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~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~person:"Degiannakis, Stavros"
~person:"Dufrénot, Gilles"
~person:"Floros, Christos"
~person:"Gao, Xiangyun"
~person:"Liang, Chao"
~person:"Lin, Boqiang"
~person:"Ma, Feng"
~person:"Nguyen, Duc Khuong"
~person:"Sun, Qingru"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~source:"econis"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Degiannakis, Stavros
Dufrénot, Gilles
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Ma, Feng
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Sun, Qingru
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1
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
2
Measuring the multi-scale price transmission effects from crude oil to energy stocks : a cascaded view
Xi, Zenglei
;
Yu, Jinxiu
;
Sun, Qingru
;
Zhao, Wenqi
;
Wang, He
- In:
International review of financial analysis
90
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014470341
Saved in:
3
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
4
Oil price volatility predictability based on global economic conditions
Guo, Yangli
;
Ma, Feng
;
Li, Haibo
;
Lai, Xiaodong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013431150
Saved in:
5
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
6
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
7
Do heterogeneous oil price shocks really have different effects on earnings management?
Lin, Boqiang
;
Wu, Nan
- In:
International review of financial analysis
79
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350053
Saved in:
8
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
9
Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze
;
Gao, Xiangyun
;
Huang, Shupei
;
Sun, Qingru
; …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
Saved in:
10
Which time-frequency domain dominates spillover in the Chinese energy stock market?
Sun, Qingru
;
Gao, Xiangyun
;
An, Haizhong
;
Guo, Sui
; …
- In:
International review of financial analysis
73
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803729
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