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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:"Hammoudeh, Shawkat"
~person:"Liang, Chao"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Risk measure"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Ölpreis"
~type:"article"
~type_genre:"Article in journal"
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Oil price
Risk measure
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Stock market
Time series analysis
Volatility
Ölpreis
Volatilität
65
ARCH model
33
ARCH-Modell
33
Welt
24
World
24
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22
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Degiannakis, Stavros
Floros, Christos
Hammoudeh, Shawkat
Liang, Chao
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
28
Bouri, Elie
23
Tiwari, Aviral Kumar
19
Ji, Qiang
15
Wang, Yudong
14
Gupta, Rangan
13
Uddin, Mohammed Gazi Salah
12
Kang, Sang Hoon
11
Lau, Chi Keung
11
Roubaud, David
11
Demirer, Rıza
10
Lin, Boqiang
10
Shahzad, Syed Jawad Hussain
10
Wen, Fenghua
9
Batten, Jonathan A.
8
Chevallier, Julien
8
Do, Hung Xuan
8
Filis, George
8
Mensi, Walid
8
Corbet, Shaen
7
Huang, Dengshi
7
Lu, Xinjie
7
Nguyen, Duc Khuong
7
Sadorsky, Perry A.
7
Yarovaya, Larisa
7
Zhang, Yaojie
7
Brooks, Robert
6
Brzeszczyński, Janusz
6
Dai, Zhifeng
6
Gong, Xu
6
Guesmi, Khaled
6
Hasanov, Akram Shavkatovich
6
Klein, Tony
6
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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
International review of economics & finance : IREF
15
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
Finance research letters
11
Journal of international financial markets, institutions & money
11
Economic modelling
9
International journal of finance & economics : IJFE
9
Research in international business and finance
6
Pacific-Basin finance journal
5
The energy journal
5
Journal of empirical finance
4
Applied financial economics
3
Economics letters
3
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of forecasting
3
Korea and the world economy
3
The Korean economic review
3
Applied economics letters
2
Dae oe gyeong je yeon gu
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy policy
2
International Journal of Financial Studies : open access journal
2
International journal of forecasting
2
Journal of banking & finance
2
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2
Studies in economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Annals of financial economics
1
Australian economic papers
1
China finance review international
1
Economics and Business Letters : EBL
1
Emerging markets review
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
65
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1
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
2
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
3
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:
4
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
5
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
6
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:
7
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
8
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
Saved in:
9
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
10
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
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