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~accessRights:"restricted"
~person:"Degiannakis, Stavros"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Liang, Chao"
~person:"Lyócsa, Štefan"
~person:"Sensoy, Ahmet"
~person:"Song, Yuping"
~person:"Sun, Xiaolei"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Behavioural finance"
~subject:"Efficient market hypothesis"
~subject:"Foreign exchange market"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Behavioural finance
Efficient market hypothesis
Foreign exchange market
Oil price
Prognoseverfahren
Risk
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Time series analysis
Volatilität
Ölpreis
Volatility
318
Forecasting model
130
Börsenkurs
112
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112
Capital income
108
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108
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102
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33
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32
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25
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Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Liang, Chao
Lyócsa, Štefan
Sensoy, Ahmet
Song, Yuping
Sun, Xiaolei
Yin, Libo
Yoon, Seong-min
Ma, Feng
85
Bouri, Elie
80
Tiwari, Aviral Kumar
54
Zhang, Yaojie
40
Mensi, Walid
39
Wohar, Mark E.
39
Kang, Sang Hoon
37
Wang, Yudong
37
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Roubaud, David
34
Balcilar, Mehmet
33
Demirer, Rıza
33
Ji, Qiang
33
Pierdzioch, Christian
33
Wei, Yu
33
Corbet, Shaen
31
Lucey, Brian M.
31
McAleer, Michael
27
Salisu, Afees A.
27
Shahzad, Syed Jawad Hussain
27
Kumar, Dilip
25
Lau, Chi Keung
25
Jawadi, Fredj
23
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Serletis, Apostolos
22
Todorov, Viktor
22
Wen, Fenghua
22
Zhu, Huiming
22
Bollerslev, Tim
21
Wu, Xinyu
21
Ryu, Doojin
20
Wang, Jiqian
20
Caporale, Guglielmo Maria
19
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Energy economics
39
Finance research letters
27
The North American journal of economics and finance : a journal of financial economics studies
23
International review of financial analysis
18
International review of economics & finance : IREF
17
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12
Research in international business and finance
11
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10
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9
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9
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8
Economics letters
7
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6
International journal of forecasting
6
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5
Emerging markets, finance and trade : EMFT
5
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5
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5
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4
Journal of multinational financial management
4
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3
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of financial markets
2
Journal of international money and finance
2
Journal of risk
2
OPEC energy review
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Open economies review
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Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
314
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1
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
2
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
Return and volatility connectedness across global ESG stock indexes : evidence from the time-frequency domain analysis
Wan, Jieru
;
Yin, Libo
;
Wu, You
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 397-428
Persistent link: https://www.econbiz.de/10014446774
Saved in:
5
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
6
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
7
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
8
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
9
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
10
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
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