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~isPartOf:"Energy economics"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Bataa, Erdenebat"
~person:"Ewing, Bradley T."
~person:"Ho, Kin-Yip"
~person:"Lee, Chien-chiang"
~type:"article"
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Structural break
8
Strukturbruch
8
Volatility
7
Volatilität
7
Oil price
6
Ölpreis
6
ARCH model
5
ARCH-Modell
5
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Bataa, Erdenebat
Ewing, Bradley T.
Ho, Kin-Yip
Lee, Chien-chiang
Hammoudeh, Shawkat
8
Smyth, Russell
6
Narayan, Paresh Kumar
5
Apergēs, Nikolaos
4
Malik, Farooq
4
Mensi, Walid
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2
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Energy economics
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International review of economics & finance : IREF
Journal of economic dynamics & control
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3
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3
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ECONIS (ZBW)
11
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1
Volatility transmission between upstream and midstream energy sectors
Ewing, Bradley T.
;
Malik, Farooq
;
Payne, James E.
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1191-1199
Persistent link: https://www.econbiz.de/10014535085
Saved in:
2
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
3
Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 302-321
Persistent link: https://www.econbiz.de/10011791354
Saved in:
4
Modelling asymmetric volatility in oil prices under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Energy economics
63
(
2017
),
pp. 227-233
Persistent link: https://www.econbiz.de/10011757936
Saved in:
5
Is the recent low oil price attributable to the shale revolution?
Bataa, Erdenebat
;
Park, Cheolbeom
- In:
Energy economics
67
(
2017
),
pp. 72-82
Persistent link: https://www.econbiz.de/10011897869
Saved in:
6
Public information arrival and stock return volatility : evidence from news sentiment and Markov
Regime
-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
7
Changes in the global oil market
Bataa, Erdenebat
;
Izzeldin, Marwan
;
Osborn, Denise R.
- In:
Energy economics
56
(
2016
),
pp. 161-176
Persistent link: https://www.econbiz.de/10011664205
Saved in:
8
The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen
;
Lee, Chien-chiang
;
Zeng, Jhih-hong
- In:
Energy economics
43
(
2014
),
pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
Saved in:
9
Volatility transmission between gold and oil futures under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 113-121
Persistent link: https://www.econbiz.de/10009693332
Saved in:
10
Energy consumption and GDP revisited : a panel analysis of developed and developing countries
Lee, Chien-chiang
;
Chang, Chun-Ping
- In:
Energy economics
29
(
2007
)
6
,
pp. 1206-1223
Persistent link: https://www.econbiz.de/10003603145
Saved in:
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