//--> //--> //--> //-->
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:"Filis, George"
~person:"Huang, Dengshi"
~person:"Mensi, Walid"
~subject:"Contagion effect"
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Oil price"
~subject:"Share price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Volatilität"
~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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Contagion effect
Estimation
Markov-Kette
Oil price
Share price
Stock market
Time series analysis
Volatility
Volatilität
Ölpreis
ARCH model
9
ARCH-Modell
9
Commodity derivative
6
Rohstoffderivat
6
Spillover effect
6
Spillover-Effekt
6
Welt
6
World
6
Forecasting model
4
Prognoseverfahren
4
Aktienmarkt
3
Erdöl
3
Hedging
3
Multivariate Verteilung
3
Multivariate distribution
3
Oil market
3
Oil prices
3
Petroleum
3
Portfolio selection
3
Portfolio-Management
3
Ölmarkt
3
Brent crude oil
2
Börsenkurs
2
Copula
2
Devisenmarkt
2
Forecast
2
Foreign exchange market
2
OPEC countries
2
OPEC-Staaten
2
Prognose
2
Structural break
2
Structural breaks
2
Strukturbruch
2
Volatility forecasting
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
16
Language
All
English
16
Author
All
Filis, George
Huang, Dengshi
Mensi, Walid
Ma, Feng
21
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Bouri, Elie
14
Wang, Yudong
14
Gupta, Rangan
12
Ji, Qiang
11
Demirer, Rıza
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Lin, Boqiang
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Liang, Chao
6
Lucey, Brian M.
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Gong, Xu
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
Chang, Chia-Lin
4
Dutta, Anupam
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
International review of financial analysis
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Finance research letters
5
Journal of international financial markets, institutions & money
4
The energy journal
4
Borsa Istanbul Review
3
Economic modelling
3
Financial innovation : FIN
3
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Journal of emerging market finance
2
Applied financial economics
1
Australian economic papers
1
China finance review international
1
Economics letters
1
Emerging markets review
1
Global finance journal
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of risk
1
Research in international business and finance
1
Studies in economics and finance
1
The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
11
-
16
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
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
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:
15
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:
16
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:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->