//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~person:"Liang, Chao"
~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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Oil price
Prognoseverfahren
Risiko
Stock market
Time series analysis
Ölpreis
Volatility
33
Volatilität
33
ARCH-Modell
16
Welt
13
World
13
Spillover effect
11
Spillover-Effekt
11
Oil market
10
Ölmarkt
9
Estimation
8
Schätzung
8
Forecasting model
7
Risikomaß
7
Risk measure
7
Aktienmarkt
6
Capital income
6
Kapitaleinkommen
6
Börsenkurs
5
Commodity derivative
5
Erdöl
5
Multivariate Verteilung
5
Multivariate distribution
5
Petroleum
5
Risk
5
Rohstoffderivat
5
Share price
5
Causality analysis
4
Kausalanalyse
4
Schock
4
Shock
4
CoVaR
3
Credit derivative
3
Devisenmarkt
3
Exchange rate
3
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Conference paper
1
Konferenzbeitrag
1
Language
All
English
31
Author
All
Liang, Chao
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
14
Bouri, Elie
13
Kang, Sang Hoon
11
Uddin, Mohammed Gazi Salah
11
Wei, Yu
11
Ji, Qiang
10
Mensi, Walid
9
Wen, Fenghua
9
Demirer, Rıza
8
Zhang, Yaojie
8
Dai, Zhifeng
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
5
Dutta, Anupam
5
Filis, George
5
Hasanov, Akram Shavkatovich
5
Maghyereh, Aktham I.
5
Maitra, Debasish
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Roubaud, David
5
Salisu, Afees A.
5
Sitara Karim
5
Wang, Jiqian
5
Yin, Libo
5
Do, Hung Xuan
4
Elder, John
4
more ...
less ...
Published in...
All
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
Financial innovation : FIN
Applied economics
9
Finance research letters
8
International review of financial analysis
6
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of international financial markets, institutions & money
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
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of economic behavior & organization
2
Pacific-Basin finance journal
2
Research in international business and finance
2
China finance review international
1
Economic modelling
1
Emerging markets review
1
European journal of operational research : EJOR
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Frontiers of business research in China : selected publications from Chinese universities
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International money and finance
1
Journal of banking & finance
1
Journal of forecasting
1
Modern economy
1
Quantitative finance
1
Review of quantitative finance and accounting
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Technological forecasting & social change : an international journal
1
The journal of the Korean economy
1
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
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
5
Forecasting volatility of EUA futures : new evidence
Guo, Xiaozhu
;
Huang, Yisu
;
Liang, Chao
;
Umar, Muhammad
- In:
Energy economics
110
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349808
Saved in:
6
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:
7
Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
Saved in:
8
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->