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~isPartOf:"Economic modelling"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"tur"
~person:"Chevallier, Julien"
~person:"Czudaj, Robert"
~person:"Dong, Minyi"
~person:"Maheswaran, S."
~person:"Reboredo, Juan Carlos"
~subject:"ARCH-Modell"
~subject:"Agricultural sector"
~subject:"Commodity market"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
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ARCH-Modell
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11
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9
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9
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6
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6
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Chevallier, Julien
Czudaj, Robert
Dong, Minyi
Maheswaran, S.
Reboredo, Juan Carlos
Chang, Chun Ping
7
Ma, Feng
7
Arouri, Mohamed
6
Lee, Chien-chiang
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Economic modelling
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
16
Finance research letters
6
Research in international business and finance
6
Applied economics letters
4
Applied economics
3
Decision
3
IIMB management review
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of banking & finance
3
Journal of economic behavior & organization : JEBO
2
Journal of emerging market finance
2
Journal of international money and finance
2
Journal of quantitative economics
2
Journal of risk and financial management : JRFM
2
The North American journal of economics and finance : a journal of financial economics studies
2
Anales de estudios económicos y empresariales
1
Annals of finance
1
Applied financial economics
1
Cogent economics & finance
1
Economics letters
1
Emerging markets review
1
Environmental economics and policy studies
1
European journal of political economy
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Financial markets and portfolio management
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
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International journal of finance & economics : IJFE
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International review of applied economics
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Journal of multinational financial management
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Margin: the journal of applied economic research
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ECONIS (ZBW)
22
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22
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1
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
2
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
3
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
4
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises
Zhu, Bo
;
Lin, Renda
;
Deng, Yuanyue
;
Chen, Pingshe
; …
- In:
Economic modelling
105
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013367151
Saved in:
5
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Urom, Christian
;
Abid, Ilyes
;
Guesmi, Khaled
; …
- In:
Economic modelling
93
(
2020
),
pp. 230-258
Persistent link: https://www.econbiz.de/10012430139
Saved in:
6
The role of uncertainty on agricultural futures markets momentum trading and volatility
Czudaj, Robert
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012289403
Saved in:
7
Driving forces of global carbon emissions : From time- and spatial-dynamic perspectives
Chang, Chun Ping
;
Dong, Minyi
;
Sui, Bo
;
Chu, Yin
- In:
Economic modelling
77
(
2019
),
pp. 70-80
Persistent link: https://www.econbiz.de/10012198423
Saved in:
8
Revisiting global economic activity and crude oil prices : a wavelet analysis
Dong, Minyi
;
Chang, Chun Ping
;
Gong, Qiang
;
Chu, Yin
- In:
Economic modelling
78
(
2019
),
pp. 134-149
Persistent link: https://www.econbiz.de/10012198915
Saved in:
9
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
10
The place of gold in the cross-market dependencies
Aboura, Sofiane
;
Chevallier, Julien
;
Jammazi, Rania
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 567-586
Persistent link: https://www.econbiz.de/10011649166
Saved in:
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