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~isPartOf:"Econometric Institute research papers"
~isPartOf:"International review of economics & finance : IREF"
~person:"McAleer, Michael"
~person:"Mensi, Walid"
~person:"Ratti, Ronald A."
~person:"Yang, Lu"
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Search: ("Benzin" OR "Diesel" OR "Energiepreis") AND NOT isPartOf:Wirtschaftsdienst
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Oil price
16
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16
Volatility
15
Volatilität
15
ARCH model
12
ARCH-Modell
12
Welt
10
World
10
Commodity derivative
8
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Commodity price
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Price
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McAleer, Michael
Mensi, Walid
Ratti, Ronald A.
Yang, Lu
Chang, Chia-Lin
12
Hammoudeh, Shawkat
6
Tansuchat, Roengchai
4
Wang, Yudong
4
Zhang, Yue-jun
4
Chen, Chi-chung
3
Gupta, Rangan
3
Lv, Xin
3
Wang, Lu
3
Yin, Libo
3
Balcilar, Mehmet
2
Bouri, Elie
2
Chen, Jinyu
2
Chen, Ping-yu
2
Chen, Qian
2
Chen, Wang
2
Feng, Jiabao
2
Han, Liyan
2
He, Zhifang
2
Ji, Qiang
2
Kang, Sang Hoon
2
Kim, Won Joong
2
Lien, Da-hsiang Donald
2
Lin, Boqiang
2
Lucey, Brian M.
2
Malik, Farooq
2
Peng, Wei
2
Salisu, Afees A.
2
Xuan Vinh Vo
2
Zhang, Dayong
2
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1
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1
Alsubaiei, Bader Jawid
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An, Henry
1
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1
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Econometric Institute research papers
International review of economics & finance : IREF
Energy economics
23
The North American journal of economics and finance : a journal of financial economics studies
9
CAMA working paper series
8
Working paper
8
CAMA Working Paper
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
5
Economic modelling
5
Economics letters
3
Finance research letters
3
Journal of international financial markets, institutions & money
3
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2
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Macroeconomic dynamics
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Tinbergen Institute Discussion Paper 2018-052/III
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ECONIS (ZBW)
17
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1
The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619364
Saved in:
2
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
3
Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo
;
Tan Ngoc Vu
;
Anh The Vo
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011987133
Saved in:
4
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
5
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
6
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
7
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei
;
Hu, Shichao
;
Chen, Wang
;
Zeng, Yu-feng
;
Yang, Lu
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
Saved in:
8
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
9
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
10
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Hamori, Shigeyuki
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 536-547
Persistent link: https://www.econbiz.de/10011748693
Saved in:
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