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~isPartOf:"Applied financial economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Benkraiem, Ramzi"
~person:"Ciner, Cetin"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Oil price
Risk
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Time series analysis
Ölpreis
Volatility
28
Volatilität
28
ARCH model
14
ARCH-Modell
14
Aktienmarkt
11
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Benkraiem, Ramzi
Ciner, Cetin
Degiannakis, Stavros
Floros, Christos
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
9
Hammoudeh, Shawkat
7
Li, Yan
7
McMillan, David G.
6
Filis, George
5
Liang, Chao
5
Aloui, Chaker
4
Lau, Chi Keung
4
Nguyen, Duc Khuong
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
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Xiong, Xiong
4
An, Haizhong
3
Angelidis, Timotheos
3
Bouri, Elie
3
Chelley-Steeley, Patricia L.
3
Corbet, Shaen
3
Gao, Xiangyun
3
Guesmi, Khaled
3
Gupta, Rangan
3
Hamori, Shigeyuki
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Lin, Boqiang
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Lu, Xinjie
3
Lucey, Brian M.
3
Luu Duc Toan Huynh
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Shahzad, Syed Jawad Hussain
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Vigne, Samuel A.
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Wagner, Niklas F.
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Wang, Jiqian
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Wang, Ze
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Xuan Vinh Vo
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Yarovaya, Larisa
3
Zhu, Huiming
3
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2
Abid, Ilyes
2
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Applied financial economics
International review of financial analysis
Journal of international financial markets, institutions & money
Energy economics
25
Finance research letters
8
Applied economics
7
International review of economics & finance : IREF
6
International journal of finance & economics : IJFE
5
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of empirical finance
4
Research in international business and finance
4
The energy journal
4
Economic modelling
3
Global finance journal
3
Australian economic papers
2
Journal of forecasting
2
Korea and the world economy
2
Studies in economics and finance
2
The Korean economic review
2
Applied economics letters
1
Applied financial economics letters
1
Dae oe gyeong je yeon gu
1
Economics : the open-access, open-assessment journal
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International journal of forecasting
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Journal of international money and finance
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Modern economy
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Pacific-Basin finance journal
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The European journal of finance
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
18
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1
From black gold to financial fallout : analyzing extreme risk spillovers in oil-exporting nations
Abid, Ilyes
;
Benkraiem, Ramzi
;
Mzoughi, Hela
;
Urom, …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014494830
Saved in:
2
The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility
Raza, Syed Ali
;
Khan, Komal Akram
;
Benkraiem, Ramzi
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446966
Saved in:
3
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
4
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
5
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
6
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
7
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
8
Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong
;
Su, Zhi
;
Yin, Libo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
Saved in:
9
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
10
New insights into the US stock market reactions to energy price shocks
Benkraiem, Ramzi
;
Lahiani, Amine
;
Miloudi, Anthony
; …
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 169-187
Persistent link: https://www.econbiz.de/10012305136
Saved in:
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