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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:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"ARCH-Modell"
~subject:"Erdöl"
~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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ARCH-Modell
Erdöl
Oil price
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Volatility
55
Volatilität
55
ARCH model
27
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Degiannakis, Stavros
Floros, Christos
Gupta, Rangan
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
27
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
16
Bouri, Elie
13
Ji, Qiang
12
Uddin, Mohammed Gazi Salah
12
Wang, Yudong
12
Kang, Sang Hoon
10
Lin, Boqiang
9
Shahzad, Syed Jawad Hussain
9
Wen, Fenghua
9
Demirer, Rıza
8
Filis, George
8
Liang, Chao
8
Mensi, Walid
7
Naeem, Muhammad Abubakr
7
Nguyen, Duc Khuong
7
Sadorsky, Perry A.
7
Zhang, Yaojie
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Gong, Xu
6
Lee, Chien-chiang
6
Li, Yan
6
Liu, Bing-Yue
6
Lu, Xinjie
6
Lucey, Brian M.
6
Sitara Karim
6
Wang, Lu
6
Wohar, Mark E.
6
Zhu, Huiming
6
An, Haizhong
5
Chevallier, Julien
5
Corbet, Shaen
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
42
Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
14
International review of economics & finance : IREF
12
Applied economics
11
Research in international business and finance
9
International journal of finance & economics : IJFE
8
Economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economic modelling
5
Global finance journal
5
Journal of forecasting
5
Journal of international financial markets, institutions & money
5
Journal of empirical finance
4
The European journal of finance
4
The energy journal
4
Annals of financial economics
3
Applied financial economics
3
Bank of Greece Working Paper
3
Defence and peace economics
3
Economia internazionale
3
Emerging markets, finance and trade : EMFT
3
Finmap working paper
3
International journal of forecasting
3
Journal of economics and finance
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
Korea and the world economy
3
The Korean economic review
3
Australian economic papers
2
Dae oe gyeong je yeon gu
2
Economics and Business Letters : EBL
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
Global Research Unit working paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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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
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
10
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
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