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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:"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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Volatility
24
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24
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11
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11
ARCH model
10
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Abid, Ilyes
Bilgin, Mehmet Huseyin
Ciner, Cetin
Floros, Christos
Yin, Libo
Yoon, Seong-min
Ma, Feng
9
Hammoudeh, Shawkat
7
Li, Yan
7
Bouri, Elie
5
Filis, George
5
Liang, Chao
5
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4
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4
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4
Sun, Qingru
4
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4
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4
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4
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3
An, Haizhong
3
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3
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3
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3
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Luu Duc Toan Huynh
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Mensi, Walid
3
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3
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2
Alshater, Muneer Maher
2
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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
14
Applied economics
5
International review of economics & finance : IREF
3
Journal of empirical finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
Korea and the world economy
2
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2
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1
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Economics : the open-access, open-assessment e-journal
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Economics : the open-access, open-assessment journal
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1
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Finance research letters
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Revue Gestion 2000 : management & prospective
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ECONIS (ZBW)
16
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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
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
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:
5
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:
6
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:
7
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:
8
The effects of uncertainty measures on the price of gold
Bilgin, Mehmet Huseyin
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
International review of financial analysis
58
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012006362
Saved in:
9
Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
Antonakakis, Nikolaos
;
Floros, Christos
- In:
International review of financial analysis
44
(
2016
),
pp. 111-122
Persistent link: https://www.econbiz.de/10011623962
Saved in:
10
Oil price and stock market co-movement : what can we learn from time-scale approaches?
Ftiti, Zied
;
Guesmi, Khaled
;
Abid, Ilyes
- In:
International review of financial analysis
46
(
2016
),
pp. 266-280
Persistent link: https://www.econbiz.de/10011582053
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