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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of Asian economics"
~isPartOf:"Journal of public economics"
~isPartOf:"Journal of the Asia Pacific economy"
~language:"eng"
~person:"Kim, Jong-Min"
~person:"Kumar, Saten"
~person:"Smyth, Russell"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Zhang, Xibin"
~subject:"ARCH-Modell"
~subject:"Causality analysis"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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ARCH-Modell
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Welt
Estimation
32
Schätzung
32
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17
Kausalanalyse
17
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17
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16
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16
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16
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Kim, Jong-Min
Kumar, Saten
Smyth, Russell
Tiwari, Aviral Kumar
Wang, Yudong
Zhang, Xibin
Shahbaz, Muhammad
15
Roca, Eduardo
12
Lee, Chien-chiang
11
Narayan, Paresh Kumar
11
Chang, Chun Ping
10
Chang, Tsangyao
10
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9
Ma, Feng
9
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9
Arouri, Mohamed
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Dong, Kangyin
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Hatemi-J, Abdulnasser
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8
Balcilar, Mehmet
7
Blazsek, Szabolcs
7
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7
Umar, Zaghum
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Bouri, Elie
6
Cheffou, Abdoulkarim Idi
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Hammoudeh, Shawkat
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Su, Chi-Wei
6
Zhu, Huiming
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5
Balli, Faruk
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Chevallier, Julien
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Inglesi-Lotz, Roula
5
Khalid, Ahmed M.
5
Narayan, Seema
5
Ratti, Ronald A.
5
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5
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Applied economics
Economic modelling
Journal of Asian economics
Journal of public economics
Journal of the Asia Pacific economy
Energy economics
51
Finance research letters
10
International journal of forecasting
5
International review of economics & finance : IREF
5
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of financial analysis
4
Applied economics letters
3
Computational economics
3
Journal of forecasting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Energy policy
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Journal of empirical finance
2
Journal of risk and financial management : JRFM
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OPEC energy review
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Technological forecasting & social change : an international journal
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Economics letters
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1
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1
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Global business & economics review
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Global business review
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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Indian growth and development review
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Indian journal of economics & business : IJEB
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International Journal of Energy Economics and Policy : IJEEP
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International economics and economic policy : IEEP
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ECONIS (ZBW)
38
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1
Quantile dependence of Bitcoin with clean and renewable energy stocks : new global evidence
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
56
(
2024
)
3
,
pp. 286-300
Persistent link: https://www.econbiz.de/10014439909
Saved in:
2
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
3
Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
Naeem, Muhammad Abubakr
;
Yousaf, Imran
;
Sitara Karim
; …
- In:
Economic modelling
118
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014229252
Saved in:
4
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:
5
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
Saved in:
6
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
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
Connectedness and directional spillovers in energy sectors : international evidence
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
54
(
2022
)
22
,
pp. 2554-2569
Persistent link: https://www.econbiz.de/10013171104
Saved in:
9
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:
10
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
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