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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Huang, Dengshi"
~person:"Lau, Chi Keung"
~person:"Nguyen, Duc Khuong"
~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
Volatilität
Ölpreis
ARCH model
10
ARCH-Modell
10
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7
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7
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5
Prognoseverfahren
5
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4
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Long memory
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Multivariate Verteilung
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Oil futures price
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Realized range-based volatility
2
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Aufsatz in Zeitschrift
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16
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16
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Huang, Dengshi
Lau, Chi Keung
Nguyen, Duc Khuong
Ma, Feng
27
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
19
Gupta, Rangan
16
Wang, Yudong
16
Bouri, Elie
15
Wei, Yu
12
Ji, Qiang
11
Uddin, Mohammed Gazi Salah
10
Zhang, Yaojie
10
Chevallier, Julien
9
Demirer, Rıza
9
Kang, Sang Hoon
9
Sadorsky, Perry A.
9
Todorova, Neda
9
Yoon, Seong-min
9
Liu, Li
8
Mensi, Walid
8
Roubaud, David
8
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Gong, Xu
7
Liang, Chao
7
Lin, Boqiang
7
Wohar, Mark E.
7
Yin, Libo
7
Batten, Jonathan A.
6
Filis, George
6
Liu, Jing
6
Lucey, Brian M.
6
Salisu, Afees A.
6
Wang, Shouyang
6
Balcilar, Mehmet
5
Dutta, Anupam
5
Han, Liyan
5
Hasanov, Akram Shavkatovich
5
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Economic modelling
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International review of financial analysis
11
Finance research letters
5
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5
Research in international business and finance
5
International review of economics & finance : IREF
4
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3
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3
Emerging markets review
2
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1
American journal of finance and accounting
1
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1
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1
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1
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1
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1
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1
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1
Revue Gestion 2000 : management & prospective
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of applied business research
1
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)
16
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1
Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets
Semeyutin, Artur
;
Gozgor, Giray
;
Lau, Chi Keung
;
Xu, Bing
- In:
Energy economics
104
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364409
Saved in:
2
Price and volatility spillovers across the international steam coal market
Batten, Jonathan A.
;
Brzeszczyński, Janusz
;
Ciner, Cetin
; …
- In:
Energy economics
77
(
2019
),
pp. 119-138
Persistent link: https://www.econbiz.de/10012306398
Saved in:
3
Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
78
(
2019
),
pp. 129-142
Persistent link: https://www.econbiz.de/10012159895
Saved in:
4
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:
5
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:
6
Good volatility, bad volatility : what drives the asymmetric connectedness of Australian electricity markets?
Apergēs, Nikolaos
;
Baruník, Jozef
;
Lau, Chi Keung
- In:
Energy economics
66
(
2017
),
pp. 108-115
Persistent link: https://www.econbiz.de/10011896435
Saved in:
7
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:
8
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
9
The conditional equity premium, cross-sectional returns and stochastic volatility
Fung, Ka Wai Terence
;
Lau, Chi Keung
;
Chan, Kwok Ho
- In:
Economic modelling
38
(
2014
),
pp. 316-327
Persistent link: https://www.econbiz.de/10010419068
Saved in:
10
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
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