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~isPartOf:"Energy economics"
~person:"Roubaud, David"
~person:"Wei, Yu"
~person:"Wohar, Mark E."
~subject:"Oil market"
~subject:"Volatilität"
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Oil market
Volatilität
Welt
15
World
15
Volatility
11
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9
Ölpreis
9
Ölmarkt
6
Estimation
5
Schätzung
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1992-2009
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Roubaud, David
Wei, Yu
Wohar, Mark E.
Hammoudeh, Shawkat
10
Ji, Qiang
9
Tiwari, Aviral Kumar
9
Bouri, Elie
7
Fan, Ying
7
Wang, Yudong
7
Gupta, Rangan
6
Kang, Sang Hoon
6
Ma, Feng
6
Shahzad, Syed Jawad Hussain
6
Uddin, Mohammed Gazi Salah
5
Demirer, Rıza
4
Filis, George
4
Kaufmann, Robert Kurt
4
Lee, Chien-chiang
4
Maitra, Debasish
4
Sadorsky, Perry A.
4
Wang, Shouyang
4
Chatziantoniou, Ioannis
3
Dai, Zhifeng
3
Do, Hung Xuan
3
Gabauer, David
3
Gronwald, Marc
3
Kumar, Pawan
3
Lau, Chi Keung
3
Liu, Feng
3
Lucey, Brian M.
3
Manera, Matteo
3
Salisu, Afees A.
3
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3
Wu, Chongfeng
3
Yin, Libo
3
Zhang, Dayong
3
Zhang, Yue-jun
3
Abakah, Emmanuel Joel Aikins
2
An, Haizhong
2
Batten, Jonathan A.
2
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Energy economics
Finance research letters
7
International review of financial analysis
4
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Economic modelling
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Department of Economics working paper series
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Indian economic review : official journal of Delhi School of Economics
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ECONIS (ZBW)
11
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1
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad
;
Roubaud, David
;
Tiwari, Aviral Kumar
- In:
Energy economics
109
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
Saved in:
2
Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
Saved in:
3
Financial stress, economic policy uncertainty, and oil price uncertainty
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Energy economics
104
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013364361
Saved in:
4
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Energy economics
92
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
Saved in:
5
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
6
What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal
;
Selmi, Refk
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
Saved in:
7
Oil volatility and sovereign risk of BRICS
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Raza, Naveed
; …
- In:
Energy economics
70
(
2018
),
pp. 258-269
Persistent link: https://www.econbiz.de/10011942723
Saved in:
8
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:
9
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
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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