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~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International review of economics & finance : IREF"
~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
Stock market
Time series analysis
Ölpreis
Volatility
91
Volatilität
91
ARCH-Modell
45
Forecasting model
38
Prognoseverfahren
38
Welt
35
World
35
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25
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25
Börsenkurs
24
Commodity derivative
24
Rohstoffderivat
24
Share price
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Aktienmarkt
23
Oil market
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Ölmarkt
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Capital income
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Kapitaleinkommen
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Volatility forecasting
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Spillover effect
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Spillover-Effekt
18
Zeitreihenanalyse
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Risiko
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Risk
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Erdöl
9
Petroleum
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8
Portfolio-Management
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Prognose
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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
19
Gupta, Rangan
17
Kang, Sang Hoon
14
Mensi, Walid
13
Wei, Yu
13
Bouri, Elie
12
Ji, Qiang
11
Uddin, Mohammed Gazi Salah
10
Wen, Fenghua
10
Demirer, Rıza
8
Liang, Chao
8
Dai, Zhifeng
7
Huang, Dengshi
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Wang, Lu
7
Zhang, Yaojie
7
Do, Hung Xuan
6
Filis, George
6
Lin, Boqiang
6
Malik, Farooq
6
McAleer, Michael
6
Salisu, Afees A.
6
Xiao, Jihong
6
Abakah, Emmanuel Joel Aikins
5
Brooks, Robert
5
Chang, Chia-Lin
5
Dutta, Anupam
5
Gabauer, David
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
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5
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Energy economics
Financial innovation : FIN
International review of economics & finance : IREF
OPEC energy review
Applied economics
20
Finance research letters
17
International review of financial analysis
14
Economic modelling
9
International journal of finance & economics : IJFE
8
Journal of forecasting
8
International journal of forecasting
7
The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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Applied economics letters
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Dae oe gyeong je yeon gu
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Economics letters
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61
Continuous wavelet transform and rolling correlation of European stock markets
Tiwari, Aviral Kumar
;
Mutascu, Mihai
;
Albulescu, …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 237-256
Persistent link: https://www.econbiz.de/10011625112
Saved in:
62
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
63
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Saved in:
64
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
65
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
66
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:
67
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:
68
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
69
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
70
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
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