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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~person:"Ji, Qiang"
~person:"Ma, Feng"
~person:"Reboredo, Juan Carlos"
~person:"Yin, Libo"
~subject:"Multivariate Verteilung"
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Search: subject:"Oil price"
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Multivariate Verteilung
Oil price
49
Ölpreis
49
Volatility
31
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31
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22
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22
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19
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Ji, Qiang
Ma, Feng
Reboredo, Juan Carlos
Yin, Libo
Hammoudeh, Shawkat
4
Aloui, Riadh
3
Al-Yahyaee, Khamis Hamed
2
Fan, Ying
2
Liu, Bing-Yue
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Mensi, Walid
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Nguyen, Duc Khuong
2
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2
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Economic modelling
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
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Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
2
The impact of energy prices on clean energy stock prices : a multivariate quantile dependence approach
Reboredo, Juan Carlos
;
Ugolini, Andrea
- In:
Energy economics
76
(
2018
),
pp. 136-152
Persistent link: https://www.econbiz.de/10011976602
Saved in:
3
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
4
Quantile dependence of
oil
price
movements and stock returns
Reboredo, Juan Carlos
;
Ugolini, Andrea
- In:
Energy economics
54
(
2016
),
pp. 33-49
Persistent link: https://www.econbiz.de/10011662726
Saved in:
5
Is there dependence and systemic risk between oil and renewable energy stock prices?
Reboredo, Juan Carlos
- In:
Energy economics
48
(
2015
),
pp. 32-45
Persistent link: https://www.econbiz.de/10011533695
Saved in:
6
Modeling EU allowances and oil market interdependence : implications for portfolio management
Reboredo, Juan Carlos
- In:
Energy economics
36
(
2013
),
pp. 471-480
Persistent link: https://www.econbiz.de/10009724662
Saved in:
7
How do crude oil prices co-move? : a copula approach
Reboredo, Juan Carlos
- In:
Energy economics
33
(
2011
)
5
,
pp. 948-955
Persistent link: https://www.econbiz.de/10009382973
Saved in:
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