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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Chevallier, Julien"
~person:"Hammoudeh, Shawkat"
~person:"Hasanov, Akram Shavkatovich"
~person:"Huang, Dengshi"
~source:"econis"
~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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Estimation
Spillover effect
Stock market
Time series analysis
Volatilität
Ölmarkt
Ölpreis
Volatility
36
ARCH model
21
ARCH-Modell
21
Oil price
21
Commodity derivative
15
Rohstoffderivat
15
Welt
11
World
11
Forecasting model
8
Oil market
8
Prognoseverfahren
8
Capital income
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Kapitaleinkommen
7
Erdöl
6
Petroleum
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Spillover-Effekt
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Zeitreihenanalyse
6
Aktienmarkt
5
Börsenkurs
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Crude oil
5
Multivariate Verteilung
5
Multivariate distribution
5
Natural gas
5
Share price
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Volatility forecasting
5
Credit derivative
4
Erdgas
4
Hedging
4
Kreditderivat
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Portfolio selection
4
Portfolio-Management
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Risk
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4
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Aufsatz in Zeitschrift
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36
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36
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Chang, Chia-Lin
Chevallier, Julien
Hammoudeh, Shawkat
Hasanov, Akram Shavkatovich
Huang, Dengshi
Ma, Feng
21
Tiwari, Aviral Kumar
20
Bouri, Elie
14
Wang, Yudong
14
Gupta, Rangan
13
Ji, Qiang
11
Uddin, Mohammed Gazi Salah
10
Wei, Yu
10
Demirer, Rıza
9
Kang, Sang Hoon
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Gong, Xu
6
Liang, Chao
6
Lucey, Brian M.
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Dutta, Anupam
5
Filis, George
5
Liu, Bing-Yue
5
Liu, Li
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Jiqian
5
Wang, Shouyang
5
Yin, Libo
5
Abakah, Emmanuel Joel Aikins
4
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
10
International review of financial analysis
8
Research in international business and finance
6
Applied economics
5
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 econometrics
3
Pacific-Basin finance journal
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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 banking & finance
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
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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)
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1
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
2
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:
3
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:
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
Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries
Tanin, Tauhidul Islam
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
115
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013541821
Saved in:
6
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:
7
Forecasting volatility in the petroleum futures markets : a re-examination and extension
Hasanov, Akram Shavkatovich
;
Shaiban, Mohammed Sharaf
; …
- In:
Energy economics
86
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012511802
Saved in:
8
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:
9
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:
10
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
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