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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~person:"Dutta, Anupam"
~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
Oil price
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Risiko
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Volatility
32
Volatilität
32
Welt
15
World
15
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14
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Dutta, Anupam
Liu, Bing-Yue
Shahzad, Syed Jawad Hussain
Yoon, Seong-min
Zhang, Bing
Ma, Feng
22
Tiwari, Aviral Kumar
18
Hammoudeh, Shawkat
16
Gupta, Rangan
14
Wang, Yudong
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Bouri, Elie
13
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11
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10
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9
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9
Demirer, Rıza
8
Zhang, Yaojie
8
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7
Sadorsky, Perry A.
7
Gong, Xu
6
Lin, Boqiang
6
Serletis, Apostolos
6
Wohar, Mark E.
6
Abakah, Emmanuel Joel Aikins
5
Chevallier, Julien
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Filis, George
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Hasanov, Akram Shavkatovich
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Liang, Chao
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Maghyereh, Aktham I.
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Salisu, Afees A.
5
Sitara Karim
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Wang, Jiqian
5
Yin, Libo
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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
Applied economics
6
Finance research letters
6
The North American journal of economics and finance : a journal of financial economics studies
4
International review of financial analysis
3
Korea and the world economy
3
The Korean economic review
3
Applied economics letters
2
Australian economic papers
2
Dae oe gyeong je yeon gu
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Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International journal of managerial finance : IJMF
2
The journal of futures markets
2
Cogent economics & finance
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European journal of operational research : EJOR
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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
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Journal of multinational financial management
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Journal of risk and financial management : JRFM
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Modern economy
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Pacific-Basin finance journal
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Research in international business and finance
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Review of quantitative finance and accounting
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Revisiting Electricity Market Reforms : Lessons for ASEAN and East Asia
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The journal of the Korean economy
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
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1
Volatility dynamics of agricultural futures markets under uncertainties
Dutta, Anupam
;
Uddin, Mohammed Gazi Salah
;
Sheng, Lin Wen
; …
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046928
Saved in:
2
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:
3
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:
4
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:
5
Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework
Das, Debojyoti
;
Maitra, Debasish
;
Dutta, Anupam
;
Basu, …
- In:
Energy economics
115
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013541818
Saved in:
6
In search of time-varying jumps during the turmoil periods : evidence from crude oil futures markets
Dutta, Anupam
;
Soytaş, Uǧur
;
Das, Debojyoti
; …
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477590
Saved in:
7
Network connectedness between natural gas markets, uncertainty and stock markets
Geng, Jiang-Bo
;
Chen, Fu-Rui
;
Ji, Qiang
;
Liu, Bing-Yue
- In:
Energy economics
95
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012816884
Saved in:
8
Can clean energy stock price rule oil price? : new evidences from a regime-switching model at first and second moments
Yahya, Muhammad
;
Kanjilal, Kakali
;
Dutta, Anupam
; …
- In:
Energy economics
95
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012816596
Saved in:
9
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
10
On the intraday dynamics of oil price and exchange rate : what can we learn from China and India?
Ahmad, Wasim
;
Prakash, Ravi
;
Uddin, Mohammed Gazi Salah
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518662
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