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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Gupta, Rangan"
~person:"Mensi, Walid"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~person:"Zhang, Bing"
~subject:"Oil price"
~subject:"Risk measure"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Oil price
Risk measure
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Stock market
Time series analysis
Ölpreis
Volatility
64
Volatilität
64
ARCH model
30
ARCH-Modell
30
Welt
22
World
22
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21
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Aktienmarkt
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Multivariate Verteilung
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56
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Degiannakis, Stavros
Floros, Christos
Gupta, Rangan
Mensi, Walid
Wei, Yu
Yin, Libo
Yoon, Seong-min
Zhang, Bing
Ma, Feng
26
Hammoudeh, Shawkat
16
Tiwari, Aviral Kumar
14
Bouri, Elie
12
Uddin, Mohammed Gazi Salah
12
Ji, Qiang
11
Wang, Yudong
11
Kang, Sang Hoon
9
Lin, Boqiang
9
Shahzad, Syed Jawad Hussain
9
Wen, Fenghua
9
Demirer, Rıza
8
Filis, George
8
Nguyen, Duc Khuong
7
Sadorsky, Perry A.
7
Zhang, Yaojie
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Gong, Xu
6
Li, Yan
6
Liang, Chao
6
Liu, Bing-Yue
6
Lu, Xinjie
6
Naeem, Muhammad Abubakr
6
Wohar, Mark E.
6
Zhu, Huiming
6
An, Haizhong
5
Liu, Jing
5
Maghyereh, Aktham I.
5
Roubaud, David
5
Sitara Karim
5
Wang, Jiqian
5
Xiong, Xiong
5
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Energy economics
International review of financial analysis
Department of Economics working paper series
38
The North American journal of economics and finance : a journal of financial economics studies
18
Finance research letters
16
International review of economics & finance : IREF
14
Applied economics
12
International journal of finance & economics : IJFE
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Journal of international financial markets, institutions & money
7
Research in international business and finance
7
Applied economics letters
6
Economics letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economic modelling
5
Global finance journal
5
Journal of forecasting
5
Financial innovation : FIN
4
Journal of empirical finance
4
The European journal of finance
4
The energy journal
4
Annals of financial economics
3
Bank of Greece Working Paper
3
Borsa Istanbul Review
3
Economia internazionale
3
Emerging markets, finance and trade : EMFT
3
Finmap working paper
3
Journal of risk and financial management : JRFM
3
Studies in economics and finance
3
Applied financial economics
2
Australian economic papers
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of banking & finance
2
Journal of economics and finance
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ECONIS (ZBW)
56
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1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
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:
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
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
5
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
6
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
7
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:
8
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
9
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
10
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:
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