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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~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:"Share price"
~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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Volatilität
27
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12
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26
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Liu, Bing-Yue
Shahzad, Syed Jawad Hussain
Yoon, Seong-min
Zhang, Bing
Ma, Feng
22
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
16
Gupta, Rangan
15
Wang, Yudong
14
Bouri, Elie
13
Ji, Qiang
11
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11
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11
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10
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9
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9
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8
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7
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7
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6
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6
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6
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6
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5
Chevallier, Julien
5
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5
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5
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5
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5
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5
Salisu, Afees A.
5
Sitara Karim
5
Wang, Jiqian
5
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5
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4
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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
5
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
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
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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 money and finance
1
International review of economics & finance : IREF
1
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1
Journal of international financial markets, institutions & money
1
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1
Pacific-Basin finance journal
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
Scottish journal of political economy : the journal of the Scottish Economic Society
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
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ECONIS (ZBW)
26
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
7
Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul
;
Shahzad, Syed Jawad Hussain
;
Ferrer, …
- In:
Energy economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
Saved in:
8
Impact of oil price change on airline's stock price and volatility : evidence from China and South Korea
Yun, Xiao
;
Yoon, Seong-min
- In:
Energy economics
78
(
2019
),
pp. 668-679
Persistent link: https://www.econbiz.de/10012160057
Saved in:
9
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju
;
Ma, Feng
;
Wang, Chen
;
Zhang, Bing
- In:
Energy economics
80
(
2019
),
pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
Saved in:
10
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
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