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~isPartOf:"Energy economics"
~person:"Mensi, Walid"
~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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Estimation
Oil price
Stock market
Time series analysis
Ölpreis
Volatility
7
Volatilität
7
Spillover effect
5
Spillover-Effekt
5
ARCH model
3
ARCH-Modell
3
Aktienmarkt
2
Commodity derivative
2
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Multivariate Verteilung
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Multivariate distribution
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Structural break
2
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Aktienindex
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Asymmetric volatility spillovers
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Cereal
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China
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Chinese stock market
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1
Commodity markets
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Commodity price
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Conditional Value at Risk
1
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1
Crises
1
Crude oil prices
1
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1
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Mensi, Walid
Ma, Feng
17
Hammoudeh, Shawkat
13
Bouri, Elie
12
Tiwari, Aviral Kumar
12
Gupta, Rangan
10
Wang, Yudong
10
Ji, Qiang
8
Kang, Sang Hoon
8
Wei, Yu
8
Wen, Fenghua
8
Yoon, Seong-min
8
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Uddin, Mohammed Gazi Salah
7
Dai, Zhifeng
6
Demirer, Rıza
6
Lin, Boqiang
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Nguyen, Duc Khuong
5
Wohar, Mark E.
5
Yin, Libo
5
Do, Hung Xuan
4
Dutta, Anupam
4
Hasanov, Akram Shavkatovich
4
Li, Xiafei
4
Liu, Bing-Yue
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
4
Roubaud, David
4
Salisu, Afees A.
4
Serletis, Apostolos
4
Sitara Karim
4
Soytaş, Uǧur
4
Xiao, Jihong
4
Zhang, Bing
4
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International review of economics & finance : IREF
5
Borsa Istanbul Review
3
Finance research letters
3
Financial innovation : FIN
3
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Journal of international financial markets, institutions & money
2
Australian economic papers
1
Economic modelling
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Emerging markets review
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International journal of emerging markets
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The quarterly review of economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
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1
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid
;
Al Rababa'a, Abdel Razzaq
;
Xuan Vinh Vo
; …
- In:
Energy economics
98
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
Saved in:
2
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
3
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
4
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
5
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
6
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
7
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
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