-Modell
7
Welt
6
World
6
Commodity derivative
5
Rohstoffderivat
5
Forecasting model
4
Prognoseverfahren
4
Spillover-Effekt
4
Aktienmarkt
3
Credit derivative
3
Hedging
3
Kreditderivat
3
Multivariate Verteilung
3
Multivariate distribution
3
Oil market
3
Volatility forecasting
3
Börsenkurs
2
Capital income
2
Foreign exchange market
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Oil futures price
2
Oil prices
2
Oil volatility
2
Portfolio selection
2
Portfolio-Management
2
Realized range-based volatility
2
Risikoprämie
2
Risk
2
Risk premium
2
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Article
13
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Aufsatz in Zeitschrift
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13
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English
13
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Chang, Chia-Lin
Hammoudeh, Shawkat
Huang, Dengshi
Ma, Feng
24
Tiwari, Aviral Kumar
14
Bouri, Elie
13
Zhang, Yaojie
10
Ji, Qiang
9
Wang, Yudong
9
Wei, Yu
9
Gupta, Rangan
8
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Kang, Sang Hoon
7
Uddin, Mohammed Gazi Salah
7
Dai, Zhifeng
6
Demirer, Rıza
6
Filis, George
6
Gong, Xu
6
Liu, Jing
6
Yin, Libo
6
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Lin, Boqiang
5
Lucey, Brian M.
5
Mensi, Walid
5
Naeem, Muhammad Abubakr
5
Roubaud, David
5
Sitara Karim
5
Yoon, Seong-min
5
Zhang, Yue-jun
5
Chevallier, Julien
4
Do, Hung Xuan
4
Dutta, Anupam
4
Han, Liyan
4
Hou, Yang
4
Klein, Tony
4
Lau, Chi Keung
4
Li, Xiafei
4
Liu, Bing-Yue
4
Lu, Xinjie
4
Luo, Jiawen
4
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Economic modelling
Energy economics
Quantitative finance
International review of economics & finance : IREF
6
The North American journal of economics and finance : a journal of financial economics studies
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of international financial markets, institutions & money
3
Applied economics
2
International review of financial analysis
2
Pacific-Basin finance journal
2
The world economy : the leading journal on international economic relations
2
China finance review international
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of econometrics
1
Journal of multinational financial management
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
13
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1
Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh
;
Tiwari, Aviral Kumar
;
Kablan, …
- In:
Energy economics
101
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
Saved in:
2
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
3
What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal
;
Selmi, Refk
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
Saved in:
4
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
5
Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
83
(
2019
),
pp. 445-466
Persistent link: https://www.econbiz.de/10012176162
Saved in:
6
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
7
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
8
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Saved in:
9
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
10
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
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