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~isPartOf:"Energy economics"
~isPartOf:"The journal of the Korean economy"
~person:"Do, Hung Xuan"
~person:"Gong, Xu"
~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Wang, Yudong"
~person:"Wohar, Mark E."
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Commodity derivative"
~subject:"Oil price"
~subject:"Rohstoffderivat"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Commodity derivative
Oil price
Rohstoffderivat
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
86
ARCH model
42
ARCH-Modell
42
Welt
34
World
34
Forecasting model
25
Prognoseverfahren
25
Börsenkurs
21
Share price
21
Oil market
20
Aktienmarkt
19
Ölmarkt
19
Estimation
18
Schätzung
18
Spillover effect
18
Spillover-Effekt
18
Capital income
15
Kapitaleinkommen
15
Volatility forecasting
15
Risiko
13
Risk
13
Zeitreihenanalyse
12
Erdöl
11
Petroleum
11
Multivariate Verteilung
9
Multivariate distribution
9
Crude oil
8
Exchange rate
8
Theorie
8
Theory
8
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8
China
7
Forecast
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86
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Do, Hung Xuan
Gong, Xu
Ma, Feng
Tiwari, Aviral Kumar
Uddin, Mohammed Gazi Salah
Wang, Yudong
Wohar, Mark E.
Yin, Libo
Yoon, Seong-min
Hammoudeh, Shawkat
18
Bouri, Elie
13
Gupta, Rangan
12
Ji, Qiang
11
Kang, Sang Hoon
11
Demirer, Rıza
9
Wei, Yu
9
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Dai, Zhifeng
6
Roubaud, David
6
Zhang, Yaojie
6
Filis, George
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Liu, Bing-Yue
5
Lucey, Brian M.
5
Nguyen, Duc Khuong
5
Soytaş, Uǧur
5
Batten, Jonathan A.
4
Chang, Chia-Lin
4
Dutta, Anupam
4
Huang, Dengshi
4
Klein, Tony
4
Lau, Chi Keung
4
Li, Xiafei
4
Liu, Li
4
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Energy economics
The journal of the Korean economy
International review of economics & finance : IREF
21
International review of financial analysis
21
Applied economics
20
Finance research letters
17
The North American journal of economics and finance : a journal of financial economics studies
16
Economic modelling
12
International journal of finance & economics : IJFE
11
Journal of forecasting
10
Research in international business and finance
8
Applied economics letters
6
International journal of forecasting
6
The European journal of finance
5
Economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Journal of management science and engineering
3
Korea and the world economy
3
Pacific-Basin finance journal
3
The Korean economic review
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
CAMA Working Paper
2
China finance review international
2
Dae oe gyeong je yeon gu
2
Department of Economics working paper series
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
Journal of economics and finance
2
Journal of financial stability
2
Journal of international money and finance
2
Quantitative finance
2
Technological forecasting & social change : an international journal
2
Working paper series
2
Working papers / ADB Institute
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1
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ECONIS (ZBW)
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1
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:
2
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
3
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
4
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
5
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:
6
Oil implied volatility and expected stock returns along the worldwide supply chain
Li, Chenchen
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
114
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
Saved in:
7
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
8
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
9
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Zhong, Juandan
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
Saved in:
10
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
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