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~isPartOf:"Energy economics"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Hegerty, Scott W."
~person:"Xuan Vinh Vo"
~subject:"Spillover effect"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Spillover effect
Volatilität
Volatility
5
Capital income
4
Commodity derivative
4
Kapitaleinkommen
4
Oil price
4
Rohstoffderivat
4
Ölpreis
4
ARCH model
3
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3
Hedging
3
Spillover-Effekt
3
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2
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Chang, Chia-Lin
Hegerty, Scott W.
Xuan Vinh Vo
Tiwari, Aviral Kumar
22
Hammoudeh, Shawkat
20
Ma, Feng
20
Bouri, Elie
16
Ji, Qiang
15
Gupta, Rangan
13
Kang, Sang Hoon
13
Wang, Yudong
13
Uddin, Mohammed Gazi Salah
12
Shahzad, Syed Jawad Hussain
11
Yoon, Seong-min
11
Wei, Yu
10
Demirer, Rıza
9
Lucey, Brian M.
9
Roubaud, David
9
Wen, Fenghua
9
Lin, Boqiang
8
Mensi, Walid
8
Chevallier, Julien
7
Do, Hung Xuan
7
Sadorsky, Perry A.
7
Dai, Zhifeng
6
Filis, George
6
Liu, Bing-Yue
6
Naeem, Muhammad Abubakr
6
Wohar, Mark E.
6
Yin, Libo
6
Zhang, Yaojie
6
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5
Fan, Ying
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Liang, Chao
5
Nguyen, Duc Khuong
5
Sitara Karim
5
Soytaş, Uǧur
5
Umar, Muhammad
5
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5
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
16
International review of financial analysis
9
International review of economics & finance : IREF
6
Applied economics
5
Finance research letters
5
Journal of international financial markets, institutions & money
5
Applied economics quarterly
3
Financial innovation : FIN
3
Journal of econometrics
3
Pacific-Basin finance journal
3
Applied financial economics
2
Australian economic papers
2
Borsa Istanbul Review
2
Bulletin of applied economics
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Emerging markets review
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Empirica : journal of european economics
2
International journal of emerging markets
2
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Journal of economic development
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1
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Asia-Pacific journal of business administration
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1
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1
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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ECONIS (ZBW)
6
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1
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6
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6
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date (oldest first)
1
Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions
Ur Rehman, Mobeen
;
Xuan Vinh Vo
;
McIver, Ron
;
Kang, …
- In:
Energy economics
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013203096
Saved in:
2
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid
;
Al Rababa'a, Abdel Razzaq
;
Xuan Vinh Vo
; …
- In:
Energy economics
98
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
Saved in:
3
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
4
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
5
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:
6
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:
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