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~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Journal of forecasting"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Degiannakis, Stavros"
~person:"Gozgor, Giray"
~person:"Hammoudeh, Shawkat"
~person:"Lyócsa, Štefan"
~person:"Wen, Fenghua"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Efficient market hypothesis"
~subject:"Long memory"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Efficient market hypothesis
Long memory
Oil price
Stock market
Theory
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Volatilität
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Volatility
25
ARCH model
12
ARCH-Modell
12
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Al-Yahyaee, Khamis Hamed
Degiannakis, Stavros
Gozgor, Giray
Hammoudeh, Shawkat
Lyócsa, Štefan
Wen, Fenghua
Yin, Libo
Yoon, Seong-min
Bouri, Elie
14
Gupta, Rangan
13
Ma, Feng
12
Lucey, Brian M.
11
Wang, Yudong
10
Zhang, Yaojie
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Ji, Qiang
9
Roubaud, David
9
Tiwari, Aviral Kumar
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8
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7
Molnár, Peter
7
Sensoy, Ahmet
6
Wang, Jiqian
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Zaremba, Adam
6
Gillas, Konstantinos Gkillas
5
He, Mengxi
5
Liang, Chao
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Lu, Xinjie
5
Luo, Xingguo
5
Pierdzioch, Christian
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Wu, Xinyu
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Xiong, Xiong
5
Clements, Adam
4
Das, Debojyoti
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Klein, Tony
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Lau, Chi Keung
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4
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4
Shen, Dehua
4
Song, Yuping
4
Sun, Xiaolei
4
Tang, Yusui
4
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4
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4
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Finance research letters
International journal of forecasting
Journal of commodity markets
Journal of forecasting
Energy economics
36
The North American journal of economics and finance : a journal of financial economics studies
15
International review of economics & finance : IREF
10
International review of financial analysis
10
Applied economics
9
Research in international business and finance
8
Journal of international financial markets, institutions & money
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Global finance journal
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Pacific-Basin finance journal
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The energy journal
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Energy Economics
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of international money and finance
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Journal of risk
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Open economies review
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Operational research : an international journal
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The North American journal of economics and finance : a journal of theory and practice
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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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1
Evolution of the information transmission between Chinese and international oil markets : a quantile-based framework
Duan, Kun
;
Ren, Xiaohang
;
Wen, Fenghua
;
Chen, Jinyu
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014277610
Saved in:
2
Twitter matters for metaverse stocks amid economic uncertainty
Aysan, Ahmet Faruk
;
Batten, Jonathan A.
;
Gozgor, Giray
; …
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473687
Saved in:
3
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
4
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:
5
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:
6
YOLO trading : riding with the herd during the GameStop episode
Lyócsa, Štefan
;
Baumöhl, Eduard
;
Výrost, Tomáš
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341485
Saved in:
7
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
8
Extreme event shocks and dynamic volatility interactions : the stock, commodity, and carbon markets in China
Zhao, Lili
;
Liu, Wenhua
;
Zhou, Min
;
Wen, Fenghua
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013459821
Saved in:
9
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:
10
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
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