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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Do, Hung Xuan"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~person:"Nguyen, Duc Khuong"
~subject:"Estimation"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
34
Oil price
21
ARCH model
18
ARCH-Modell
18
Welt
12
World
12
Commodity derivative
11
Rohstoffderivat
11
Capital income
8
Kapitaleinkommen
8
Oil market
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Ölmarkt
8
Spillover effect
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Spillover-Effekt
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Forecasting model
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Multivariate Verteilung
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Multivariate distribution
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Kreditderivat
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Aufsatz in Zeitschrift
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34
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English
34
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Chang, Chia-Lin
Do, Hung Xuan
Hammoudeh, Shawkat
Huang, Dengshi
Nguyen, Duc Khuong
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
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
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
Hasanov, Akram Shavkatovich
5
Liu, Bing-Yue
5
Liu, Li
5
Naeem, Muhammad Abubakr
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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International review of economics & finance : IREF
12
The North American journal of economics and finance : a journal of financial economics studies
11
International review of financial analysis
9
Journal of international financial markets, institutions & money
8
Applied economics
6
Economic modelling
3
Energy policy
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Journal of econometrics
3
Pacific-Basin finance journal
3
Finance research letters
2
Journal of commodity markets
2
Research in international business and finance
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
Advances in Pacific Basin business, economics, and finance
1
American journal of finance and accounting
1
Annals of financial economics
1
Australian journal of management
1
China finance review international
1
Economics letters
1
Economie & prévision : EP
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of financial stability
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
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Revue Gestion 2000 : management & prospective
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Risks : open access journal
1
The Korean economic review
1
The North American journal of economics and finance : a journal of theory and practice
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1
Volatility spillovers and carbon price in the Nordic wholesale electricity markets
Lyu, Chenyan
;
Do, Hung Xuan
;
Nepal, Rabindra
;
Jamasb, Tooraj
- In:
Energy economics
134
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015047008
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
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:
4
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies : evidence from China
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Do, Hung Xuan
- In:
Energy economics
112
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013350765
Saved in:
5
Green bonds and implied volatilities : dynamic causality, spillovers, and implications for portfolio management
Pham, Linh
;
Do, Hung Xuan
- In:
Energy economics
112
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013350802
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
When Pep comes calling, the oil market answers : the effect of football player transfer movements on abnormal fluctuations in oil price futures
Do, Hung Xuan
;
Nguyen, Quan M. P.
;
Nepal, Rabindra
; …
- In:
Energy economics
100
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012990255
Saved in:
8
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Energy economics
86
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012511747
Saved in:
9
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:
10
Electricity market integration, decarbonisation and security of supply : dynamic volatility connectedness in the Irish and Great Britain markets
Do, Hung Xuan
;
Nepal, Rabindra
;
Jamasb, Tooraj
- In:
Energy economics
92
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012519644
Saved in:
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