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~isPartOf:"Energy economics"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Chevallier, Julien"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~person:"Ignatieva, Ekaterina"
~subject:"Credit derivative"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Credit derivative
Estimation
Spillover effect
Stock market
Time series analysis
Volatilität
Ölmarkt
Ölpreis
Volatility
38
Oil price
18
ARCH model
17
ARCH-Modell
17
Commodity derivative
14
Rohstoffderivat
14
Welt
11
World
11
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
Share price
7
Aktienmarkt
6
Forecasting model
6
Prognoseverfahren
6
Spillover-Effekt
6
Zeitreihenanalyse
6
Erdöl
5
Kreditderivat
5
Markov chain
5
Markov-Kette
5
Multivariate Verteilung
5
Multivariate distribution
5
Natural gas
5
Oil market
5
Petroleum
5
Energiemarkt
4
Energy market
4
Erdgas
4
Hedging
4
Portfolio selection
4
Portfolio-Management
4
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38
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Aufsatz in Zeitschrift
Article in journal
38
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English
38
Author
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Chang, Chia-Lin
Chevallier, Julien
Hammoudeh, Shawkat
Huang, Dengshi
Ignatieva, Ekaterina
Ma, Feng
22
Tiwari, Aviral Kumar
20
Bouri, Elie
15
Wang, Yudong
15
Gupta, Rangan
13
Ji, Qiang
11
Demirer, Rıza
10
Kang, Sang Hoon
10
Uddin, Mohammed Gazi Salah
10
Wei, Yu
10
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Zhang, Yaojie
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Liang, Chao
7
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Gong, Xu
6
Lee, Chien-chiang
6
Lucey, Brian M.
6
Roubaud, David
6
Wohar, Mark E.
6
Yin, Libo
6
Batten, Jonathan A.
5
Dutta, Anupam
5
Filis, George
5
Hasanov, Akram Shavkatovich
5
Liu, Bing-Yue
5
Liu, Li
5
Maitra, Debasish
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Jiqian
5
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Energy economics
Pacific-Basin finance journal
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
10
Applied economics
7
International review of financial analysis
7
Research in international business and finance
6
Economic modelling
5
Journal of international financial markets, institutions & money
5
Finance research letters
4
Applied economics letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of banking & finance
3
Journal of econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Economics letters
2
Energy policy
2
International journal of finance & economics : IJFE
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
The energy journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Annals of finance
1
Annals of financial economics
1
China finance review international
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International Journal of Financial Studies : open access journal
1
International review of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of forecasting
1
Managerial finance
1
Resource and energy economics
1
Review of financial economics : RFE
1
Risks : open access journal
1
The Korean economic review
1
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ECONIS (ZBW)
38
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1
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
2
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
3
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
4
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
5
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:
6
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
7
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:
8
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
9
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
10
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
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