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~isPartOf:"Applied economics"
~isPartOf:"CAMP working paper series"
~isPartOf:"Emerging markets review"
~isPartOf:"Energy economics"
~isPartOf:"Intereconomics : review of European economic policy"
~isPartOf:"International journal of public policy"
~isPartOf:"Journal of economics, finance & administrative science"
~isPartOf:"Journal of international economics"
~person:"Umar, Zaghum"
~person:"Wang, Yudong"
~person:"Xuan Vinh Vo"
~subject:"Markov chain"
~subject:"Volatilität"
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Markov chain
Volatilität
Welt
26
World
26
Oil price
14
Ölpreis
14
Volatility
13
Estimation
11
Schätzung
11
Forecasting model
8
Prognoseverfahren
8
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6
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6
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5
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5
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Umar, Zaghum
Wang, Yudong
Xuan Vinh Vo
Tiwari, Aviral Kumar
12
Bouri, Elie
9
Hammoudeh, Shawkat
8
Ma, Feng
7
Kang, Sang Hoon
6
Shahzad, Syed Jawad Hussain
6
Uddin, Mohammed Gazi Salah
6
Gupta, Rangan
5
Roubaud, David
5
Wei, Yu
5
Filis, George
4
Jareño, Francisco
4
Ji, Qiang
4
Lee, Chien-chiang
4
Maitra, Debasish
4
Sadorsky, Perry A.
4
Abakah, Emmanuel Joel Aikins
3
Chatziantoniou, Ioannis
3
Dai, Zhifeng
3
Demirer, Rıza
3
Do, Hung Xuan
3
Dutta, Anupam
3
Fonseca, José da
3
Gabauer, David
3
Gong, Xu
3
Gubareva, Mariya
3
Hernandez, Jose Arreola
3
Jawadi, Fredj
3
Kumar, Pawan
3
Liang, Chao
3
Liu, Feng
3
Liu, Jing
3
Liu, Li
3
Lucey, Brian M.
3
López, Raquel
3
Maltzan, Julia von
3
Reisen, Helmut
3
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Applied economics
CAMP working paper series
Emerging markets review
Energy economics
Intereconomics : review of European economic policy
International journal of public policy
Journal of economics, finance & administrative science
Journal of international economics
International review of economics & finance : IREF
5
International journal of forecasting
4
International review of financial analysis
3
Journal of empirical finance
2
Pacific-Basin finance journal
2
Defence and peace economics
1
Economics and Business Letters : EBL
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
International journal of energy sector management
1
International journal of finance & economics : IJFE
1
Journal of behavioral and experimental finance
1
Journal of financial stability
1
Journal of management science and engineering
1
Research in international business and finance
1
Studies in economics and finance
1
Technological forecasting & social change : an international journal
1
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ECONIS (ZBW)
13
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1
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
2
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
3
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era
Umar, Zaghum
;
Jareño, Francisco
;
Escribano, Ana
- In:
Applied economics
54
(
2022
)
9
,
pp. 1030-1054
Persistent link: https://www.econbiz.de/10012875032
Saved in:
4
Oil implied volatility and expected stock returns along the worldwide supply chain
Li, Chenchen
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
114
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
Saved in:
5
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
6
Oil price shocks and the return and volatility spillover between industrial and precious metals
Umar, Zaghum
;
Jareño, Francisco
;
Escribano, Ana
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012888438
Saved in:
7
Investor attention and oil market volatility : does economic policy uncertainty matter?
Xiao, Jihong
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820025
Saved in:
8
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid
;
Al Rababa'a, Abdel Razzaq
;
Xuan Vinh Vo
; …
- In:
Energy economics
98
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
Saved in:
9
International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries
Xuan Vinh Vo
;
Ellis, Craig
- In:
Emerging markets review
36
(
2018
),
pp. 19-27
Persistent link: https://www.econbiz.de/10012114829
Saved in:
10
Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao
;
Wang, Yudong
;
Yin, Libo
- In:
Energy economics
68
(
2017
),
pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
Saved in:
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