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~accessRights:"restricted"
~person:"Hammoudeh, Shawkat"
~person:"Wang, Yudong"
~subject:"Welt"
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Welt
Volatility
82
Volatilität
79
Oil price
39
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39
ARCH model
33
ARCH-Modell
33
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33
Forecasting model
31
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Hammoudeh, Shawkat
Wang, Yudong
Gupta, Rangan
41
Bouri, Elie
35
Ma, Feng
25
Ji, Qiang
17
Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Mensi, Walid
16
Wei, Yu
16
Liang, Chao
15
Wohar, Mark E.
15
Xuan Vinh Vo
14
Pierdzioch, Christian
13
Zhang, Yaojie
13
Balcilar, Mehmet
12
Lucey, Brian M.
12
Salisu, Afees A.
12
Yin, Libo
12
Filis, George
11
Lin, Boqiang
11
Roubaud, David
11
Shahzad, Syed Jawad Hussain
11
Corbet, Shaen
10
Gillas, Konstantinos Gkillas
10
Lau, Chi Keung
10
Demirer, Rıza
9
Nonejad, Nima
9
Umar, Zaghum
9
Wen, Fenghua
9
Yarovaya, Larisa
9
Zhang, Yue-jun
8
Bekaert, Geert
7
Chatziantoniou, Ioannis
7
Degiannakis, Stavros
7
Gabauer, David
7
Gozgor, Giray
7
Guesmi, Khaled
7
Maitra, Debasish
7
Uddin, Mohammed Gazi Salah
7
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Energy economics
10
International journal of forecasting
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
3
International review of financial analysis
2
Journal of empirical finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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ECONIS (ZBW)
33
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1
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:
2
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:
3
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
4
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
5
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
6
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
7
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
8
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
9
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
10
Oil implied volatility and expected stock returns along the worldwide supply chain
Li, Chenchen
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
114
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
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