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~isPartOf:"Dae oe gyeong je yeon gu"
~isPartOf:"International review of financial analysis"
~person:"Liu, Jia"
~person:"Sun, Qingru"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Oil price
Risk
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Ölpreis
Volatility
7
Volatilität
7
Aktienmarkt
5
Börsenkurs
5
Share price
5
Spillover effect
5
Spillover-Effekt
5
Capital income
3
Kapitaleinkommen
3
Commodity derivative
2
Energiewirtschaft
2
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2
Energy stocks
2
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2
Oil market
2
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Volatility spillover
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Liu, Jia
Sun, Qingru
Ma, Feng
8
Li, Yan
5
Uddin, Mohammed Gazi Salah
4
Xiong, Xiong
4
An, Haizhong
3
Filis, George
3
Gao, Xiangyun
3
Guesmi, Khaled
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Liang, Chao
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Lin, Boqiang
3
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3
Wei, Yu
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2
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2
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2
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2
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Dae oe gyeong je yeon gu
International review of financial analysis
Energy economics
1
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1
Measuring the multi-scale price transmission effects from crude oil to energy stocks : a cascaded view
Xi, Zenglei
;
Yu, Jinxiu
;
Sun, Qingru
;
Zhao, Wenqi
;
Wang, He
- In:
International review of financial analysis
90
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014470341
Saved in:
2
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:
3
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:
4
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
5
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
6
Identifying influential energy stocks based on spillover network
Wang, Ze
;
Gao, Xiangyun
;
An, Haizhong
;
Tang, Renwu
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301082
Saved in:
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