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~isPartOf:"Energy economics"
~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
~person:"Bouri, Elie"
~person:"Zeng, Yan"
~subject:"Capital income"
~subject:"Euro area"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Capital income
Euro area
Kapitaleinkommen
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Volatilität
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17
Portfolio-Management
16
Theorie
13
Theory
13
Welt
12
World
12
Oil price
11
ARCH model
8
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8
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8
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32
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Bouri, Elie
Zeng, Yan
Hammoudeh, Shawkat
39
Wang, Yudong
27
Tiwari, Aviral Kumar
26
Gupta, Rangan
25
Ma, Feng
22
Narayan, Paresh Kumar
21
Titman, Sheridan
19
Wang, Shouyang
18
Sadorsky, Perry A.
17
Ji, Qiang
16
Kang, Sang Hoon
16
Liang, Zongxia
16
Demirer, Rıza
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Young, Virginia R.
15
Wen, Fenghua
14
Bekaert, Geert
13
Lee, Chien-chiang
13
Fan, Ying
12
Lakonishok, Josef
12
Nguyen, Duc Khuong
12
Reboredo, Juan Carlos
12
Shahzad, Syed Jawad Hussain
12
Uddin, Mohammed Gazi Salah
12
Filis, George
11
Li, Zhongfei
11
Manera, Matteo
11
Wohar, Mark E.
11
Wu, Chongfeng
11
Yoon, Seong-min
11
Dai, Zhifeng
10
Dinh Hoang Bach Phan
10
Do, Hung Xuan
10
Lucey, Brian M.
10
Mensi, Walid
10
Mignon, Valérie
10
Ratti, Ronald A.
10
Smyth, Russell
10
Wei, K. C. John
10
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Energy economics
Finance and stochastics
Insurance / Mathematics & economics
Journal of international money and finance
Pacific-Basin finance journal
The journal of finance : the journal of the American Finance Association
The review of financial studies
Finance research letters
21
International review of financial analysis
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International review of economics & finance : IREF
7
Economic modelling
6
Applied economics
4
Financial innovation : FIN
4
The North American journal of economics and finance : a journal of financial economics studies
4
Defence and peace economics
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
Computational economics
2
Economic research
2
Emerging markets review
2
Journal of forecasting
2
The quarterly review of economics and finance
2
Astin bulletin : the journal of the International Actuarial Association
1
Borsa Istanbul Review
1
Economia politica : journal of analytical and institutional economics
1
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1
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1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of multinational financial management
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Journal of risk
1
Journal of risk and financial management : JRFM
1
OPEC energy review
1
OR spectrum : quantitative approaches in management
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Review of economic and business studies
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ECONIS (ZBW)
32
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1
Co-Bubble transmission across clean and dirty cryptocurrencies : network and portfolio analysis
Chen, Yan
;
Zhang, Lei
;
Bouri, Elie
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014551411
Saved in:
2
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
3
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
4
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
5
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
6
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
7
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Yousaf, Imran
;
Hunjra, Ahmed Imran
;
Alshater, Muneer Maher
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014463516
Saved in:
8
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
9
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
10
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
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