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~isPartOf:"Applied economics letters"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Korea and the world economy"
~isPartOf:"The journal of futures markets"
~person:"Al-Deehani, Talla"
~person:"Ma, Feng"
~person:"Sadorsky, Perry A."
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"China"
~subject:"Hedging"
~subject:"Portfolio selection"
~subject:"Stock market"
~subject:"multivariate DCC-FIAPARCH model"
~subject:"Ölpreis"
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China
Hedging
Portfolio selection
Stock market
multivariate DCC-FIAPARCH model
Ölpreis
Volatility
12
Volatilität
12
ARCH model
6
ARCH-Modell
6
Aktienmarkt
6
Börsenkurs
6
Share price
6
Spillover effect
5
Spillover-Effekt
5
Estimation
4
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4
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3
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3
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Welt
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World
2
volatility spillover
2
ABD-LM jump test
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Arabische Golf-Staaten
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BRICS countries
1
BRICS stock markets
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Al-Deehani, Talla
Ma, Feng
Sadorsky, Perry A.
Yin, Libo
Yoon, Seong-min
Lai, Yu-Sheng
4
Ryu, Doojin
4
Gupta, Rangan
3
Kang, Sang Hoon
3
Xie, Shiqing
3
Chevallier, Julien
2
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2
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2
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Han, Qian
2
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2
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2
Lien, Da-hsiang Donald
2
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2
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2
Mehdian, Seyed M.
2
Park, Sung Y.
2
Stivers, Christopher T.
2
Stoica, Ovidiu
2
Vähämaa, Sami
2
Wu, Xinyu
2
You, Yu
2
Zhang, Bing
2
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Agarwalla, Sobhesh Kumar
1
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An, Yunbi
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1
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Applied economics letters
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Korea and the world economy
The journal of futures markets
Energy economics
36
Applied economics
11
International review of financial analysis
10
International review of economics & finance : IREF
9
Economic modelling
7
International journal of finance & economics : IJFE
5
International journal of forecasting
3
Journal of empirical finance
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
China finance review international
2
Finance research letters
2
Pacific-Basin finance journal
2
The Korean economic review
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International money and finance
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Modern economy
1
Quantitative finance
1
Review of financial economics : RFE
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of the Korean economy
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1
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
3
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
4
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
5
Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
6
Price and volatility transmission between ADRs and their underlying stocks : evidence from the Korean case
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
12
(
2011
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10009754257
Saved in:
7
Volatility spillover in regional emerging stock markets : a structural time-series approach
Al-Deehani, Talla
;
Moosa, Imad A.
- In:
Emerging markets finance & trade : a journal of the …
42
(
2006
)
4
,
pp. 78-89
Persistent link: https://www.econbiz.de/10003377925
Saved in:
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