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~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"International review of financial analysis"
~person:"Ciner, Cetin"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Oil price
Risk
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Time series analysis
Ölpreis
Volatility
28
Volatilität
28
ARCH model
15
ARCH-Modell
15
Estimation
12
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11
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Ciner, Cetin
Degiannakis, Stavros
Floros, Christos
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
14
Zhang, Yaojie
7
Zhu, Huiming
7
Guesmi, Khaled
5
Li, Yan
5
Liang, Chao
5
Nguyen, Duc Khuong
5
Gupta, Rangan
4
Hammoudeh, Shawkat
4
Hamori, Shigeyuki
4
McMillan, David G.
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
Umar, Zaghum
4
Aloui, Chaker
3
An, Haizhong
3
Angelidis, Timotheos
3
Bekiros, Stelios
3
Chelley-Steeley, Patricia L.
3
Filis, George
3
Gao, Xiangyun
3
Gubareva, Mariya
3
Jawadi, Fredj
3
Kim, Jong-Min
3
Li, Matthew C.
3
Lin, Boqiang
3
Liu, Jing
3
Lu, Xinjie
3
Nartea, Gilbert V.
3
Ren, Ying-hua
3
Roubaud, David
3
Wang, Jiqian
3
Wang, Yudong
3
Wang, Ze
3
Wen, Fenghua
3
Xiong, Xiong
3
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Applied economics
Applied financial economics
International review of financial analysis
Energy economics
24
Finance research letters
6
International review of economics & finance : IREF
6
International journal of finance & economics : IJFE
5
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of empirical finance
4
Research in international business and finance
4
The energy journal
4
Bank of Greece Working Paper
3
Economic modelling
3
Global finance journal
3
Journal of international financial markets, institutions & money
3
Journal of forecasting
2
Korea and the world economy
2
Studies in economics and finance
2
The Korean economic review
2
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Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied economics letters
1
Applied financial economics letters
1
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
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1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International journal of forecasting
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International money and finance
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Journal of banking & finance
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Journal of commodity markets
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
19
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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
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
4
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
5
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
6
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
7
Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Yin, Libo
;
Ma, Xiyuan
- In:
Applied economics
52
(
2020
)
11
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10012197521
Saved in:
8
Uncertainty and crude oil market volatility : new evidence
Liang, Chao
;
Wei, Yu
;
Li, Xiafei
;
Zhang, Xuhui
;
Zhang, …
- In:
Applied economics
52
(
2020
)
27
,
pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
Saved in:
9
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
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
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