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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of Asian economics"
~isPartOf:"Journal of public economics"
~isPartOf:"Journal of the Asia Pacific economy"
~language:"eng"
~person:"Smyth, Russell"
~person:"Tiwari, Aviral Kumar"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Wang, Yudong"
~person:"Zhang, Xibin"
~subject:"ARCH model"
~subject:"Backtesting"
~subject:"Climate change"
~subject:"Kapitalmarktrendite"
~subject:"Manufacturing industries"
~subject:"Panel study"
~subject:"Rohstoffderivat"
~subject:"Schätzung"
~subject:"Wage structure"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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ARCH model
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Estimation
35
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21
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Smyth, Russell
Tiwari, Aviral Kumar
Uddin, Mohammed Gazi Salah
Wang, Yudong
Zhang, Xibin
Gupta, Rangan
29
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24
Narayan, Paresh Kumar
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8
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8
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Applied economics
Economic modelling
Finance research letters
Journal of Asian economics
Journal of public economics
Journal of the Asia Pacific economy
Energy economics
60
Applied economics letters
9
Research in international business and finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The empirical economics letters : a monthly international journal of economics
6
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5
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4
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Asian economic papers
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International journal of finance & economics : IJFE
3
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2
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2
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2
International journal of economics and financial issues : IJEFI
2
Journal of banking & finance
2
Journal of multinational financial management
2
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2
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Theoretical economics letters
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Asian Journal of Empirical Research
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ECONIS (ZBW)
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1
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
2
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
3
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:
4
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
5
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
6
A nonparametric panel data model for examining the contribution of tourism to economic growth
Dogan, Ergun
;
Zhang, Xibin
- In:
Economic modelling
128
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464416
Saved in:
7
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
8
Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
He, Mengxi
;
Zhang, Yaojie
;
Wen, Danyan
;
Wang, Yudong
- In:
Applied economics
54
(
2022
)
50
,
pp. 5811-5826
Persistent link: https://www.econbiz.de/10013411306
Saved in:
9
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
10
The asymmetric effects of oil price changes on China's exports : new evidence from a nonlinear autoregressive distributed lag model
Liu, Donghui
;
Lingjie, Meng
;
Wang, Yudong
- In:
Journal of Asian economics
77
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013276087
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