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~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"OPEC energy review"
~person:"Demirer, Rıza"
~person:"Lu, Xinjie"
~person:"Ma, Feng"
~person:"Malik, Farooq"
~person:"Nguyen, Duc Khuong"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Jiqian"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Oil 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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Volatility
104
Volatilität
104
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55
Forecasting model
44
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Demirer, Rıza
Lu, Xinjie
Ma, Feng
Malik, Farooq
Nguyen, Duc Khuong
Tiwari, Aviral Kumar
Wang, Jiqian
Wang, Yudong
Yin, Libo
Yoon, Seong-min
Hammoudeh, Shawkat
19
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18
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14
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11
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8
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7
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7
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6
Do, Hung Xuan
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Salisu, Afees A.
6
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5
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5
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5
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5
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Energy economics
Financial innovation : FIN
International journal of forecasting
International review of economics & finance : IREF
OPEC energy review
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20
Finance research letters
15
International review of financial analysis
14
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10
Economic modelling
9
The North American journal of economics and finance : a journal of financial economics studies
8
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7
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6
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6
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ECONIS (ZBW)
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11
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
12
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
13
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
14
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad
;
Roubaud, David
;
Tiwari, Aviral Kumar
- In:
Energy economics
109
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
Saved in:
15
Oil and renewable energy stock markets : unique role of extreme shocks
Xi, Yue
;
Zeng, Qing
;
Lu, Xinjie
;
Toan Luu Duc Huynh
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283941
Saved in:
16
Quantile risk spillovers between energy and agricultural commodity markets : evidence from pre and during COVID-19 outbreak
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
113
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013540565
Saved in:
17
Oil price shocks and cost of capital : does market liquidity play a role?
Prodromou, Tina
;
Demirer, Rıza
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013540690
Saved in:
18
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:
19
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
20
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
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