//--> //--> //--> //-->
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:"Financial innovation : FIN"
~person:"Gong, Xu"
~person:"Liu, Bing-Yue"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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
| 15 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Oil price
Prognoseverfahren
Risiko
Stock market
Time series analysis
Ölpreis
Volatility
19
Volatilität
19
ARCH-Modell
12
Oil market
8
Spillover effect
8
Spillover-Effekt
8
Ölmarkt
7
Commodity derivative
6
Risikomaß
6
Risk measure
6
Rohstoffderivat
6
Estimation
5
Schätzung
5
Welt
5
World
5
Aktienmarkt
4
Forecasting model
4
Multivariate Verteilung
4
Multivariate distribution
4
Risk
4
Börsenkurs
3
Capital income
3
CoVaR
3
Kapitaleinkommen
3
Share price
3
Structural break
3
Structural breaks
3
Strukturbruch
3
Theorie
3
Theory
3
Volatility forecasting
3
China
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
19
Conference paper
1
Konferenzbeitrag
1
Language
All
English
19
Author
All
Gong, Xu
Liu, Bing-Yue
Yoon, Seong-min
Ma, Feng
22
Gupta, Rangan
18
Hammoudeh, Shawkat
16
Tiwari, Aviral Kumar
16
Wang, Yudong
15
Bouri, Elie
13
Demirer, Rıza
11
Kang, Sang Hoon
11
Ji, Qiang
10
Wei, Yu
10
Mensi, Walid
9
Uddin, Mohammed Gazi Salah
9
Wen, Fenghua
9
Shahzad, Syed Jawad Hussain
8
Zhang, Yaojie
8
Sadorsky, Perry A.
7
Serletis, Apostolos
7
Yin, Libo
7
Chevallier, Julien
6
Dai, Zhifeng
6
Filis, George
6
Lin, Boqiang
6
Wohar, Mark E.
6
Zhang, Bing
6
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Lucey, Brian M.
5
Maghyereh, Aktham I.
5
Maitra, Debasish
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Roubaud, David
5
Salisu, Afees A.
5
Sitara Karim
5
Wang, Jiqian
5
Wu, Chongfeng
5
Abakah, Emmanuel Joel Aikins
4
more ...
less ...
Published in...
All
Economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
Financial innovation : FIN
Applied economics
4
Korea and the world economy
3
The Korean economic review
3
The North American journal of economics and finance : a journal of financial economics studies
3
Australian economic papers
2
Dae oe gyeong je yeon gu
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of economics & finance : IREF
1
Journal of commodity markets : JCM
1
Journal of management science and engineering
1
Modern economy
1
The journal of the Korean economy
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
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
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:
4
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:
5
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong
;
Gong, Xu
- In:
Energy economics
87
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Saved in:
6
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
7
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:
8
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
9
The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market
Gong, Xu
;
Lin, Boqiang
- In:
Energy economics
74
(
2018
),
pp. 370-386
Persistent link: https://www.econbiz.de/10011972865
Saved in:
10
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->