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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:"Degiannakis, Stavros"
~person:"Gozgor, Giray"
~person:"Hammoudeh, Shawkat"
~person:"Liu, Jing"
~person:"Lyócsa, Štefan"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Efficient market hypothesis"
~subject:"Long memory"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Efficient market hypothesis
Long memory
Prognoseverfahren
Risk
Stock market
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Volatilität
Ölpreis
Volatility
24
ARCH model
14
ARCH-Modell
14
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7
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Spillover-Effekt
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Volatility forecasting
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Degiannakis, Stavros
Gozgor, Giray
Hammoudeh, Shawkat
Liu, Jing
Lyócsa, Štefan
Yin, Libo
Yoon, Seong-min
Bouri, Elie
14
Gupta, Rangan
13
Ma, Feng
12
Lucey, Brian M.
11
Wang, Yudong
10
Zhang, Yaojie
10
Ji, Qiang
9
Roubaud, David
9
Tiwari, Aviral Kumar
9
Wei, Yu
8
Corbet, Shaen
7
Molnár, Peter
7
Sensoy, Ahmet
6
Wang, Jiqian
6
Zaremba, Adam
6
Gillas, Konstantinos Gkillas
5
He, Mengxi
5
Liang, Chao
5
Lu, Xinjie
5
Luo, Xingguo
5
Pierdzioch, Christian
5
Wu, Xinyu
5
Xiong, Xiong
5
Clements, Adam
4
Das, Debojyoti
4
Klein, Tony
4
Lau, Chi Keung
4
Li, Yan
4
Luo, Jiawen
4
Shahzad, Syed Jawad Hussain
4
Shen, Dehua
4
Song, Yuping
4
Sun, Xiaolei
4
Tang, Yusui
4
Wen, Danyan
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
31
International review of financial analysis
11
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
9
Applied economics
8
Research in international business and finance
8
Economic modelling
6
Journal of international financial markets, institutions & money
6
Pacific-Basin finance journal
4
Economics letters
3
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of empirical finance
3
The energy journal
3
Australian economic papers
2
International journal of finance & economics : IJFE
2
The world economy : the leading journal on international economic relations
2
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy Economics
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of risk
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Open economies review
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Operational research : an international journal
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The European journal of finance
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ECONIS (ZBW)
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1
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:
2
How do stock prices respond to the leading economic indicators? : analysis of large and small shocks
Liu, Jing
;
Chen, Zhonglu
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014288289
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
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
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
VIX and stock market volatility predictability : a new approach
Liu, Zhichao
;
Liu, Jing
;
Zeng, Qing
;
Wu, Lan
- In:
Finance research letters
48
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013460221
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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