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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Dai, Zhifeng"
~person:"Huang, Dengshi"
~person:"Liang, Chao"
~subject:"Contagion effect"
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Oil price"
~subject:"Share price"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Contagion effect
Estimation
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Oil price
Share price
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Volatility
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Ölpreis
ARCH model
11
ARCH-Modell
11
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9
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7
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7
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5
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Volatility forecasting
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Spillover-Effekt
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Chinese stock markets
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Dai, Zhifeng
Huang, Dengshi
Liang, Chao
Ma, Feng
27
Hammoudeh, Shawkat
19
Tiwari, Aviral Kumar
18
Wang, Yudong
16
Bouri, Elie
15
Gupta, Rangan
15
Ji, Qiang
11
Wei, Yu
11
Zhang, Yaojie
10
Chevallier, Julien
9
Demirer, Rıza
9
Kang, Sang Hoon
9
Sadorsky, Perry A.
9
Yoon, Seong-min
9
Liu, Li
8
Mensi, Walid
8
Roubaud, David
8
Shahzad, Syed Jawad Hussain
8
Todorova, Neda
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Lin, Boqiang
7
Wohar, Mark E.
7
Yin, Libo
7
Batten, Jonathan A.
6
Do, Hung Xuan
6
Filis, George
6
Gong, Xu
6
Liu, Jing
6
Lucey, Brian M.
6
Nguyen, Duc Khuong
6
Salisu, Afees A.
6
Wang, Shouyang
6
Balcilar, Mehmet
5
Han, Liyan
5
Hasanov, Akram Shavkatovich
5
Lau, Chi Keung
5
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International review of economics & finance : IREF
7
International journal of finance & economics : IJFE
6
International review of financial analysis
6
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
China finance review international
2
Journal of economic behavior & organization
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
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Pacific-Basin finance journal
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Research in international business and finance
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ECONIS (ZBW)
18
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1
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
Saved in:
2
Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets
Dai, Zhifeng
;
Tang, Rui
;
Zhang, Xinhua
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284108
Saved in:
3
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
4
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Dai, Zhifeng
;
Zhu, Haoyang
- In:
Energy economics
108
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013202920
Saved in:
5
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
Saved in:
6
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach
Wen, Fenghua
;
Liu, Zhen
;
Dai, Zhifeng
;
He, Shaoyi
;
Liu, …
- In:
Energy economics
109
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013283776
Saved in:
7
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Dai, Zhifeng
;
Zhu, Haoyang
;
Zhang, Xinhua
- In:
Energy economics
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013283789
Saved in:
8
Forecasting volatility of EUA futures : new evidence
Guo, Xiaozhu
;
Huang, Yisu
;
Liang, Chao
;
Umar, Muhammad
- In:
Energy economics
110
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349808
Saved in:
9
Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
Saved in:
10
Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Dai, Zhifeng
;
Zhu, Junxin
;
Zhang, Xinhua
- In:
Energy economics
114
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013477411
Saved in:
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