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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:"Vigne, Samuel A."
~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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Stock market
Ölpreis
Volatility
29
Volatilität
29
ARCH model
13
ARCH-Modell
13
Aktienmarkt
11
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Abid, Ilyes
Bilgin, Mehmet Huseyin
Ciner, Cetin
Floros, Christos
Vigne, Samuel A.
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
8
Hammoudeh, Shawkat
7
Li, Yan
7
Filis, George
5
Liang, Chao
5
Bouri, Elie
4
Lau, Chi Keung
4
Lu, Xinjie
4
McMillan, David G.
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
Xuan Vinh Vo
4
Aloui, Chaker
3
An, Haizhong
3
Benkraiem, Ramzi
3
Gao, Xiangyun
3
Guesmi, Khaled
3
Kang, Sang Hoon
3
Lin, Boqiang
3
Liu, Jia
3
Luu Duc Toan Huynh
3
Mensi, Walid
3
Nguyen, Duc Khuong
3
Shahzad, Syed Jawad Hussain
3
Wang, Jiqian
3
Wang, Ze
3
Wohar, Mark E.
3
Xiong, Xiong
3
Yarovaya, Larisa
3
Zhu, Huiming
3
Angelidis, Timotheos
2
Antonakakis, Nikolaos
2
Bekiros, Stelios
2
Brooks, Chris
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
23
Applied economics
7
Finance research letters
5
International journal of finance & economics : IJFE
5
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
4
Economic modelling
3
Journal of empirical finance
3
Research in international business and finance
3
Korea and the world economy
2
Studies in economics and finance
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied economics letters
1
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1
Bank of Greece Working Paper
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
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International money and finance
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Pacific-Basin finance journal
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Revue Gestion 2000 : management & prospective
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The European journal of finance
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ECONIS (ZBW)
21
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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
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
3
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:
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
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
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:
7
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:
8
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
9
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:
10
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
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