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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Dai, Zhifeng"
~person:"Huang, Dengshi"
~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
6
ARCH-Modell
6
Aktienmarkt
6
China
4
Commodity derivative
4
Rohstoffderivat
4
Welt
4
World
4
Forecasting model
3
Oil market
3
Prognoseverfahren
3
Spillover effect
3
Spillover-Effekt
3
Volatility forecasting
3
Ölmarkt
3
Ansteckungseffekt
2
Börsenkurs
2
Chinese commodity market
2
Chinese stock markets
2
Hedge ratios
2
Hedging
2
Hedging effectiveness
2
Oil futures price
2
Portfolio selection
2
Portfolio weights
2
Portfolio-Management
2
Realized range-based volatility
2
Volatility spillover
2
1992-2009
1
Anlageverhalten
1
Anleihe
1
Asymmetric effects
1
Behavioural finance
1
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Aufsatz in Zeitschrift
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11
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English
11
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Dai, Zhifeng
Huang, Dengshi
Ma, Feng
26
Hammoudeh, Shawkat
19
Tiwari, Aviral Kumar
18
Wang, Yudong
16
Gupta, Rangan
15
Bouri, Elie
14
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
Liang, Chao
7
Lin, Boqiang
7
Wohar, Mark E.
7
Yin, Libo
7
Do, Hung Xuan
6
Filis, George
6
Gong, Xu
6
Liu, Jing
6
Nguyen, Duc Khuong
6
Salisu, Afees A.
6
Wang, Shouyang
6
Balcilar, Mehmet
5
Batten, Jonathan A.
5
Han, Liyan
5
Hasanov, Akram Shavkatovich
5
Lau, Chi Keung
5
Liu, Bing-Yue
5
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Economic modelling
Energy economics
Quantitative finance
International review of economics & finance : IREF
4
The North American journal of economics and finance : a journal of financial economics studies
4
International review of financial analysis
3
China finance review international
1
Finance research letters
1
International journal of finance & economics : IJFE
1
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ECONIS (ZBW)
11
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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-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:
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
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:
6
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:
7
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:
8
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:
9
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
10
Measuring contagion between energy market and stock market during financial crisis : a copula approach
Wen, Xiaoqian
;
Wei, Yu
;
Huang, Dengshi
- In:
Energy economics
34
(
2012
)
5
,
pp. 1435-1446
Persistent link: https://www.econbiz.de/10009688078
Saved in:
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