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~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~isPartOf:"OPEC energy review"
~person:"Demirer, Rıza"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Commodity derivative"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Commodity derivative
Oil price
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Ölpreis
Volatility
30
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30
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11
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11
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10
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10
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Demirer, Rıza
Yin, Libo
Yoon, Seong-min
Ma, Feng
24
Hammoudeh, Shawkat
16
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14
Gupta, Rangan
13
Bouri, Elie
11
Wang, Yudong
11
Zhang, Yaojie
11
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10
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10
Wen, Fenghua
10
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9
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8
Zhu, Huiming
8
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7
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7
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7
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7
Uddin, Mohammed Gazi Salah
7
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6
Liang, Chao
6
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6
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6
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5
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5
Gong, Xu
5
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5
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5
Liu, Li
5
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5
Umar, Zaghum
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Xiao, Jihong
5
Zhang, Bing
5
Do, Hung Xuan
4
Dutta, Anupam
4
Elder, John
4
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4
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International review of economics & finance : IREF
3
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3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Australian economic papers
2
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2
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2
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2
Korea and the world economy
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ECONIS (ZBW)
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1
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:
2
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:
3
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
4
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
5
Oil price shocks and cost of capital : does market liquidity play a role?
Prodromou, Tina
;
Demirer, Rıza
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013540690
Saved in:
6
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:
7
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:
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
Does the U.S. economic policy uncertainty connect financial markets? : evidence from oil and commodity currencies
Albulescu, Claudiu Tiberiu
;
Demirer, Rıza
;
Raheem, …
- In:
Energy economics
83
(
2019
),
pp. 375-388
Persistent link: https://www.econbiz.de/10012175739
Saved in:
10
The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
Badshah, Ihsan Ullah
;
Demirer, Rıza
;
Suleman, Muhammad …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182796
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