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~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"IMF working papers"
~isPartOf:"International review of economics : RISEC"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~language:"fra"
~language:"jpn"
~language:"vie"
~person:"Bouri, Elie"
~person:"Cevik, Serhan"
~person:"Clements, Adam"
~person:"Dai, Zhifeng"
~person:"Prasad, Eswar"
~person:"Shahzad, Syed Jawad Hussain"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
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Schätzung
Volatility
Volatilität
38
Welt
36
World
36
Oil price
30
Ölpreis
30
Spillover effect
18
Spillover-Effekt
18
Estimation
17
Finanzpolitik
15
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Bouri, Elie
Cevik, Serhan
Clements, Adam
Dai, Zhifeng
Prasad, Eswar
Shahzad, Syed Jawad Hussain
Chang, Tsangyao
33
Hammoudeh, Shawkat
26
Ma, Feng
25
Tiwari, Aviral Kumar
25
Gupta, Rangan
23
Wang, Yudong
20
Su, Chi-Wei
16
Ji, Qiang
15
Gil-Alaña, Luis A.
14
Smyth, Russell
13
Demirer, Rıza
11
Narayan, Paresh Kumar
11
Shahbaz, Muhammad
11
Wei, Yu
11
Apergēs, Nikolaos
10
Bahmani-Oskooee, Mohsen
10
Chevallier, Julien
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Kang, Sang Hoon
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Lee, Chien-chiang
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Uddin, Mohammed Gazi Salah
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Yoon, Seong-min
10
Afonso, António
9
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Wen, Fenghua
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Yin, Libo
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Arezki, Rabah
8
Bhaskara Rao, Buddhavarapu
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Caporale, Guglielmo Maria
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Chang, Hsu-Ling
8
Lin, Boqiang
8
Liu, Li
8
Lucey, Brian M.
8
Mensi, Walid
8
Nguyen, Duc Khuong
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Pierdzioch, Christian
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Applied economics letters
Energy economics
IMF working papers
International review of economics : RISEC
Journal of banking & finance
NCER working paper series
23
Finance research letters
18
International review of financial analysis
14
Department of Economics working paper series
11
The North American journal of economics and finance : a journal of financial economics studies
10
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9
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6
Applied economics
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Journal of international financial markets, institutions & money
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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2
Discussion papers in economics, finance and international competitiveness
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
2
Journal of behavioral and experimental finance
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied financial economics
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Borsa Istanbul Review
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Business analytics working paper series
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Econometrics : open access journal
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ECONIS (ZBW)
46
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1
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
2
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
3
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
Saved in:
4
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
5
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
6
Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets
Dai, Zhifeng
;
Tang, Rui
;
Zhang, Xinhua
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284108
Saved in:
7
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
8
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
9
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Dai, Zhifeng
;
Zhu, Haoyang
;
Zhang, Xinhua
- In:
Energy economics
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013283789
Saved in:
10
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach
Wen, Fenghua
;
Liu, Zhen
;
Dai, Zhifeng
;
He, Shaoyi
;
Liu, …
- In:
Energy economics
109
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013283776
Saved in:
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