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~isPartOf:"Economic modelling"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~person:"Tiwari, Aviral Kumar"
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~subject:"Germany"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stochastischer Prozess"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"World"
~subject:"Ölpreis"
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Germany
Oil price
Prognoseverfahren
Risk
Stochastischer Prozess
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World
Ölpreis
Volatility
6
Volatilität
6
ARCH model
4
ARCH-Modell
4
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Aktienmarkt
3
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Chinese crude oil futures market
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Tiwari, Aviral Kumar
Yoon, Seong-min
Zhang, Yaojie
Ma, Feng
6
Kumar, Dilip
4
Todorova, Neda
4
Chevallier, Julien
3
Huang, Zhuo
3
Li, Yong
3
Liu, Jing
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Liu, Li
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Salvador, Enrique
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Wang, Tianyi
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Abid, Ilyes
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2
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Baruník, Jozef
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Guesmi, Khaled
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Li, Bin
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Maheswaran, S.
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Min, Hong-ghi
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Narayan, Paresh Kumar
2
Obiyathulla Ismath Bacha
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Economic modelling
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Energy economics
28
Applied economics
13
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
6
Research in international business and finance
5
International journal of finance & economics : IJFE
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of forecasting
4
The Korean economic review
3
Australian economic papers
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of financial analysis
2
Korea and the world economy
2
Pacific-Basin finance journal
2
Brussels economic review
1
Bulletin of economic research
1
Computational economics
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Dae oe gyeong je yeon gu
1
ERF working papers series
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Emerging Markets Finance and Trade, 2015
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Emerging markets, finance and trade : EMFT
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Financial innovation : FIN
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International journal of law and management
1
International money and finance
1
Istanbul business research
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of management science and engineering
1
Modern economy
1
OPEC energy review
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of futures markets
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The journal of the Korean economy
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
6
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1
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
2
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
3
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
4
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
5
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
6
Comovement of exchange rates : a wavelet analysis
Andrieş, Alin Marius
;
Ihnatov, Iulian
;
Tiwari, Aviral Kumar
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 574-588
Persistent link: https://www.econbiz.de/10011562523
Saved in:
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