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~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~subject:"Spillover effect"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Spillover effect
Oil price
1,033
Ölpreis
1,033
Welt
502
World
502
Volatility
480
Volatilität
480
Commodity derivative
316
Rohstoffderivat
316
Estimation
272
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272
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243
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242
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218
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218
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188
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166
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166
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147
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147
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142
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142
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135
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134
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129
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125
Spillover-Effekt
118
Capital income
114
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114
Cointegration
110
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109
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109
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109
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118
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Kang, Sang Hoon
9
Bouri, Elie
7
Yoon, Seong-min
7
Hammoudeh, Shawkat
6
Mensi, Walid
5
Shahzad, Syed Jawad Hussain
5
Ji, Qiang
4
Roubaud, David
4
Tiwari, Aviral Kumar
4
Dai, Zhifeng
3
Hernandez, Jose Arreola
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Lin, Boqiang
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3
Nazlıoğlu, Şaban
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Ren, Xiaohang
3
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3
Uddin, Mohammed Gazi Salah
3
Umar, Zaghum
3
Wang, Xunxiao
3
Albulescu, Claudiu Tiberiu
2
Antonakakis, Nikolaos
2
Arouri, Mohamed
2
Awartani, Basel
2
Corbet, Shaen
2
Dash, Saumya Ranjan
2
Dong, Kangyin
2
Dou, Yue
2
Elsayed, Ahmed H.
2
Filis, George
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Frijns, Bart
2
Gong, Xu
2
Guhathakurta, Kousik
2
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2
Hou, Yang
2
Klein, Tony
2
Krištoufek, Ladislav
2
Li, Yiying
2
Maghyereh, Aktham I.
2
McIver, Ron
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Applied economics
Energy economics
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
22
Finance research letters
17
International review of economics & finance : IREF
17
Economic modelling
16
International Journal of Energy Economics and Policy : IJEEP
14
Research in international business and finance
14
Journal of international financial markets, institutions & money
11
Econometric Institute research papers
10
The journal of futures markets
10
Journal of commodity markets
8
Journal of risk and financial management : JRFM
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Discussion paper / Tinbergen Institute
6
IMF working papers
6
CESifo working papers
5
Cogent economics & finance
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Pacific-Basin finance journal
5
Annals of financial economics
4
Economies : open access journal
4
Emerging markets, finance and trade : EMFT
4
Financial innovation : FIN
4
International journal of finance & economics : IJFE
4
International journal of financial research
4
Applied economics letters
3
Department of Economics discussion papers
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
Global business review
3
International Journal of Financial Studies : open access journal
3
International journal of economics and financial issues : IJEFI
3
Journal of commodity markets : JCM
3
The empirical economics letters : a monthly international journal of economics
3
The journal of applied business research
3
Transportation research / E : an international journal
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ECONIS (ZBW)
118
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1
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10
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118
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1
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
2
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
3
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
4
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Kang, Sang Hoon
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183270
Saved in:
5
Precious metals, oil and the exchange rate : contemporaneous spillovers
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Tourani Rad, Alireza
- In:
Applied economics
49
(
2017
)
38
,
pp. 3863-3879
Persistent link: https://www.econbiz.de/10011819949
Saved in:
6
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
7
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
8
Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong
;
Yu, Cindy L.
;
Hayes, Dermot James
- In:
Energy economics
33
(
2011
)
3
,
pp. 497-503
Persistent link: https://www.econbiz.de/10009266859
Saved in:
9
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Ren, Xiaohang
;
Li, Yiying
;
Sun, Xianming
;
Bu, Ruijun
; …
- In:
Energy economics
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483599
Saved in:
10
Network connectedness between China's crude oil futures and sector stock indices
Wang, Zi-Xin
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014485223
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