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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Gong, Xu"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~person:"Lucey, Brian M."
~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
37
Oil price
24
ARCH model
19
ARCH-Modell
19
Welt
15
World
15
Commodity derivative
12
Rohstoffderivat
12
Spillover-Effekt
10
Oil market
8
Forecasting model
7
Prognoseverfahren
7
Capital income
6
Kapitaleinkommen
6
Aktienmarkt
5
Multivariate Verteilung
5
Multivariate distribution
5
Risk
5
Volatility forecasting
5
Hedging
4
Kreditderivat
4
Portfolio selection
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Portfolio-Management
4
Risikomaß
4
Risk measure
4
Theorie
4
Theory
4
Zeitreihenanalyse
4
Börsenkurs
3
Commodity price
3
Crude oil
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Energiemarkt
3
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Aufsatz in Zeitschrift
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37
Conference paper
1
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1
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English
37
Author
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Chang, Chia-Lin
Gong, Xu
Hammoudeh, Shawkat
Huang, Dengshi
Lucey, Brian M.
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
Chevallier, Julien
6
Liang, Chao
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
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
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
13
International review of economics & finance : IREF
12
Finance research letters
11
International review of financial analysis
9
Journal of international financial markets, institutions & money
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
4
International journal of finance & economics : IJFE
4
Economic modelling
3
Economics letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of commodity markets
3
Journal of econometrics
3
Pacific-Basin finance journal
3
Applied economics letters
2
Emerging markets review
2
Energy policy
2
Research in international business and finance
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
The world economy : the leading journal on international economic relations
2
Annals of financial economics
1
China finance review international
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International Journal of Financial Studies : open access journal
1
Journal of banking & finance
1
Journal of commodity markets : JCM
1
Journal of economic behavior & organization : JEBO
1
Journal of financial stability
1
Journal of management science and engineering
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Resources policy
1
Risks : open access journal
1
The Korean economic review
1
The North American journal of economics and finance : a journal of theory and practice
1
The energy journal
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
37
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1
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
Saved in:
2
Physical climate risk attention and dynamic volatility connectedness among new energy stocks
Gong, Xu
;
Liao, Qin
- In:
Energy economics
136
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015046915
Saved in:
3
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
4
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:
5
Do green energy markets catch cold when conventional energy markets sneeze?
Rao, Amar
;
Lucey, Brian M.
;
Kumar, Satish
;
Lim, Weng Marc
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488315
Saved in:
6
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
7
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:
8
Risk connectedness between energy and stock markets : evidence from oil importing and exporting countries
Benlagha, Noureddine
;
Sitara Karim
;
Naeem, Muhammad Abubakr
- In:
Energy economics
115
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013541783
Saved in:
9
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:
10
How do dynamic responses of exchange rates to oil price shocks co-move? : from a time-varying perspective
Huang, Shupei
;
An, Haizhong
;
Lucey, Brian M.
- In:
Energy economics
86
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512194
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