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~isPartOf:"Energy economics"
~person:"Demirer, Rıza"
~person:"Härdle, Wolfgang"
~person:"Yoon, Seong-min"
~subject:"Germany"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"World"
~subject:"Ölpreis"
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Volatility
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Demirer, Rıza
Härdle, Wolfgang
Yoon, Seong-min
Ma, Feng
20
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16
Tiwari, Aviral Kumar
16
Bouri, Elie
12
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Energy economics
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17
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1
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
2
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
3
Oil price shocks and cost of capital : does market liquidity play a role?
Prodromou, Tina
;
Demirer, Rıza
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013540690
Saved in:
4
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
5
The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
Badshah, Ihsan Ullah
;
Demirer, Rıza
;
Suleman, Muhammad …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182796
Saved in:
6
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:
7
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:
8
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
9
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
10
Oil and stock market momentum
Chen, Chun-Da
;
Cheng, Chiao-Ming
;
Demirer, Rıza
- In:
Energy economics
68
(
2017
),
pp. 151-159
Persistent link: https://www.econbiz.de/10011905040
Saved in:
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