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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Dai, Zhifeng"
~person:"Huang, Dengshi"
~person:"Mensi, Walid"
~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
Markov-Kette
Oil price
Share price
Stock market
Volatility
Volatilität
Ölpreis
ARCH model
10
ARCH-Modell
10
Aktienmarkt
9
Spillover effect
9
Spillover-Effekt
9
Commodity derivative
7
Rohstoffderivat
7
China
5
Welt
5
World
5
Hedging
4
Oil market
4
Ölmarkt
4
Börsenkurs
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Forecasting model
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Hedge ratios
3
Multivariate Verteilung
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Multivariate distribution
3
Portfolio selection
3
Portfolio-Management
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Prognoseverfahren
3
Volatility forecasting
3
Ansteckungseffekt
2
Chinese commodity market
2
Chinese stock market
2
Chinese stock markets
2
Commodity price
2
Copula
2
Correlation
2
Devisenmarkt
2
Energiemarkt
2
Energy market
2
Erdöl
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Aufsatz in Zeitschrift
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19
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19
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Dai, Zhifeng
Huang, Dengshi
Mensi, Walid
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
Roubaud, David
8
Shahzad, Syed Jawad Hussain
8
Todorova, Neda
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Liang, Chao
7
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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Economic modelling
Energy economics
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
13
International review of economics & finance : IREF
9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Finance research letters
4
International review of financial analysis
4
Borsa Istanbul Review
3
Financial innovation : FIN
3
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Journal of international financial markets, institutions & money
2
Australian economic papers
1
China finance review international
1
Emerging markets review
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of forecasting
1
Research in international business and finance
1
Studies in economics and finance
1
The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
19
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
9
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
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
Saved in:
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