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~isPartOf:"Energy economics"
~person:"Kruse, Robinson"
~person:"Wen, Fenghua"
~subject:"Time series analysis"
~subject:"Volatilität"
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Time series analysis
Volatilität
Oil market
4
Oil price
4
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4
Ölmarkt
4
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4
Welt
3
World
3
Aktienmarkt
2
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MODWT-Vine quantile regression
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Kruse, Robinson
Wen, Fenghua
Gupta, Rangan
5
Wang, Yudong
5
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4
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4
Corbet, Shaen
3
Hasanov, Akram Shavkatovich
3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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Energy economics
International journal of finance & economics : IJFE
1
Journal of commodity markets
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1
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:
2
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:
3
Time-varying persistence in real oil prices and its determinant
Kruse, Robinson
;
Wegener, Christoph
- In:
Energy economics
85
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012510274
Saved in:
4
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:
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