//--> //--> //--> //-->
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:"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:"article"
~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
14
Volatilität
14
ARCH-Modell
8
Oil market
6
Risikomaß
6
Risk measure
6
Spillover effect
6
Spillover-Effekt
6
Ölmarkt
5
Aktienmarkt
4
Estimation
4
Multivariate Verteilung
4
Multivariate distribution
4
Schätzung
4
Börsenkurs
3
Capital income
3
CoVaR
3
Commodity derivative
3
Kapitaleinkommen
3
Risk
3
Rohstoffderivat
3
Share price
3
Welt
3
World
3
Exchange rate
2
Financial crisis
2
Finanzkrise
2
Hedging
2
Long memory
2
OPEC countries
2
OPEC-Staaten
2
Risk spillover
2
Structural break
2
Structural breaks
2
Strukturbruch
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
14
Conference paper
1
Konferenzbeitrag
1
Language
All
English
14
Author
All
Liu, Bing-Yue
Yoon, Seong-min
Ma, Feng
22
Gupta, Rangan
19
Tiwari, Aviral Kumar
18
Hammoudeh, Shawkat
16
Wang, Yudong
15
Bouri, Elie
13
Demirer, Rıza
11
Kang, Sang Hoon
11
Uddin, Mohammed Gazi Salah
11
Wei, Yu
11
Ji, Qiang
10
Mensi, Walid
9
Wen, Fenghua
9
Shahzad, Syed Jawad Hussain
8
Zhang, Yaojie
8
Dai, Zhifeng
7
Sadorsky, Perry A.
7
Serletis, Apostolos
7
Yin, Libo
7
Chevallier, Julien
6
Filis, George
6
Gong, Xu
6
Lin, Boqiang
6
Wohar, Mark E.
6
Zhang, Bing
6
Abakah, Emmanuel Joel Aikins
5
Dutta, Anupam
5
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
Todorova, Neda
5
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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Modern economy
1
The journal of the Korean economy
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
9
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
10
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->