//--> //--> //--> //-->
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:"Li, Xiafei"
~person:"Liu, Bing-Yue"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~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
| 12 applied filters
Year of publication
From:
To:
Subject
All
Oil price
Prognoseverfahren
Stock market
Time series analysis
Ölpreis
Volatility
18
Volatilität
18
ARCH model
10
ARCH-Modell
10
Oil market
7
Spillover effect
7
Spillover-Effekt
7
Risikomaß
6
Risk measure
6
Ölmarkt
6
Aktienmarkt
5
Commodity derivative
5
Estimation
5
Multivariate Verteilung
5
Multivariate distribution
5
Risiko
5
Risk
5
Rohstoffderivat
5
Schätzung
5
Capital income
4
CoVaR
4
Forecasting model
4
Kapitaleinkommen
4
Börsenkurs
3
China
3
Share price
3
Welt
3
World
3
Zeitreihenanalyse
3
Erdöl
2
Exchange rate
2
Financial crisis
2
Finanzkrise
2
Forecast
2
Hedging
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Conference paper
1
Konferenzbeitrag
1
Language
All
English
16
Author
All
Li, Xiafei
Liu, Bing-Yue
Yoon, Seong-min
Ma, Feng
20
Hammoudeh, Shawkat
15
Gupta, Rangan
14
Wang, Yudong
14
Tiwari, Aviral Kumar
13
Bouri, Elie
11
Kang, Sang Hoon
9
Mensi, Walid
9
Wei, Yu
9
Wen, Fenghua
9
Ji, Qiang
8
Shahzad, Syed Jawad Hussain
8
Zhang, Yaojie
8
Demirer, Rıza
7
Sadorsky, Perry A.
7
Uddin, Mohammed Gazi Salah
7
Yin, Libo
7
Dai, Zhifeng
6
Filis, George
6
Lin, Boqiang
6
Zhang, Bing
6
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Maitra, Debasish
5
Nguyen, Duc Khuong
5
Roubaud, David
5
Salisu, Afees A.
5
Serletis, Apostolos
5
Wohar, Mark E.
5
Wu, Chongfeng
5
Do, Hung Xuan
4
Dutta, Anupam
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Nonejad, Nima
4
Rahman, Sajjadur
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
5
Finance research letters
4
International journal of finance & economics : IJFE
4
The Korean economic review
3
International review of economics & finance : IREF
2
Korea and the world economy
2
The North American journal of economics and finance : a journal of financial economics studies
2
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International money and finance
1
International review of financial analysis
1
Modern economy
1
Research in international business and finance
1
The journal of the Korean economy
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
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
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
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
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
6
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:
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
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:
9
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:
10
The dependence and risk spillover between crude oil market and China stock market : new evidence from a variational mode decomposition-based copula method
Li, Xiafei
;
Wei, Yu
- In:
Energy economics
74
(
2018
),
pp. 565-581
Persistent link: https://www.econbiz.de/10011972926
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->