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~isPartOf:"Applied economics"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Modern economy"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Gong, Xu"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Risk measure"
~subject:"Risk"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Oil price
Risk measure
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Time series analysis
Ölmarkt
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Volatility
56
Volatilität
56
ARCH model
34
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34
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Degiannakis, Stavros
Floros, Christos
Gong, Xu
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
26
Hammoudeh, Shawkat
17
Tiwari, Aviral Kumar
15
Gupta, Rangan
13
Bouri, Elie
11
Ji, Qiang
11
Wang, Yudong
11
Kang, Sang Hoon
10
Nguyen, Duc Khuong
10
Wen, Fenghua
10
Lin, Boqiang
9
Shahzad, Syed Jawad Hussain
9
Uddin, Mohammed Gazi Salah
9
Demirer, Rıza
8
Filis, George
8
Zhu, Huiming
8
Mensi, Walid
7
Sadorsky, Perry A.
7
Zhang, Yaojie
7
Lee, Chien-chiang
6
Liu, Bing-Yue
6
Lu, Xinjie
6
Wohar, Mark E.
6
Zhang, Bing
6
Dai, Zhifeng
5
Do, Hung Xuan
5
Guesmi, Khaled
5
Hasanov, Akram Shavkatovich
5
Li, Xiafei
5
Liang, Chao
5
Liu, Jing
5
Maghyereh, Aktham I.
5
McAleer, Michael
5
Naeem, Muhammad Abubakr
5
Ren, Xiaohang
5
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Applied economics
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Energy economics
International review of financial analysis
Modern economy
Finance research letters
6
International review of economics & finance : IREF
6
International journal of finance & economics : IJFE
5
Economic modelling
4
Journal of empirical finance
4
Research in international business and finance
4
The energy journal
4
Global finance journal
3
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
Bank of Greece Working Paper
2
Journal of forecasting
2
Working Paper / Bank of Greece
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied economics letters
1
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
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International journal of forecasting
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Journal of banking & finance
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Journal of commodity markets
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Journal of commodity markets : JCM
1
Journal of international money and finance
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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The European journal of finance
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The Korean economic review
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ECONIS (ZBW)
42
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1
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
2
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
3
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:
4
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
5
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
6
Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
Saved in:
7
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Gong, Xu
;
Liu, Yun
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012804753
Saved in:
8
Financial stress, economic policy uncertainty, and oil price uncertainty
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Energy economics
104
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013364361
Saved in:
9
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong
;
Gong, Xu
- In:
Energy economics
87
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Saved in:
10
Uncertainty and crude oil market volatility : new evidence
Liang, Chao
;
Wei, Yu
;
Li, Xiafei
;
Zhang, Xuhui
;
Zhang, …
- In:
Applied economics
52
(
2020
)
27
,
pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
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