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~isPartOf:"Applied economics"
~isPartOf:"CAMP working paper series"
~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:"Roubaud, David"
~person:"Wang, Yudong"
~person:"Xuan Vinh Vo"
~subject:"Markov chain"
~subject:"Volatilität"
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Markov chain
Volatilität
Welt
25
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25
Volatility
15
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14
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14
Estimation
10
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10
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Roubaud, David
Wang, Yudong
Xuan Vinh Vo
Tiwari, Aviral Kumar
10
Hammoudeh, Shawkat
8
Bouri, Elie
7
Ma, Feng
7
Kang, Sang Hoon
6
Shahzad, Syed Jawad Hussain
6
Uddin, Mohammed Gazi Salah
5
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5
Filis, George
4
Gupta, Rangan
4
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4
Maitra, Debasish
4
Sadorsky, Perry A.
4
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4
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3
Dai, Zhifeng
3
Demirer, Rıza
3
Do, Hung Xuan
3
Fonseca, José da
3
Gabauer, David
3
Gubareva, Mariya
3
Hernandez, Jose Arreola
3
Jareño, Francisco
3
Jawadi, Fredj
3
Kumar, Pawan
3
Lee, Chien-chiang
3
Liu, Feng
3
Liu, Jing
3
Liu, Li
3
Lucey, Brian M.
3
Maltzan, Julia von
3
Reisen, Helmut
3
Singh, Vipul Kumar
3
Wen, Fenghua
3
Wohar, Mark E.
3
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3
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3
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Applied economics
CAMP working paper series
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 review of financial analysis
5
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3
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Defence and peace economics
1
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1
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1
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1
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ECONIS (ZBW)
15
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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
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:
4
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:
5
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad
;
Roubaud, David
;
Tiwari, Aviral Kumar
- In:
Energy economics
109
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
Saved in:
6
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:
7
Rare earth and allied sectors in stock markets : extreme dependence of return and volatility
Bouri, Elie
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Roubaud, David
- In:
Applied economics
53
(
2021
)
49
,
pp. 5710-5730
Persistent link: https://www.econbiz.de/10012626945
Saved in:
8
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:
9
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
10
Oil volatility and sovereign risk of BRICS
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Raza, Naveed
; …
- In:
Energy economics
70
(
2018
),
pp. 258-269
Persistent link: https://www.econbiz.de/10011942723
Saved in:
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