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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~person:"Dai, Zhifeng"
~person:"Liu, Bing-Yue"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Yoon, Seong-min"
~person:"Zhang, Bing"
~subject:"ARCH model"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH model
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34
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Dai, Zhifeng
Liu, Bing-Yue
Shahzad, Syed Jawad Hussain
Yoon, Seong-min
Zhang, Bing
Ma, Feng
22
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18
Hammoudeh, Shawkat
16
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4
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
Financial innovation : FIN
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
6
Finance research letters
5
International review of financial analysis
3
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3
The Korean economic review
3
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
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1
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1
Financial modeling and risk management of energy and environmental instruments and derivates
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Frontiers of business research in China : selected publications from Chinese universities
1
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1
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1
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
1
Scottish journal of political economy : the journal of the Scottish Economic Society
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
2
Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets
Dai, Zhifeng
;
Tang, Rui
;
Zhang, Xinhua
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284108
Saved in:
3
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
Saved in:
4
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:
5
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
6
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Dai, Zhifeng
;
Zhu, Haoyang
- In:
Energy economics
108
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013202920
Saved in:
7
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach
Wen, Fenghua
;
Liu, Zhen
;
Dai, Zhifeng
;
He, Shaoyi
;
Liu, …
- In:
Energy economics
109
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013283776
Saved in:
8
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Dai, Zhifeng
;
Zhu, Haoyang
;
Zhang, Xinhua
- In:
Energy economics
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013283789
Saved in:
9
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:
10
Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Dai, Zhifeng
;
Zhu, Junxin
;
Zhang, Xinhua
- In:
Energy economics
114
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013477411
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