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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~person:"Wen, Fenghua"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Spillover effect
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Volatility
34
Volatilität
34
Oil price
24
ARCH model
18
ARCH-Modell
18
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11
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11
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10
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Aufsatz in Zeitschrift
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Chang, Chia-Lin
Hammoudeh, Shawkat
Huang, Dengshi
Wen, Fenghua
Ma, Feng
18
Tiwari, Aviral Kumar
18
Bouri, Elie
13
Wang, Yudong
12
Gupta, Rangan
11
Wei, Yu
10
Ji, Qiang
9
Kang, Sang Hoon
9
Uddin, Mohammed Gazi Salah
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Dai, Zhifeng
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Zhang, Yaojie
7
Demirer, Rıza
6
Lin, Boqiang
6
Serletis, Apostolos
6
Dutta, Anupam
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lucey, Brian M.
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Roubaud, David
5
Sitara Karim
5
Wohar, Mark E.
5
Yin, Libo
5
Abakah, Emmanuel Joel Aikins
4
Do, Hung Xuan
4
Elder, John
4
Klein, Tony
4
Lau, Chi Keung
4
Lee, Chien-chiang
4
Li, Xiafei
4
Liang, Chao
4
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
10
Applied economics
6
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Economic modelling
2
Energy policy
2
Journal of commodity markets
2
Pacific-Basin finance journal
2
The energy journal
2
The world economy : the leading journal on international economic relations
2
China finance review international
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International Journal of Financial Studies : open access journal
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of multinational financial management
1
Research in international business and finance
1
Risks : open access journal
1
The Korean economic review
1
The North American journal of economics and finance : a journal of theory and practice
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
2
The evolution of day-of-the-week and the implications in crude oil market
Lin, Wenhui
;
Zhu, Qi
;
Wen, Fenghua
;
Normaziah Mohd Nor
- In:
Energy economics
106
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013202138
Saved in:
3
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin
;
Wen, Fenghua
;
Li, Wanyang
;
Yin, Hua
;
Zhao, Lili
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
Saved in:
4
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:
5
Oil price uncertainty and stock price crash risk : evidence from China
Xiao, Jihong
;
Chen, Xian
;
Li, Yang
;
Wen, Fenghua
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350788
Saved in:
6
Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh
;
Tiwari, Aviral Kumar
;
Kablan, …
- In:
Energy economics
101
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
Saved in:
7
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:
8
What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal
;
Selmi, Refk
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
Saved in:
9
Impacts of oil implied volatility shocks on stock implied volatility in China : Empirical evidence from a quantile regression approach
Xiao, Jihong
;
Hu, Chunyang
;
Ouyang, Guangda
;
Wen, Fenghua
- In:
Energy economics
80
(
2019
),
pp. 297-309
Persistent link: https://www.econbiz.de/10012172448
Saved in:
10
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
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