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~isPartOf:"Energy economics"
~person:"Gong, Xu"
~person:"Wen, Fenghua"
~subject:"Commodity derivative"
~subject:"Erdöl"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Commodity derivative
Erdöl
Estimation
Oil price
Stock market
Time series analysis
Ölpreis
Volatility
12
Volatilität
12
ARCH model
7
ARCH-Modell
7
China
7
Aktienmarkt
5
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5
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5
Ölmarkt
5
Rohstoffderivat
4
Spillover effect
4
Spillover-Effekt
4
Welt
4
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4
Börsenkurs
3
Forecasting model
3
Prognoseverfahren
3
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3
Volatility forecasting
3
Capital income
2
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Oil price uncertainty
2
Quantile regression
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Realized volatility
2
Regression analysis
2
Regressionsanalyse
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Risiko
2
Risk
2
Schätzung
2
Theorie
2
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2
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Aufsatz in Zeitschrift
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12
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Gong, Xu
Wen, Fenghua
Ma, Feng
18
Hammoudeh, Shawkat
14
Tiwari, Aviral Kumar
13
Bouri, Elie
12
Gupta, Rangan
10
Wang, Yudong
10
Ji, Qiang
9
Kang, Sang Hoon
8
Wei, Yu
8
Yoon, Seong-min
8
Demirer, Rıza
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Uddin, Mohammed Gazi Salah
7
Dai, Zhifeng
6
Lin, Boqiang
6
Zhang, Yaojie
6
Filis, George
5
Hasanov, Akram Shavkatovich
5
Nguyen, Duc Khuong
5
Roubaud, David
5
Wohar, Mark E.
5
Yin, Libo
5
Chevallier, Julien
4
Do, Hung Xuan
4
Dutta, Anupam
4
Klein, Tony
4
Li, Xiafei
4
Liu, Bing-Yue
4
Lu, Xinjie
4
Luo, Jiawen
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Manera, Matteo
4
Naeem, Muhammad Abubakr
4
Salisu, Afees A.
4
Serletis, Apostolos
4
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Energy economics
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2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
International review of economics & finance : IREF
1
Journal of commodity markets
1
Journal of commodity markets : JCM
1
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ECONIS (ZBW)
12
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1
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:
2
The evolution of day-of-the-week and the implications in crude oil market
Lin, Wenhui
;
Zhu, Qi
;
Wen, Fenghua
;
Normaziah Mohd Nor
- In:
Energy economics
106
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013202138
Saved in:
3
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin
;
Wen, Fenghua
;
Li, Wanyang
;
Yin, Hua
;
Zhao, Lili
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
Saved in:
4
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach
Wen, Fenghua
;
Liu, Zhen
;
Dai, Zhifeng
;
He, Shaoyi
;
Liu, …
- In:
Energy economics
109
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013283776
Saved in:
5
Oil price uncertainty and stock price crash risk : evidence from China
Xiao, Jihong
;
Chen, Xian
;
Li, Yang
;
Wen, Fenghua
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350788
Saved in:
6
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong
;
Gong, Xu
- In:
Energy economics
87
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Saved in:
7
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Energy economics
83
(
2019
),
pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
Saved in:
8
Impacts of oil implied volatility shocks on stock implied volatility in China : Empirical evidence from a quantile regression approach
Xiao, Jihong
;
Hu, Chunyang
;
Ouyang, Guangda
;
Wen, Fenghua
- In:
Energy economics
80
(
2019
),
pp. 297-309
Persistent link: https://www.econbiz.de/10012172448
Saved in:
9
The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market
Gong, Xu
;
Lin, Boqiang
- In:
Energy economics
74
(
2018
),
pp. 370-386
Persistent link: https://www.econbiz.de/10011972865
Saved in:
10
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index
Xiao, Jihong
;
Zhou, Min
;
Wen, Fengming
;
Wen, Fenghua
- In:
Energy economics
74
(
2018
),
pp. 777-786
Persistent link: https://www.econbiz.de/10011972968
Saved in:
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