//--> //--> //--> //-->
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:"Energy economics"
~person:"Mensi, Walid"
~person:"Pierdzioch, Christian"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Wechselkurs"
~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
Oil price
Stock market
Wechselkurs
Ölpreis
Volatility
28
Volatilität
28
ARCH model
11
ARCH-Modell
11
Spillover effect
9
Spillover-Effekt
9
Aktienmarkt
8
Börsenkurs
8
Share price
8
Estimation
7
Forecasting model
7
Prognoseverfahren
7
Schätzung
7
Welt
7
World
7
Capital income
6
Kapitaleinkommen
6
Oil market
6
Ölmarkt
5
Commodity derivative
4
Rohstoffderivat
4
Time series analysis
4
USA
4
United States
4
Zeitreihenanalyse
4
Forecast
3
Forecasting
3
Multivariate Verteilung
3
Multivariate distribution
3
Oil prices
3
Prognose
3
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Autocorrelation
2
Autokorrelation
2
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Mensi, Walid
Pierdzioch, Christian
Spagnolo, Nicola
Yin, Libo
Yoon, Seong-min
Ma, Feng
17
Tiwari, Aviral Kumar
13
Gupta, Rangan
12
Hammoudeh, Shawkat
12
Wang, Yudong
10
Bouri, Elie
9
Wei, Yu
9
Ji, Qiang
8
Kang, Sang Hoon
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Demirer, Rıza
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Dai, Zhifeng
6
Filis, George
6
Lin, Boqiang
6
Zhang, Yaojie
6
Dutta, Anupam
5
Gong, Xu
5
Wohar, Mark E.
5
Zhang, Bing
5
Do, Hung Xuan
4
Elder, John
4
Li, Xiafei
4
Liu, Bing-Yue
4
Liu, Li
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
4
Nguyen, Duc Khuong
4
Roubaud, David
4
Salisu, Afees A.
4
Serletis, Apostolos
4
Sitara Karim
4
Soytaş, Uǧur
4
more ...
less ...
Published in...
All
Economics letters
Energy economics
Department of Economics working paper series
12
Economics and finance working paper series
12
CESifo working papers
10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of economics & finance : IREF
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Applied economics
5
Kieler Arbeitspapiere
5
CESifo Working Paper Series
4
Research in international business and finance
4
Borsa Istanbul Review
3
DIW Berlin Discussion Paper
3
Economic modelling
3
Finance research letters
3
Financial innovation : FIN
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Kiel working paper
3
The European journal of finance
3
Australian economic papers
2
Emerging markets review
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of financial markets
2
Journal of forecasting
2
Kieler Diskussionsbeiträge
2
Korea and the world economy
2
Review of international economics
2
The Korean economic review
2
The journal of the Korean economy
2
Annals of financial economics
1
Applied economics letters
1
Applied financial economics letters
1
Bundesbank Series 2 Discussion Paper
1
CESifo Working Paper
1
China economic review : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
4
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid
;
Al Rababa'a, Abdel Razzaq
;
Xuan Vinh Vo
; …
- In:
Energy economics
98
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
Saved in:
5
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
6
Dynamic link between oil prices and exchange rates : a non-linear approach
Xu, Yang
;
Han, Liyan
;
Wan, Li
;
Yin, Libo
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183369
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
Oil market uncertainty and international business cycle dynamics
Yin, Libo
;
Feng, Jiabao
- In:
Energy economics
81
(
2019
),
pp. 728-740
Persistent link: https://www.econbiz.de/10012172959
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
Oil prices and news-based uncertainty : novel evidence
Su, Zhi
;
Lu, Man
;
Yin, Libo
- In:
Energy economics
72
(
2018
),
pp. 331-340
Persistent link: https://www.econbiz.de/10011972336
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->