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~isPartOf:"Australian economic papers"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The Korean economic review"
~person:"Abid, Ilyes"
~person:"Bilgin, Mehmet Huseyin"
~person:"Ciner, Cetin"
~person:"Floros, Christos"
~person:"Lu, Xinjie"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Commodity derivative"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Commodity derivative
Oil price
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Ölpreis
Volatility
32
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32
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14
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14
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Abid, Ilyes
Bilgin, Mehmet Huseyin
Ciner, Cetin
Floros, Christos
Lu, Xinjie
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
9
Hammoudeh, Shawkat
7
Li, Yan
7
Bouri, Elie
5
Filis, George
5
Liang, Chao
5
Lau, Chi Keung
4
McMillan, David G.
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
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4
Xuan Vinh Vo
4
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3
An, Haizhong
3
Benkraiem, Ramzi
3
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3
Goodell, John W.
3
Guesmi, Khaled
3
Kang, Sang Hoon
3
Lin, Boqiang
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Luu Duc Toan Huynh
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Mensi, Walid
3
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Shahzad, Syed Jawad Hussain
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Vigne, Samuel A.
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3
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3
Abd-Elsalam, Omneya H.
2
Alshater, Muneer Maher
2
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2
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Australian economic papers
International review of financial analysis
Journal of international financial markets, institutions & money
The Korean economic review
Energy economics
26
Finance research letters
10
Applied economics
7
International review of economics & finance : IREF
7
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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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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Bank of Greece Working Paper
1
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1
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1
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1
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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
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
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:
4
Chinese agricultural futures volatility : new insights from potential domestic and global predictors
Lu, Xinjie
;
Su, Yuandong
;
Huang, Dengshi
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014465049
Saved in:
5
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:
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
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
10
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
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