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~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of empirical finance"
~isPartOf:"OPEC energy review"
~person:"Lu, Xinjie"
~person:"Ma, Feng"
~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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Time series analysis
Ölpreis
Volatility
108
Volatilität
108
ARCH-Modell
56
Forecasting model
50
Prognoseverfahren
50
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44
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44
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31
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30
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30
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29
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28
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Volatility forecasting
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22
Spillover effect
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Spillover-Effekt
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Risk
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Zeitreihenanalyse
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Erdöl
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Forecast
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92
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Lu, Xinjie
Ma, Feng
Nguyen, Duc Khuong
Tiwari, Aviral Kumar
Wang, Jiqian
Wang, Yudong
Yin, Libo
Yoon, Seong-min
Hammoudeh, Shawkat
21
Gupta, Rangan
16
Wei, Yu
16
Kang, Sang Hoon
14
Ji, Qiang
13
Mensi, Walid
13
Bouri, Elie
12
Uddin, Mohammed Gazi Salah
11
Wen, Fenghua
11
Filis, George
10
Liang, Chao
10
Lin, Boqiang
9
Shahzad, Syed Jawad Hussain
9
Zhang, Yaojie
9
Brooks, Robert
8
Demirer, Rıza
8
Do, Hung Xuan
8
Huang, Dengshi
8
Degiannakis, Stavros
7
Floros, Christos
7
Liu, Jing
7
Malik, Farooq
7
Sadorsky, Perry A.
7
Wang, Lu
7
Xuan Vinh Vo
7
Zhang, Yue-jun
7
An, Haizhong
6
Dai, Zhifeng
6
Gong, Xu
6
Li, Yan
6
McAleer, Michael
6
Salisu, Afees A.
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Energy economics
Financial innovation : FIN
International review of economics & finance : IREF
International review of financial analysis
Journal of empirical finance
OPEC energy review
Applied economics
20
Finance research letters
15
Economic modelling
9
Journal of forecasting
8
International journal of finance & economics : IJFE
6
International journal of forecasting
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
Applied economics letters
4
Korea and the world economy
3
Pacific-Basin finance journal
3
The Korean economic review
3
China finance review international
2
Contributions to Management Science
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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2
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2
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81
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
82
Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Pan, Zhiyuan
;
Wang, Yudong
;
Li, Yang
- In:
Energy economics
46
(
2014
),
pp. 472-484
Persistent link: https://www.econbiz.de/10011298957
Saved in:
83
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
84
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
85
The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework
Tiwari, Aviral Kumar
;
Mutascu, Mihai
;
Albulescu, …
- In:
Energy economics
40
(
2013
),
pp. 714-733
Persistent link: https://www.econbiz.de/10010354948
Saved in:
86
Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
87
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
Saved in:
88
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
89
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Saved in:
90
Is WTI crude oil market becoming weakly efficient over time? : new evidence from multiscale analysis based on detrended fluctuation analysis
Wang, Yudong
;
Liu, Li
- In:
Energy economics
32
(
2010
)
5
,
pp. 987-992
Persistent link: https://www.econbiz.de/10008934354
Saved in:
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