//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Spillover effect
Stock market
Time series analysis
Ölmarkt
Ölpreis
Volatility
25
Volatilität
25
Oil price
16
ARCH model
14
ARCH-Modell
14
Commodity derivative
9
Rohstoffderivat
9
Welt
9
World
9
Capital income
6
Kapitaleinkommen
6
Multivariate Verteilung
5
Multivariate distribution
5
Oil market
5
Spillover-Effekt
5
Aktienmarkt
4
Credit derivative
4
Forecasting model
4
Hedging
4
Kreditderivat
4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
4
Zeitreihenanalyse
4
Börsenkurs
3
Commodity price
3
Risikomaß
3
Risk
3
Risk measure
3
Rohstoffpreis
3
Share price
3
Commodity market
2
Commodity markets
2
Devisenmarkt
2
Energiemarkt
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
21
Language
All
English
21
Author
All
Chang, Chia-Lin
Hammoudeh, Shawkat
Huang, Dengshi
Ma, Feng
17
Tiwari, Aviral Kumar
15
Bouri, Elie
12
Wang, Yudong
11
Gupta, Rangan
10
Ji, Qiang
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Mensi, Walid
7
Sadorsky, Perry A.
7
Uddin, Mohammed Gazi Salah
7
Dai, Zhifeng
6
Demirer, Rıza
6
Lin, Boqiang
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Nguyen, Duc Khuong
5
Roubaud, David
5
Wohar, Mark E.
5
Yin, Libo
5
Do, Hung Xuan
4
Dutta, Anupam
4
Klein, Tony
4
Lau, Chi Keung
4
Li, Xiafei
4
Liang, Chao
4
Liu, Bing-Yue
4
Lu, Xinjie
4
Lucey, Brian M.
4
Luo, Jiawen
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
4
more ...
less ...
Published in...
All
Energy economics
Quantitative finance
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
4
Journal of international financial markets, institutions & money
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Economic modelling
2
Energy policy
2
International journal of finance & economics : IJFE
2
Pacific-Basin finance journal
2
The world economy : the leading journal on international economic relations
2
China finance review international
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of econometrics
1
Journal of multinational financial management
1
Research in international business and finance
1
Risks : open access journal
1
The Korean economic review
1
The energy journal
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
11
-
20
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Saved in:
12
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
13
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
14
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
15
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
16
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
17
Measuring contagion between energy market and stock market during financial crisis : a copula approach
Wen, Xiaoqian
;
Wei, Yu
;
Huang, Dengshi
- In:
Energy economics
34
(
2012
)
5
,
pp. 1435-1446
Persistent link: https://www.econbiz.de/10009688078
Saved in:
18
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
19
Forecasting crude oil market volatility : further evidence using GARCH-class models
Wei, Yu
;
Wang, Yudong
;
Huang, Dengshi
- In:
Energy economics
32
(
2010
)
6
,
pp. 1485-1498
Persistent link: https://www.econbiz.de/10008935972
Saved in:
20
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->