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~isPartOf:"Dae oe gyeong je yeon gu"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~language:"eng"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~person:"Li, Xiafei"
~person:"Lu, Xinjie"
~person:"Ma, Feng"
~person:"Maghyereh, Aktham I."
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Wechselkurs"
~subject:"Ölpreis"
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ECONIS (ZBW)
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71
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
72
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
73
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
74
Can investor attention predict oil prices?
Han, Liyan
;
Lv, Qiuna
;
Yin, Libo
- In:
Energy economics
66
(
2017
),
pp. 547-558
Persistent link: https://www.econbiz.de/10011896568
Saved in:
75
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
76
Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao
;
Wang, Yudong
;
Yin, Libo
- In:
Energy economics
68
(
2017
),
pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
Saved in:
77
Volatility spillovers and cross-hedging between gold, oil and equities : evidence from the Gulf Cooperation Council countries
Maghyereh, Aktham I.
;
Awartani, Basel
;
Tziogkidis, …
- In:
Energy economics
68
(
2017
),
pp. 440-453
Persistent link: https://www.econbiz.de/10011905999
Saved in:
78
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
79
Uncertainty and crude oil returns
Aloui, Riadh
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
55
(
2016
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011663129
Saved in:
80
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
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