//--> //--> //-->
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"
~subject:"Multivariate Verteilung"
~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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Oil price
Prognoseverfahren
Stock market
Time series analysis
Ölpreis
Volatility
5
Volatilität
5
Risikomaß
4
Risk measure
4
Multivariate distribution
3
Aktienmarkt
2
CoVaR
2
Oil market
2
Risiko
2
Risk
2
Time-varying copula
2
Welt
2
World
2
Ölmarkt
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Ansteckungseffekt
1
Business network
1
Capital income
1
Connectedness network
1
Contagion effect
1
Decision under uncertainty
1
Dynamic dependence
1
Energiemarkt
1
Energy market
1
Entscheidung unter Unsicherheit
1
Erdgasmarkt
1
Exchange rate
1
Extreme risk
1
Financial crisis
1
Finanzkrise
1
G20 countries
1
G20 stock markets
1
G20-Staaten
1
High-dimensional CoVaR network
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Conference paper
1
Konferenzbeitrag
1
Language
All
English
5
Author
All
Liu, Bing-Yue
Ma, Feng
21
Hammoudeh, Shawkat
16
Tiwari, Aviral Kumar
16
Gupta, Rangan
15
Wang, Yudong
14
Bouri, Elie
13
Wei, Yu
10
Ji, Qiang
9
Kang, Sang Hoon
9
Mensi, Walid
9
Uddin, Mohammed Gazi Salah
9
Wen, Fenghua
9
Shahzad, Syed Jawad Hussain
8
Yoon, Seong-min
8
Zhang, Yaojie
8
Dai, Zhifeng
7
Demirer, Rıza
7
Sadorsky, Perry A.
7
Yin, Libo
7
Filis, George
6
Lin, Boqiang
6
Zhang, Bing
6
Dutta, Anupam
5
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
Wang, Jiqian
5
Wohar, Mark E.
5
Wu, Chongfeng
5
Do, Hung Xuan
4
Elder, John
4
Gabauer, David
4
Li, Xiafei
4
Lu, Xinjie
4
more ...
less ...
Published in...
All
Economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
Financial innovation : FIN
International review of financial analysis
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
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
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:
3
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:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->