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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
~subject:"Stock market"
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Search: subject_exact:"Mineralölmarkt"
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ARCH-Modell
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32
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Discussion paper / Centre for Economic Policy Research
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The North American journal of economics and finance : a journal of financial economics studies
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54
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13
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11
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1
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
2
Dynamic interaction of risk-return trade-offs between oil market and China's stock market : an analysis from the risk preferences perspective
He, Zhifang
;
Sun, Hao
;
Chen, Jiaqi
;
Yang, Xin
;
Yin, Zhujia
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484058
Saved in:
3
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
4
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
5
Volatility spillovers between WTI and Brent spot crude oil prices : an analysis of granger causality in variance patterns over time
Atukeren, Erdal
;
Çevik, Emrah İsmail
;
Korkmaz, Turhan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013267899
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6
A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis
Yao, Can-Zhong
;
Mo, Yi-Na
;
Zhang, Ze-Kun
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013187660
Saved in:
7
The historic oil price fluctuation during the Covid-19 pandemic : what are the causes?
Thai-Ha Le
;
Le, Anh Tu
;
Le, Ha-Chi
- In:
Research in international business and finance
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013286734
Saved in:
8
Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors : a tale of two crises
Belhassine, Olfa
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012548919
Saved in:
9
The non-linear relationship between oil prices and stock prices : evidence from oil-importing and oil-exporting countries
Pitta de Jesus, Diego
;
Lenin Souza Bezerra, Bruno Felipe
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012549846
Saved in:
10
Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach
Lin, Ling
;
Kuang, Yuanpei
;
Jiang, Yong
;
Su, Xianfang
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012203817
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