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~isPartOf:"Energy economics"
~person:"Gupta, Rangan"
~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
20
Volatilität
20
Oil market
7
Ölmarkt
7
ARCH model
6
ARCH-Modell
6
Aktienmarkt
6
Börsenkurs
6
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6
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6
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6
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6
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3
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2
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Aufsatz in Zeitschrift
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18
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English
18
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Gupta, Rangan
Wen, Fenghua
Ma, Feng
18
Hammoudeh, Shawkat
14
Tiwari, Aviral Kumar
13
Bouri, Elie
12
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
Gong, Xu
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
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
8
International review of economics & finance : IREF
6
Applied economics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
International journal of finance & economics : IJFE
4
Economics letters
3
Emerging markets, finance and trade : EMFT
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of forecasting
3
Research in international business and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Defence and peace economics
2
Economia internazionale
2
Economic modelling
2
Economics and Business Letters : EBL
2
Financial innovation : FIN
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
Applied financial economics
1
Atlantic economic journal : AEJ
1
Economic systems
1
Economics, management and financial markets
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
1
Journal of applied economics
1
Journal of behavioral and experimental finance
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Journal of central banking theory and practice
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ECONIS (ZBW)
18
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18
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1
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
9
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
10
Price and volatility linkages between international REITs and oil markets
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Gormus, Alper
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516750
Saved in:
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