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~isPartOf:"Australian economic papers"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Abid, Ilyes"
~person:"Bilgin, Mehmet Huseyin"
~person:"Ciner, Cetin"
~person:"Floros, Christos"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Zeitreihenanalyse"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Oil price
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54
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25
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Abid, Ilyes
Bilgin, Mehmet Huseyin
Ciner, Cetin
Floros, Christos
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
27
Hammoudeh, Shawkat
21
Gupta, Rangan
18
Tiwari, Aviral Kumar
15
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13
Bouri, Elie
12
Demirer, Rıza
11
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11
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10
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10
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9
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8
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8
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Sadorsky, Perry A.
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5
Antonakakis, Nikolaos
5
Corbet, Shaen
5
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5
Do, Hung Xuan
5
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5
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Australian economic papers
Economics letters
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International review of financial analysis
Journal of international financial markets, institutions & money
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8
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7
International review of economics & finance : IREF
6
International journal of finance & economics : IJFE
5
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5
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4
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3
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3
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2
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2
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1
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Bank of Greece Working Paper
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ECONIS (ZBW)
43
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1
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
2
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:
3
Market volatilities vs oil shocks : which dominate the relative performance of green bonds?
Wei, Yu
;
Shi, Chunpei
;
Zhou, Chunyan
;
Wang, Qian
;
Liu, …
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046906
Saved in:
4
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:
5
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
6
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
7
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:
8
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:
9
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
10
Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
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