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~isPartOf:"Economia politica : journal of analytical and institutional economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"nld"
~language:"slk"
~person:"Demirer, Rıza"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~subject:"Capital income"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Petroleum"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
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Capital income
Developing countries
Entwicklungsländer
Petroleum
Share price
Volatility
Forecasting model
7
Prognoseverfahren
7
Börsenkurs
6
Kapitaleinkommen
6
Aktienmarkt
5
Stock market
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Oil price
4
Theorie
4
Theory
4
Welt
4
World
4
Ölpreis
4
Estimation
3
Portfolio selection
3
Portfolio-Management
3
Predictive regression
3
Schätzung
3
Herdenverhalten
2
Herding
2
Markov chain
2
Markov-Kette
2
Regression analysis
2
Regressionsanalyse
2
Risiko
2
Risk
2
24-month high and low
1
Anlageverhalten
1
Arab countries
1
Arabische Golf-Staaten
1
Arabische Staaten
1
Artificial intelligence
1
Behavioural finance
1
Capital market returns
1
Causality analysis
1
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Article
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Article in journal
Aufsatz im Buch
Government document
Konferenzbeitrag
Aufsatz in Zeitschrift
10
Language
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English
Dutch
Slovak
Author
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Demirer, Rıza
Tiwari, Aviral Kumar
Wang, Yudong
Narayan, Paresh Kumar
16
Hammoudeh, Shawkat
10
Nguyen, Duc Khuong
7
Sharma, Susan Sunila
7
Zaremba, Adam
7
Booth, G. Geoffrey
6
Christiansen, Charlotte
6
Frijns, Bart
6
Brooks, Robert
5
Cakici, Nusret
5
Engsted, Tom
5
Fung, Hung-gay
5
Gregoriou, Andros
5
Lucey, Brian M.
5
Molnár, Peter
5
Ryu, Doojin
5
Truong, Cameron
5
Vithessonthi, Chaiporn
5
Wohar, Mark E.
5
Bessler, Wolfgang
4
Bouri, Elie
4
Dinh Hoang Bach Phan
4
Du, Ding
4
Fang, Victor
4
Fu, Chengbo
4
Gospodinov, Nikolaj
4
Hudson, Robert
4
In, Francis Haeuck
4
Karanasos, Menelaos
4
Kolari, James W.
4
Ma, Feng
4
Martens, Martin
4
McMillan, David G.
4
Morana, Claudio
4
Otchere, Isaac
4
Pynnönen, Seppo
4
Saad, Mohsen M.
4
Samarakoon, Lalith P.
4
Schotman, Peter C.
4
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Economia politica : journal of analytical and institutional economics
Journal of empirical finance
Journal of international financial markets, institutions & money
Energy economics
47
Finance research letters
15
Applied economics
10
Journal of forecasting
9
Research in international business and finance
9
Economic modelling
8
International review of economics & finance : IREF
8
Economics letters
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International journal of forecasting
4
Journal of economics and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Global finance journal
3
Pacific-Basin finance journal
3
Applied economics letters
2
Computational economics
2
Economic systems
2
Economics and Business Letters : EBL
2
Economies : open access journal
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of banking & finance
2
Journal of economic behavior & organization : JEBO
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Quantitative finance
2
Structural change and economic dynamics : SC+ED
2
Technological forecasting & social change : an international journal
2
Theoretical economics letters
2
Applied financial economics
1
Brussels economic review
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
1
Economia internazionale
1
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ECONIS (ZBW)
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
Economic sanctions sentiment and global stock markets
Abakah, Emmanuel Joel Aikins
;
Abdullah, Mohammad
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014494734
Saved in:
3
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
4
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
5
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
6
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
7
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
8
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
9
On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters
Bouri, Elie
;
Demirer, Rıza
- In:
Economia politica : journal of analytical and …
33
(
2016
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10011637703
Saved in:
10
Investor herds and regime-switching : evidence from Gulf Arab stock markets
Balcilar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 295-321
Persistent link: https://www.econbiz.de/10009707497
Saved in:
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