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~isPartOf:"Australian economic papers"
~isPartOf:"Economics letters"
~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:"Gao, Xiangyun"
~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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Volatility
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31
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14
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Abid, Ilyes
Bilgin, Mehmet Huseyin
Ciner, Cetin
Floros, Christos
Gao, Xiangyun
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
9
Hammoudeh, Shawkat
7
Li, Yan
7
Filis, George
6
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6
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5
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5
Aloui, Chaker
4
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4
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4
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4
Uddin, Mohammed Gazi Salah
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Xiong, Xiong
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Xuan Vinh Vo
4
Yarovaya, Larisa
4
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3
Antonakakis, Nikolaos
3
Bekiros, Stelios
3
Benkraiem, Ramzi
3
Bouri, Elie
3
Corbet, Shaen
3
Degiannakis, Stavros
3
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Lu, Xinjie
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Lucey, Brian M.
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Luu Duc Toan Huynh
3
Mensi, Walid
3
Nonejad, Nima
3
Ratti, Ronald A.
3
Shahzad, Syed Jawad Hussain
3
Vigne, Samuel A.
3
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Australian economic papers
Economics letters
International review of financial analysis
Journal of international financial markets, institutions & money
Energy economics
23
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8
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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
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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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2
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1
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1
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Bank of Greece Working Paper
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Dae oe gyeong je yeon gu
1
Economics : the open-access, open-assessment e-journal
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Global finance journal
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Pacific-Basin finance journal
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ECONIS (ZBW)
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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
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
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:
5
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:
6
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:
7
Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze
;
Gao, Xiangyun
;
Huang, Shupei
;
Sun, Qingru
; …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
Saved in:
8
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:
9
Which time-frequency domain dominates spillover in the Chinese energy stock market?
Sun, Qingru
;
Gao, Xiangyun
;
An, Haizhong
;
Guo, Sui
; …
- In:
International review of financial analysis
73
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803729
Saved in:
10
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
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