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~isPartOf:"Economic modelling"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Korea and the world economy"
~person:"Degiannakis, Stavros"
~person:"Dogo, Mela"
~person:"Francis, Bill B."
~person:"Pal, Debdatta"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Forecast"
~subject:"Oil price"
~subject:"Realized volatility"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Wechselkurs"
~subject:"Ölpreis"
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Forecast
Oil price
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Volatility
16
Volatilität
16
ARCH model
6
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Degiannakis, Stavros
Dogo, Mela
Francis, Bill B.
Pal, Debdatta
Yin, Libo
Yoon, Seong-min
Ma, Feng
6
Gupta, Rangan
4
Salisu, Afees A.
4
Zhang, Yaojie
4
Caporale, Guglielmo Maria
3
Filis, George
3
Huang, Zhuo
3
Kang, Sang Hoon
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Li, Yong
3
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3
Liu, Li
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3
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2
Ali, Faek Menla
2
Bahmani-Oskooee, Mohsen
2
Baruník, Jozef
2
Baum, Christopher F.
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Bucci, Andrea
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Caglayan, Mustafa
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Chevallier, Julien
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Choudhry, Taufiq
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Clements, Adam
2
Erdemlioglu, Deniz
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Hyde, Stuart
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Jiang, Ying
2
Joëts, Marc
2
Kiani, Khurshid M.
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2
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Economic modelling
Global finance journal
Journal of international money and finance
Korea and the world economy
Energy economics
16
International review of financial analysis
7
Applied economics
5
International review of economics & finance : IREF
4
Journal of empirical finance
4
Research in international business and finance
4
The energy journal
4
Bank of Greece Working Paper
3
The North American journal of economics and finance : a journal of financial economics studies
3
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Finance research letters
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Journal of forecasting
2
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2
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ECONIS (ZBW)
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1
Does hospitality industry stock volatility react asymmetrically to health and economic crises?
Pal, Debdatta
- In:
Economic modelling
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013347699
Saved in:
2
Our currency, your attention : contagion spillovers of investor attention on currency returns
Wu, You
;
Han, Liyan
;
Yin, Libo
- In:
Economic modelling
80
(
2019
),
pp. 49-61
Persistent link: https://www.econbiz.de/10012199175
Saved in:
3
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
4
Oil price shocks and uncertainty : how stable is their relationship over time?
Degiannakis, Stavros
;
Filis, George
;
Panagiotakopoulou, …
- In:
Economic modelling
72
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10012100413
Saved in:
5
Exchange rate volatility and India's cross-border trade : a pooled mean group and nonlinear cointegration approach
Sharma, Chandan
;
Pal, Debdatta
- In:
Economic modelling
74
(
2018
),
pp. 230-246
Persistent link: https://www.econbiz.de/10012101329
Saved in:
6
Volatility of stock market returns and the naira exchange rate
Tule, Moses Kpughur
;
Dogo, Mela
;
Uzonwanne, Godfrey Chidozie
- In:
Global finance journal
35
(
2018
),
pp. 97-105
Persistent link: https://www.econbiz.de/10012124797
Saved in:
7
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
8
Does investor attention matter? : the attention-return relationships in FX markets
Han, Liyan
;
Xu, Yang
;
Yin, Libo
- In:
Economic modelling
68
(
2018
),
pp. 644-660
Persistent link: https://www.econbiz.de/10011936178
Saved in:
9
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
10
Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros
;
Floros, Christos
- In:
Global finance journal
29
(
2016
),
pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
Saved in:
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