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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Korea and the world economy"
~person:"Degiannakis, Stavros"
~person:"Dogo, Mela"
~person:"Fang, Libing"
~person:"Francis, Bill B."
~person:"Hammoudeh, Shawkat"
~person:"Pal, Debdatta"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Forecast"
~subject:"Oil price"
~subject:"Realized volatility"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Wechselkurs"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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33
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16
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Degiannakis, Stavros
Dogo, Mela
Fang, Libing
Francis, Bill B.
Hammoudeh, Shawkat
Pal, Debdatta
Wang, Yudong
Yin, Libo
Yoon, Seong-min
Ma, Feng
13
Zhang, Yaojie
10
Gupta, Rangan
7
Bahmani-Oskooee, Mohsen
6
Liu, Li
5
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5
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5
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4
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4
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4
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4
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4
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4
Ma, Jun
4
Salisu, Afees A.
4
Wahab, M. I. M.
4
Wei, Yu
4
Wohar, Mark E.
4
Abid, Ilyes
3
Caporale, Guglielmo Maria
3
Cheffou, Abdoulkarim Idi
3
Chevallier, Julien
3
Filis, George
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Hamori, Shigeyuki
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3
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3
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3
Roubaud, David
3
Sosvilla-Rivero, Simón
3
Tourani Rad, Alireza
3
Triantafyllou, Athanasios
3
Wang, Tianyi
3
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Applied economics
Economic modelling
Global finance journal
Journal of international money and finance
Korea and the world economy
Energy economics
37
International review of financial analysis
10
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
7
Research in international business and finance
6
Finance research letters
5
International journal of forecasting
5
Journal of empirical finance
5
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5
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1
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:
2
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:
3
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:
4
Does hospitality industry stock volatility react asymmetrically to health and economic crises?
Pal, Debdatta
- In:
Economic modelling
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013347699
Saved in:
5
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:
6
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
7
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
8
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
Saved in:
9
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:
10
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
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