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~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Spillover effect
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Time series analysis
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Volatility
27
Volatilität
27
Oil price
17
ARCH model
15
ARCH-Modell
15
Commodity derivative
10
Rohstoffderivat
10
Welt
9
World
9
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6
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Prognoseverfahren
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Multivariate Verteilung
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Spillover-Effekt
5
Credit derivative
4
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Portfolio selection
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Zeitreihenanalyse
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Risikomaß
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Risk
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Aufsatz in Zeitschrift
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23
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23
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Chang, Chia-Lin
Hammoudeh, Shawkat
Huang, Dengshi
Ma, Feng
24
Tiwari, Aviral Kumar
17
Bouri, Elie
14
Gupta, Rangan
13
Wei, Yu
13
Wang, Yudong
11
Ji, Qiang
10
Kang, Sang Hoon
9
Wen, Fenghua
9
Yoon, Seong-min
9
Liang, Chao
8
Shahzad, Syed Jawad Hussain
8
Demirer, Rıza
7
Li, Xiafei
7
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Salisu, Afees A.
7
Uddin, Mohammed Gazi Salah
7
Zhang, Yaojie
7
Dai, Zhifeng
6
Gong, Xu
6
Nguyen, Duc Khuong
6
Yin, Libo
6
Dutta, Anupam
5
Filis, George
5
Hasanov, Akram Shavkatovich
5
Lau, Chi Keung
5
Lucey, Brian M.
5
Naeem, Muhammad Abubakr
5
Roubaud, David
5
Sitara Karim
5
Wohar, Mark E.
5
Do, Hung Xuan
4
Gozgor, Giray
4
Klein, Tony
4
Lee, Chien-chiang
4
Liu, Bing-Yue
4
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Energy economics
International journal of finance & economics : IJFE
Quantitative finance
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
4
Journal of international financial markets, institutions & money
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Economic modelling
2
Energy policy
2
Pacific-Basin finance journal
2
The world economy : the leading journal on international economic relations
2
China finance review international
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
Journal of banking & finance
1
Journal of commodity markets
1
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1
Journal of multinational financial management
1
Research in international business and finance
1
Risks : open access journal
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The Korean economic review
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
23
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
3
Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh
;
Tiwari, Aviral Kumar
;
Kablan, …
- In:
Energy economics
101
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
Saved in:
4
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
5
What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal
;
Selmi, Refk
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
Saved in:
6
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
7
Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
83
(
2019
),
pp. 445-466
Persistent link: https://www.econbiz.de/10012176162
Saved in:
8
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
9
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
10
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Saved in:
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