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~isPartOf:"Applied economics"
~isPartOf:"Australian economic papers"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Bilgin, Mehmet Huseyin"
~person:"Ciner, Cetin"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ölpreis"
~type:"article"
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Search: subject_exact:"Volatility"
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Oil price
Risiko
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Stock market
Time series analysis
Welt
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Volatility
32
Volatilität
32
Estimation
18
Schätzung
18
ARCH model
17
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12
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Volatility forecasting
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Bilgin, Mehmet Huseyin
Ciner, Cetin
Degiannakis, Stavros
Floros, Christos
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
16
Hammoudeh, Shawkat
9
Bouri, Elie
8
Li, Yan
7
Liang, Chao
7
Nguyen, Duc Khuong
7
Xuan Vinh Vo
7
Zhang, Yaojie
7
Zhu, Huiming
7
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6
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Filis, George
5
Guesmi, Khaled
5
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5
Lau, Chi Keung
5
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4
Hamori, Shigeyuki
4
Lu, Xinjie
4
McMillan, David G.
4
Mensi, Walid
4
Roubaud, David
4
Smales, Lee A.
4
Sosvilla-Rivero, Simón
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
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Wang, Jiqian
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Abid, Ilyes
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An, Haizhong
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Balli, Hatice Ozer
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Bekiros, Stelios
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BenSaïda, Ahmed
3
Benkraiem, Ramzi
3
Brzeszczyński, Janusz
3
Charteris, Ailie
3
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3
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Applied economics
Australian economic papers
International review of financial analysis
Journal of international financial markets, institutions & money
Energy economics
27
Finance research letters
7
International review of economics & finance : IREF
7
International journal of finance & economics : IJFE
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economic modelling
4
Journal of empirical finance
4
Research in international business and finance
4
The energy journal
4
Global finance journal
3
Economics letters
2
Journal of forecasting
2
Korea and the world economy
2
Studies in economics and finance
2
The Korean economic review
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied economics letters
1
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1
Applied financial economics letters
1
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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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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Modern economy
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Pacific-Basin finance journal
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The European journal of finance
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1
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:
2
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
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
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:
5
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:
6
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:
7
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:
8
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
9
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
10
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
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