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~isPartOf:"ERF working papers series"
~isPartOf:"Energy economics"
~person:"Mensi, Walid"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Devisenmarkt"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Devisenmarkt
Oil price
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Ölpreis
Volatility
19
Volatilität
19
ARCH model
9
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9
Spillover effect
8
Spillover-Effekt
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Mensi, Walid
Yin, Libo
Yoon, Seong-min
Ma, Feng
16
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13
Tiwari, Aviral Kumar
12
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9
Wang, Yudong
9
Bouri, Elie
8
Ji, Qiang
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Kang, Sang Hoon
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7
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6
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5
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3
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ERF working papers series
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
8
International review of economics & finance : IREF
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Applied economics
4
International review of financial analysis
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2
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2
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2
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Emerging markets, finance and trade : EMFT
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Finance research letters
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International journal of emerging markets
1
International journal of finance & economics : IJFE
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Pacific-Basin finance journal
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ECONIS (ZBW)
18
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1
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
2
Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
-
2019
Persistent link: https://www.econbiz.de/10012144916
Saved in:
3
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid
;
Al Rababa'a, Abdel Razzaq
;
Xuan Vinh Vo
; …
- In:
Energy economics
98
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
Saved in:
4
Impact of oil price change on airline's stock price and volatility : evidence from China and South Korea
Yun, Xiao
;
Yoon, Seong-min
- In:
Energy economics
78
(
2019
),
pp. 668-679
Persistent link: https://www.econbiz.de/10012160057
Saved in:
5
Oil market uncertainty and international business cycle dynamics
Yin, Libo
;
Feng, Jiabao
- In:
Energy economics
81
(
2019
),
pp. 728-740
Persistent link: https://www.econbiz.de/10012172959
Saved in:
6
Dynamic link between oil prices and exchange rates : a non-linear approach
Xu, Yang
;
Han, Liyan
;
Wan, Li
;
Yin, Libo
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183369
Saved in:
7
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
8
Oil prices and news-based uncertainty : novel evidence
Su, Zhi
;
Lu, Man
;
Yin, Libo
- In:
Energy economics
72
(
2018
),
pp. 331-340
Persistent link: https://www.econbiz.de/10011972336
Saved in:
9
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:
10
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
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