//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Liu, Bing-Yue"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Stock market"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Oil price
Prognoseverfahren
Risiko
Stock market
Time series analysis
Volatility
27
Volatilität
27
Estimation
13
Schätzung
13
Aktienmarkt
12
Spillover effect
12
Spillover-Effekt
12
Ölpreis
10
ARCH-Modell
9
Capital income
8
Kapitaleinkommen
8
Risikomaß
8
Risk measure
8
Börsenkurs
6
Oil market
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Zeitreihenanalyse
6
Hedging
5
Multivariate Verteilung
5
Multivariate distribution
5
Welt
5
World
5
Ölmarkt
5
CoVaR
4
Correlation
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Korrelation
4
Risk
4
Risk spillover
4
Exchange rate
3
Financial crisis
3
Finanzkrise
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Conference paper
1
Konferenzbeitrag
1
Language
All
English
23
Author
All
Liu, Bing-Yue
Yoon, Seong-min
Gupta, Rangan
122
Ma, Feng
87
Bouri, Elie
57
Tiwari, Aviral Kumar
46
Zhang, Yaojie
42
Liang, Chao
36
Mensi, Walid
36
Wang, Yudong
36
Hammoudeh, Shawkat
35
Wei, Yu
34
Wohar, Mark E.
31
Demirer, Rıza
30
Ji, Qiang
29
Kang, Sang Hoon
28
Pierdzioch, Christian
28
Xuan Vinh Vo
27
Roubaud, David
25
Salisu, Afees A.
25
Shahzad, Syed Jawad Hussain
24
Balcilar, Mehmet
23
Lucey, Brian M.
23
Yin, Libo
23
Wu, Xinyu
22
Kumar, Dilip
21
McAleer, Michael
21
Wang, Jiqian
21
Wen, Fenghua
21
Gillas, Konstantinos Gkillas
20
Lau, Chi Keung
20
Lu, Xinjie
19
Nonejad, Nima
19
Wang, Lu
19
Bollerslev, Tim
18
Degiannakis, Stavros
18
Filis, George
18
Jawadi, Fredj
18
Serletis, Apostolos
17
Uddin, Mohammed Gazi Salah
17
Corbet, Shaen
16
Lee, Chien-chiang
16
more ...
less ...
Published in...
All
Energy economics
10
Applied economics
4
The North American journal of economics and finance : a journal of financial economics studies
3
Australian economic papers
2
Finance research letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of financial analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
3
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:
4
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Saved in:
5
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:
6
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
7
Network connectedness between natural gas markets, uncertainty and stock markets
Geng, Jiang-Bo
;
Chen, Fu-Rui
;
Ji, Qiang
;
Liu, Bing-Yue
- In:
Energy economics
95
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012816884
Saved in:
8
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
9
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
10
Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->