//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~language:"eng"
~person:"Liu, Bing-Yue"
~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"ARCH-Modell"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Oil price
Stock market
Time series analysis
Ölpreis
Volatility
84
Volatilität
84
ARCH model
43
Forecasting model
29
Prognoseverfahren
29
Welt
29
World
29
Aktienmarkt
26
Estimation
25
Schätzung
25
Börsenkurs
24
Share price
24
Commodity derivative
18
Rohstoffderivat
18
Spillover effect
18
Spillover-Effekt
18
Volatility forecasting
17
Capital income
16
Kapitaleinkommen
16
Oil market
16
Ölmarkt
15
Zeitreihenanalyse
12
Risikomaß
11
Risk measure
11
Portfolio selection
10
Portfolio-Management
10
Risiko
10
Risk
10
Erdöl
8
Exchange rate
8
Petroleum
8
Wechselkurs
8
China
7
Forecast
7
Multivariate Verteilung
7
more ...
less ...
Online availability
All
Undetermined
64
Type of publication
All
Article
73
Type of publication (narrower categories)
All
Article in journal
73
Aufsatz in Zeitschrift
73
Conference paper
1
Konferenzbeitrag
1
Language
All
English
Author
All
Liu, Bing-Yue
Ma, Feng
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Yoon, Seong-min
Hammoudeh, Shawkat
16
Gupta, Rangan
14
Zhang, Yaojie
12
Bouri, Elie
11
Wei, Yu
11
Kang, Sang Hoon
10
Wen, Fenghua
10
Ji, Qiang
9
Nguyen, Duc Khuong
8
Demirer, Rıza
7
Liang, Chao
7
Mensi, Walid
7
Roubaud, David
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Uddin, Mohammed Gazi Salah
7
Zhu, Huiming
7
Dai, Zhifeng
6
Lin, Boqiang
6
Wohar, Mark E.
6
Chevallier, Julien
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lee, Chien-chiang
5
Li, Xiafei
5
Liu, Li
5
Lu, Xinjie
5
Maghyereh, Aktham I.
5
McAleer, Michael
5
Wang, Lu
5
Wang, Shouyang
5
Xiao, Jihong
5
Zhang, Bing
5
Alqahtani, Faisal
4
more ...
less ...
Published in...
All
Applied economics
Energy economics
International review of economics & finance : IREF
14
International review of financial analysis
12
Finance research letters
11
Economic modelling
8
Journal of forecasting
8
The North American journal of economics and finance : a journal of financial economics studies
7
International journal of finance & economics : IJFE
6
International journal of forecasting
6
Applied economics letters
4
Research in international business and finance
4
Journal of empirical finance
3
Korea and the world economy
3
Pacific-Basin finance journal
3
The Korean economic review
3
China finance review international
2
Dae oe gyeong je yeon gu
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of management science and engineering
2
Technological forecasting & social change : an international journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Australian economic papers
1
Brussels economic review
1
Computational economics
1
ERF working papers series
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International money and finance
1
Journal of Asia Pacific business
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
73
Showing
1
-
10
of
73
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
2
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
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
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
5
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
6
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:
7
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:
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
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
10
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->