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~isPartOf:"Energy economics"
~person:"Hu, Yang"
~person:"Kilian, Lutz"
~person:"Wang, Xunxiao"
~person:"Wei, Yu"
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Oil market
11
Ölmarkt
11
Oil price
9
Volatility
9
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9
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9
Welt
7
World
7
ARCH model
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1992-2009
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Hu, Yang
Kilian, Lutz
Wang, Xunxiao
Wei, Yu
Fan, Ying
8
Gupta, Rangan
8
Ji, Qiang
8
Hammoudeh, Shawkat
7
Kaufmann, Robert Kurt
6
Lee, Chien-chiang
6
Wang, Yudong
6
Wang, Shouyang
4
Yoon, Seong-min
4
Alvarez-Ramirez, Jose
3
Corbet, Shaen
3
Das, Sujit
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Demirer, Rıza
3
Hasanov, Akram Shavkatovich
3
Huntington, Hillard G.
3
Ma, Feng
3
Manera, Matteo
3
Salisu, Afees A.
3
Shaiban, Mohammed Sharaf
3
Wen, Fenghua
3
Yin, Libo
3
Zhang, Bing
3
Alvarez, Jesus
2
Balcilar, Mehmet
2
Bataa, Erdenebat
2
Batten, Jonathan A.
2
Bouri, Elie
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Cai, Yifei
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Cajueiro, Daniel Oliveira
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Chang, Chun Ping
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Chen, Chun-Da
2
Considine, Timothy James
2
Dai, Zhifeng
2
Do, Hung Xuan
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Energy economics
CESifo working papers
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Discussion paper / Centre for Economic Policy Research
9
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7
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The energy journal
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FRB of Dallas Working Paper
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Finance research letters
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International journal of finance & economics : IJFE
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Handbook of Economic Forecasting : volume 2, part A
1
International review of financial analysis
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ECONIS (ZBW)
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1
Understanding the estimation of oil demand and oil supply elasticities
Kilian, Lutz
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202405
Saved in:
2
Facts and fiction in oil market modeling
Kilian, Lutz
- In:
Energy economics
110
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013349796
Saved in:
3
The growth of oil futures in China : evidence of market maturity through global crises
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
;
Oxley, Les
- In:
Energy economics
114
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013477423
Saved in:
4
An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
;
Oxley, Les
- In:
Energy economics
104
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013364245
Saved in:
5
Frequency dynamics of volatility spillovers among crude oil and international stock markets : the role of the interest rate
Wang, Xunxiao
- In:
Energy economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012518567
Saved in:
6
Volatility spillovers between crude oil and Chinese sectoral equity markets : evidence from a frequency dynamics perspective
Wang, Xunxiao
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 995-1009
Persistent link: https://www.econbiz.de/10012173766
Saved in:
7
The dependence and risk spillover between crude oil market and China stock market : new evidence from a variational mode decomposition-based copula method
Li, Xiafei
;
Wei, Yu
- In:
Energy economics
74
(
2018
),
pp. 565-581
Persistent link: https://www.econbiz.de/10011972926
Saved in:
8
Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
Saved in:
9
Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu
;
Liu, Jing
;
Lai, Xiaodong
;
Hu, Yang
- In:
Energy economics
68
(
2017
),
pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
Saved in:
10
Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian
;
Wang, Peng
;
Wei, Yu
;
Ke, Rui
- In:
Energy economics
66
(
2017
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
Saved in:
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