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~isPartOf:"Energy economics"
~isPartOf:"The journal of the Korean economy"
~person:"Gong, Xu"
~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Wohar, Mark E."
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Commodity derivative"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Commodity derivative
Oil price
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Time series analysis
Volatilität
Ölpreis
Volatility
72
ARCH model
37
ARCH-Modell
37
Welt
26
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Volatility forecasting
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Gong, Xu
Ma, Feng
Tiwari, Aviral Kumar
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
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Demirer, Rıza
9
Wei, Yu
9
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
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8
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Roubaud, David
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Zhang, Yaojie
6
Filis, George
5
Hasanov, Akram Shavkatovich
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Liang, Chao
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Liu, Bing-Yue
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Lucey, Brian M.
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Nguyen, Duc Khuong
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Soytaş, Uǧur
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4
Dutta, Anupam
4
Huang, Dengshi
4
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4
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4
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Energy economics
The journal of the Korean economy
Applied economics
20
International review of economics & finance : IREF
18
Finance research letters
17
International review of financial analysis
15
The North American journal of economics and finance : a journal of financial economics studies
14
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
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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Journal of international financial markets, institutions & money
4
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3
Korea and the world economy
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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Dae oe gyeong je yeon gu
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ECONIS (ZBW)
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31
Does the U.S. economic policy uncertainty connect financial markets? : evidence from oil and commodity currencies
Albulescu, Claudiu Tiberiu
;
Demirer, Rıza
;
Raheem, …
- In:
Energy economics
83
(
2019
),
pp. 375-388
Persistent link: https://www.econbiz.de/10012175739
Saved in:
32
Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
83
(
2019
),
pp. 445-466
Persistent link: https://www.econbiz.de/10012176162
Saved in:
33
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
34
The importance of oil assets for portfolio optimization : the analysis of firm level stocks
Sarwar, Suleman
;
Shahbaz, Muhammad
;
Anwar, Awais
; …
- In:
Energy economics
78
(
2019
),
pp. 217-234
Persistent link: https://www.econbiz.de/10012159934
Saved in:
35
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
36
Impact of oil price change on airline's stock price and volatility : evidence from China and South Korea
Yun, Xiao
;
Yoon, Seong-min
- In:
Energy economics
78
(
2019
),
pp. 668-679
Persistent link: https://www.econbiz.de/10012160057
Saved in:
37
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
38
Oil market uncertainty and international business cycle dynamics
Yin, Libo
;
Feng, Jiabao
- In:
Energy economics
81
(
2019
),
pp. 728-740
Persistent link: https://www.econbiz.de/10012172959
Saved in:
39
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
40
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
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