//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"Financial innovation : FIN"
~person:"Liu, Bing-Yue"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Yoon, Seong-min"
~person:"Zhang, Bing"
~subject:"ARCH model"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 16 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Oil price
Prognoseverfahren
Risiko
Stock market
Time series analysis
Ölpreis
Volatility
36
Volatilität
36
Welt
14
World
14
ARCH-Modell
12
Spillover effect
12
Spillover-Effekt
12
Aktienmarkt
10
Oil market
10
Capital income
9
Kapitaleinkommen
9
Ölmarkt
9
Börsenkurs
8
Share price
8
Estimation
7
Risikomaß
7
Risk measure
7
Schätzung
7
Commodity derivative
5
Forecasting model
5
Multivariate Verteilung
5
Multivariate distribution
5
Risk
5
Rohstoffderivat
5
Zeitreihenanalyse
5
Correlation
4
Credit derivative
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Exchange rate
4
Korrelation
4
Kreditderivat
4
Schock
4
more ...
less ...
Online availability
All
Undetermined
27
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Conference paper
1
Konferenzbeitrag
1
Language
All
English
33
Author
All
Liu, Bing-Yue
Shahzad, Syed Jawad Hussain
Yoon, Seong-min
Zhang, Bing
Gupta, Rangan
24
Ma, Feng
24
Tiwari, Aviral Kumar
23
Bouri, Elie
18
Hammoudeh, Shawkat
16
Wang, Yudong
16
Wei, Yu
16
Ji, Qiang
14
Kang, Sang Hoon
12
Mensi, Walid
12
Roubaud, David
12
Demirer, Rıza
11
Wen, Fenghua
11
Zhang, Yaojie
10
Lucey, Brian M.
9
Uddin, Mohammed Gazi Salah
9
Chevallier, Julien
8
Corbet, Shaen
8
Liang, Chao
8
Lu, Xinjie
8
Wohar, Mark E.
8
Lin, Boqiang
7
Sadorsky, Perry A.
7
Serletis, Apostolos
7
Wang, Jiqian
7
Yin, Libo
7
Arouri, Mohamed
6
Dai, Zhifeng
6
Das, Debojyoti
6
Filis, George
6
Gillas, Konstantinos Gkillas
6
Gozgor, Giray
6
Lau, Chi Keung
6
Li, Xiafei
6
Naeem, Muhammad Abubakr
6
Nonejad, Nima
6
Todorova, Neda
6
Wu, Xinyu
6
more ...
less ...
Published in...
All
Economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
Finance research letters
Financial innovation : FIN
Applied economics
6
The North American journal of economics and finance : a journal of financial economics studies
4
International review of financial analysis
3
Korea and the world economy
3
The Korean economic review
3
Applied economics letters
2
Dae oe gyeong je yeon gu
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Australian economic papers
1
Emerging markets review
1
European journal of operational research : EJOR
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Frontiers of business research in China : selected publications from Chinese universities
1
International money and finance
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Modern economy
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The journal of the Korean economy
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks
Wang, Zhenkun
;
Bouri, Elie
;
Ferreira, Paulo
;
Shahzad, …
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013459296
Saved in:
2
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Saved in:
3
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
4
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
5
Network connectedness between natural gas markets, uncertainty and stock markets
Geng, Jiang-Bo
;
Chen, Fu-Rui
;
Ji, Qiang
;
Liu, Bing-Yue
- In:
Energy economics
95
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012816884
Saved in:
6
On the interplay between US sectoral CDS, stock and VIX indices : fresh insights from wavelet approaches
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Finance research letters
33
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012430932
Saved in:
7
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
8
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:
9
Impact of oil price change on airline's stock price and volatility : evidence from China and South Korea
Yun, Xiao
;
Yoon, Seong-min
- In:
Energy economics
78
(
2019
),
pp. 668-679
Persistent link: https://www.econbiz.de/10012160057
Saved in:
10
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid
;
Lee, Yun Jung
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Finance research letters
31
(
2019
),
pp. 19-25
Persistent link: https://www.econbiz.de/10012420970
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->