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~accessRights:"restricted"
~person:"Hernandez, Jose Arreola"
~subject:"Auslandsinvestition"
~subject:"Spillover-Effekt"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Ausstrahlungseffekt"
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Auslandsinvestition
Spillover-Effekt
Volatility
Spillover effect
12
Aktienmarkt
4
Estimation
4
Portfolio selection
4
Portfolio-Management
4
Schätzung
4
Stock market
4
Volatilität
4
Welt
4
World
4
Capital income
3
EU countries
3
EU-Staaten
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Gold
3
Kapitaleinkommen
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Oil price
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USA
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United States
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Ölpreis
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Cross-quantilogram
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Diversification
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Energiewirtschaft
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Energy sector
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Erdölindustrie
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Eurozone
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Oil industry
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Spillovers
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portfolio optimization
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Aktienindex
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Article in journal
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12
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English
12
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Hernandez, Jose Arreola
Kang, Sang Hoon
52
Mensi, Walid
41
Xuan Vinh Vo
40
Bouri, Elie
34
Tiwari, Aviral Kumar
30
Gupta, Rangan
29
Umar, Zaghum
26
Yoon, Seong-min
24
Hammoudeh, Shawkat
23
Shahzad, Syed Jawad Hussain
21
Yousaf, Imran
21
Balli, Faruk
20
Ji, Qiang
18
Lucey, Brian M.
18
Naeem, Muhammad Abubakr
18
Wang, Gang-Jin
18
Yarovaya, Larisa
17
Uddin, Mohammed Gazi Salah
16
Ur Rehman, Mobeen
16
Lau, Chi Keung
15
Gabauer, David
14
Goodell, John W.
14
Roubaud, David
14
Hamori, Shigeyuki
13
Abakah, Emmanuel Joel Aikins
12
Audretsch, David B.
12
Teplova, Tamara V.
12
Aldieri, Luigi
11
Vinci, Concetto Paolo
11
Wohar, Mark E.
11
Chi, Xie
10
Lee, Chien-chiang
10
Maitra, Debasish
10
Nekhili, Ramzi
10
Sitara Karim
10
Al-Yahyaee, Khamis Hamed
9
Balli, Hatice Ozer
9
Corbet, Shaen
9
Georgiadis, Georgios
9
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Applied economics
3
Energy economics
3
Economic modelling
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of quantitative economics
1
Review of international economics
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
12
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1
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
2
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
3
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
Saved in:
4
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:
5
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:
6
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Mensi, Walid
; …
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
Saved in:
7
Spillovers and diversification potential of bank equity returns from developed and emerging America
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Shahzad, Syed …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012663713
Saved in:
8
Spillover across Eurozone credit market sectors and determinants
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
Applied economics
51
(
2019
)
59
,
pp. 6333-6349
Persistent link: https://www.econbiz.de/10012197344
Saved in:
9
Risk spillovers between large banks and the financial sector : asymmetric evidence from Europe
Shahzad, Syed Jawad Hussain
;
Hoang, Thi Hong Van
; …
- In:
Finance research letters
28
(
2019
),
pp. 153-159
Persistent link: https://www.econbiz.de/10012388045
Saved in:
10
Who leads the inflation cycle in Europe? : inflation cycle and spillover influence among Eurozone and non-Eurozone economies
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Yoon, Seong-min
- In:
International economics : a journal published by CEPII …
160
(
2019
),
pp. 56-71
Persistent link: https://www.econbiz.de/10012318865
Saved in:
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