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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kang, Sang Hoon"
~person:"Zhang, Yue-jun"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Schätzung
Theorie
Welt
ARCH model
6
ARCH-Modell
6
Oil price
4
Spillover effect
4
Spillover-Effekt
4
Volatility
4
Volatilität
4
World
4
Ölpreis
4
Estimation
2
Oil market
2
Risiko
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2
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1
CAR-ARCHE model
1
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1
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Commodity derivative
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Crude oil price forecasting
1
Directional and net spillover index
1
Dynamic spillover
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EEMD
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EVaR
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Financial crisis
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Finanzkrise
1
Forecast
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Forecasting model
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GARCH
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Kausalanalyse
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LSSVM
1
Markov chain
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Markov switching
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Markov-Kette
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Multivariate DECO-GARCH model
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Kang, Sang Hoon
Zhang, Yue-jun
Ma, Feng
7
Bouri, Elie
6
Francq, Christian
5
Hammoudeh, Shawkat
5
Wei, Yu
5
Yoon, Seong-min
5
Zakoïan, Jean-Michel
5
Laurent, Sébastien
4
Paolella, Marc S.
4
Bollerslev, Tim
3
Chevallier, Julien
3
Gong, Xu
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Ji, Qiang
3
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3
Kim, Donggyu
3
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3
Rombouts, Jeroen V. K.
3
Sadorsky, Perry A.
3
Tiwari, Aviral Kumar
3
Uddin, Mohammed Gazi Salah
3
Wang, Yudong
3
Zhang, Yaojie
3
Balcilar, Mehmet
2
Barigozzi, Matteo
2
Batten, Jonathan A.
2
Baum, Christopher F.
2
Blasques, F.
2
Chang, Kuang-liang
2
Cifarelli, Giulio
2
Dimpfl, Thomas
2
Duan, Jin-Chuan
2
Dutta, Anupam
2
Fan, Ying
2
Filis, George
2
Gasbarro, Dominic
2
Gonçalves, Sílvia
2
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Energy economics
Journal of econometrics
Journal of economic dynamics & control
The North American journal of economics and finance : a journal of financial economics studies
4
Department of Economics working paper series
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
Global finance journal
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Pacific-Basin finance journal
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The Korean economic review
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ECONIS (ZBW)
6
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1
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
2
How to effectively estimate the time-varying risk spillover between crude oil and stock markets? : Evidence from the expectile perspective
Zhang, Yue-jun
;
Ma, Shu-Jiao
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183423
Saved in:
3
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
4
A novel hybrid method for crude oil price forecasting
Zhang, Jin-Liang
;
Zhang, Yue-jun
;
Zhang, Lu
- In:
Energy economics
49
(
2015
),
pp. 649-659
Persistent link: https://www.econbiz.de/10011537246
Saved in:
5
Forecasting volatility of crude oil markets
Kang, Sang Hoon
;
Kang, Sang-mok
;
Yoon, Seong-min
- In:
Energy economics
31
(
2009
)
1
,
pp. 119-125
Persistent link: https://www.econbiz.de/10003803810
Saved in:
6
Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach
Fan, Ying
;
Zhang, Yue-jun
;
Tsai, Hsien-tang
;
Wei, Yi-Ming
- In:
Energy economics
30
(
2008
)
6
,
pp. 3156-3171
Persistent link: https://www.econbiz.de/10003777034
Saved in:
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