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~isPartOf:"Energy economics"
~isPartOf:"Energy policy"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~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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Search: subject_exact:"Volatility"
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Estimation
Spillover effect
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Time series analysis
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Volatility
27
Volatilität
27
Oil price
18
ARCH model
14
ARCH-Modell
14
Commodity derivative
9
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9
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9
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9
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Aufsatz in Zeitschrift
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Chang, Chia-Lin
Hammoudeh, Shawkat
Huang, Dengshi
Ma, Feng
18
Tiwari, Aviral Kumar
15
Bouri, Elie
13
Wang, Yudong
11
Gupta, Rangan
10
Ji, Qiang
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Mensi, Walid
7
Sadorsky, Perry A.
7
Uddin, Mohammed Gazi Salah
7
Dai, Zhifeng
6
Demirer, Rıza
6
Lin, Boqiang
6
Nguyen, Duc Khuong
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lucey, Brian M.
5
Naeem, Muhammad Abubakr
5
Roubaud, David
5
Sitara Karim
5
Wohar, Mark E.
5
Yin, Libo
5
Arouri, Mohamed
4
Do, Hung Xuan
4
Dutta, Anupam
4
Klein, Tony
4
Lau, Chi Keung
4
Lee, Chien-chiang
4
Li, Xiafei
4
Liang, Chao
4
Liu, Bing-Yue
4
Lu, Xinjie
4
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Energy economics
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International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
4
Journal of international financial markets, institutions & money
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
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Pacific-Basin finance journal
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ECONIS (ZBW)
23
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21
Forecasting crude oil market volatility : further evidence using GARCH-class models
Wei, Yu
;
Wang, Yudong
;
Huang, Dengshi
- In:
Energy economics
32
(
2010
)
6
,
pp. 1485-1498
Persistent link: https://www.econbiz.de/10008935972
Saved in:
22
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
23
Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat
;
Yuan, Yuan
- In:
Energy economics
30
(
2008
)
2
,
pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
Saved in:
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