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~isPartOf:"Energy economics"
~person:"Wang, Xunxiao"
~subject:"Schätzung"
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Schätzung
ARCH model
2
ARCH-Modell
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Aktienmarkt
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Estimation
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Oil market
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Oil price
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Spillover effect
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Spillover-Effekt
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Welt
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Asymmetry
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Commodity derivative
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Frequency volatility spillovers
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Interest rate
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International financial market
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Internationaler Finanzmarkt
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Rohstoffderivat
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Wang, Xunxiao
Shahbaz, Muhammad
5
Wang, Yudong
5
Hammoudeh, Shawkat
4
Lee, Chien-chiang
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Liddle, Brantley
3
Liu, Li
3
Ma, Feng
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Nonejad, Nima
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Bouri, Elie
2
Huntington, Hillard G.
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Ji, Qiang
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Kumar, Pawan
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Mohammadi, Hassan
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Otero, Jesús G.
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1
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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:
2
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
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