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~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~isPartOf:"The journal of futures markets"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gong, Xu"
~person:"Kang, Sang Hoon"
~person:"Ma, Feng"
~person:"Soytaş, Uǧur"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~subject:"Volatility"
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Volatility
Volatilität
79
Oil price
56
Ölpreis
56
ARCH model
40
ARCH-Modell
40
Welt
34
World
34
Forecasting model
27
Prognoseverfahren
27
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22
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18
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79
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Gong, Xu
Kang, Sang Hoon
Ma, Feng
Soytaş, Uǧur
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Bouri, Elie
23
Gupta, Rangan
21
Hammoudeh, Shawkat
20
Roubaud, David
12
Demirer, Rıza
11
Ji, Qiang
11
Shahzad, Syed Jawad Hussain
11
Zhang, Jin E.
11
Wei, Yu
10
Lin, Boqiang
9
Lucey, Brian M.
9
Uddin, Mohammed Gazi Salah
9
Yoon, Seong-min
9
Mensi, Walid
8
Wen, Fenghua
8
Wohar, Mark E.
8
Daigler, Robert T.
7
McAleer, Michael
7
Sadorsky, Perry A.
7
Salisu, Afees A.
7
Zhang, Yaojie
7
Chevallier, Julien
6
Corbet, Shaen
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Dutta, Anupam
6
Elder, John
6
Maghyereh, Aktham I.
6
Nguyen, Duc Khuong
6
Wang, George H. K.
6
Balcilar, Mehmet
5
Bali, Turan G.
5
Batten, Jonathan A.
5
Ederington, Louis H.
5
Filis, George
5
Fonseca, José da
5
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Economics / Discussion papers : the open-access, open-assessment e-journal
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
The journal of futures markets
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International review of economics & finance : IREF
22
Applied economics
17
Finance research letters
16
International review of financial analysis
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of finance & economics : IJFE
13
Economic modelling
11
Journal of forecasting
10
Research in international business and finance
9
International journal of forecasting
7
Applied economics letters
5
Economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Financial innovation : FIN
4
Journal of empirical finance
4
Pacific-Basin finance journal
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of management science and engineering
3
Korea and the world economy
3
The Korean economic review
3
Borsa Istanbul Review
2
China finance review international
2
Journal of commodity markets
2
Journal of international financial markets, institutions & money
2
Quantitative finance
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
The journal of the Korean economy
2
Brussels economic review
1
Computational economics
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Dae oe gyeong je yeon gu
1
Department of Economics working paper series
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ERF working papers series
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Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
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Emerging Markets Finance and Trade, 2015
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ECONIS (ZBW)
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41
Dynamic correlations between oil prices and the stock prices of clean energy and technology firms : the role of reserve currency (US dollar)
Kocaarslan, Baris
;
Soytaş, Uǧur
- In:
Energy economics
84
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012183394
Saved in:
42
The importance of oil assets for portfolio optimization : the analysis of firm level stocks
Sarwar, Suleman
;
Shahbaz, Muhammad
;
Anwar, Awais
; …
- In:
Energy economics
78
(
2019
),
pp. 217-234
Persistent link: https://www.econbiz.de/10012159934
Saved in:
43
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
44
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
45
Oil market uncertainty and international business cycle dynamics
Yin, Libo
;
Feng, Jiabao
- In:
Energy economics
81
(
2019
),
pp. 728-740
Persistent link: https://www.econbiz.de/10012172959
Saved in:
46
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
47
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju
;
Ma, Feng
;
Wang, Chen
;
Zhang, Bing
- In:
Energy economics
80
(
2019
),
pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
Saved in:
48
Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan
;
Wang, Gang-Jin
;
Ma, Chaoqun
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
Saved in:
49
Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies : evidence from wavelet nonlinear denoised based quantile and Granger-causality...
Hamdi, Besma
;
Aloui, Mouna
;
Alqahtani, Faisal
;
Tiwari, …
- In:
Energy economics
80
(
2019
),
pp. 536-552
Persistent link: https://www.econbiz.de/10012173684
Saved in:
50
Volatility spillovers between crude oil and Chinese sectoral equity markets : evidence from a frequency dynamics perspective
Wang, Xunxiao
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 995-1009
Persistent link: https://www.econbiz.de/10012173766
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