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~person:"Mensi, Walid"
~person:"Wohar, Mark E."
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Volatility
80
Volatilität
80
Estimation
31
Schätzung
31
Welt
31
World
31
Spillover effect
30
Spillover-Effekt
30
Aktienmarkt
29
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Mensi, Walid
Wohar, Mark E.
Gupta, Rangan
129
Ma, Feng
89
Bouri, Elie
84
Tiwari, Aviral Kumar
58
Zhang, Yaojie
42
Hammoudeh, Shawkat
41
Wang, Yudong
38
Kang, Sang Hoon
37
Liang, Chao
37
Xuan Vinh Vo
36
Lucey, Brian M.
35
Bahmani-Oskooee, Mohsen
34
Ji, Qiang
34
Wei, Yu
34
Corbet, Shaen
33
Demirer, Rıza
33
Roubaud, David
33
Balcilar, Mehmet
31
Pierdzioch, Christian
30
Salisu, Afees A.
28
McAleer, Michael
27
Yin, Libo
27
Shahzad, Syed Jawad Hussain
26
Kumar, Dilip
25
Lau, Chi Keung
25
Umar, Zaghum
24
Gillas, Konstantinos Gkillas
23
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Serletis, Apostolos
21
Wang, Jiqian
21
Wang, Lu
21
Xiong, Xiong
21
Jawadi, Fredj
20
Lee, Chien-chiang
20
Todorov, Viktor
20
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The North American journal of economics and finance : a journal of financial economics studies
15
Energy economics
10
International review of economics & finance : IREF
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Finance research letters
5
Journal of international financial markets, institutions & money
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Research in international business and finance
2
The European journal of finance
2
The world economy : the leading journal on international economic relations
2
Applied economics letters
1
Australian economic papers
1
Economic modelling
1
Emerging markets review
1
Indian economic review : official journal of Delhi School of Economics
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International journal of emerging markets
1
International review of financial analysis
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Journal of banking & finance
1
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1
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1
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1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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1
Open economies review
1
Review of quantitative finance and accounting
1
Studies in economics and finance
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The Chinese economy
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of real estate finance and economics
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The quarterly review of economics and finance
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ECONIS (ZBW)
80
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1
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
2
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
Saved in:
3
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014578360
Saved in:
4
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
5
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
6
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
7
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
8
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
9
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:
10
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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