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~accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Huang, Dengshi"
~person:"Kang, Sang Hoon"
~subject:"Contagion effect"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Share price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Contagion effect
Estimation
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Share price
Stock market
Time series analysis
Volatility
Volatilität
Ölpreis
Spillover effect
7
Spillover-Effekt
7
Commodity derivative
5
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5
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ARCH model
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Prognoseverfahren
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Volatility forecasting
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Asymmetric volatility spillover
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COVID19
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China
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Commodity markets
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Connectedness
1
Crises
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Directional and net spillover index
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1
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Erdöl
1
Erdölindustrie
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Huang, Dengshi
Kang, Sang Hoon
Ma, Feng
21
Tiwari, Aviral Kumar
19
Bouri, Elie
14
Hammoudeh, Shawkat
12
Gupta, Rangan
11
Ji, Qiang
11
Wang, Yudong
10
Demirer, Rıza
9
Uddin, Mohammed Gazi Salah
9
Shahzad, Syed Jawad Hussain
8
Wei, Yu
8
Wen, Fenghua
8
Dai, Zhifeng
7
Do, Hung Xuan
6
Gong, Xu
6
Liang, Chao
6
Lin, Boqiang
6
Lucey, Brian M.
6
Roubaud, David
6
Zhang, Yaojie
6
Filis, George
5
Hasanov, Akram Shavkatovich
5
Liu, Bing-Yue
5
Mensi, Walid
5
Naeem, Muhammad Abubakr
5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Jiqian
5
Wohar, Mark E.
5
Yin, Libo
5
Yoon, Seong-min
5
Abakah, Emmanuel Joel Aikins
4
Batten, Jonathan A.
4
Chevallier, Julien
4
Dutta, Anupam
4
Escobar, Marcos
4
Gatheral, Jim
4
Ignatieva, Ekaterina
4
Klein, Tony
4
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
8
International review of financial analysis
4
Finance research letters
3
Applied economics
2
Research in international business and finance
2
China finance review international
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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International journal of emerging markets
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ECONIS (ZBW)
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1
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
2
Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
Energy economics
102
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013162436
Saved in:
3
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
4
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid
;
Al Rababa'a, Abdel Razzaq
;
Xuan Vinh Vo
; …
- In:
Energy economics
98
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
Saved in:
5
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
6
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:
7
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
8
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:
9
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
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