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~accessRights:"restricted"
~isPartOf:"Energy Economics"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Journal of forecasting"
~isPartOf:"Operational research : an international journal"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Li, Yan"
~person:"Lu, Xinjie"
~person:"Lyócsa, Štefan"
~person:"Roubaud, David"
~person:"Yoon, Seong-min"
~subject:"Efficient market hypothesis"
~subject:"Long memory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Efficient market hypothesis
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Degiannakis, Stavros
Hammoudeh, Shawkat
Li, Yan
Lu, Xinjie
Lyócsa, Štefan
Roubaud, David
Yoon, Seong-min
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Energy Economics
Finance research letters
International journal of forecasting
Journal of economic behavior & organization : JEBO
Journal of forecasting
Operational research : an international journal
Energy economics
28
International review of financial analysis
17
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1
Investor attention on the Russia-Ukraine conflict and stock market volatility : evidence from China
Zhou, Haonan
;
Lu, Xinjie
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472087
Saved in:
2
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
3
Categorial economic policy uncertainty indices or Twitter-based uncertainty indices? : evidence from Chinese stock market
Lu, Xinjie
;
Lang, Qiaoqi
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473350
Saved in:
4
International stock market volatility : a data-rich environment based on oil shocks
Lu, Xinjie
;
Ma, Feng
;
Wang, Tianyang
;
Wen, Fenghua
- In:
Journal of economic behavior & organization : JEBO
214
(
2023
),
pp. 184-215
Persistent link: https://www.econbiz.de/10014478333
Saved in:
5
The US banking crisis in 2023 : intraday attention and price variation of banks at risk
Lyócsa, Štefan
;
Halousková, Martina
;
Haugom, Erik
- In:
Finance research letters
57
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014526689
Saved in:
6
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
7
Jumps and stock market variance during the COVID-19 pandemic : evidence from international stock markets
Zeng, Qing
;
Lu, Xinjie
;
Li, Tao
;
Wu, Lan
- In:
Finance research letters
48
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013461688
Saved in:
8
Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of implied volatility and attention
Lyócsa, Štefan
;
Plíhal, Tomáš
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013464299
Saved in:
9
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
10
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
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