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~isPartOf:"Energy economics"
~subject:"Spillover effect"
~type_genre:"Aufsatz in Zeitschrift"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Spillover effect
Oil price
946
Ölpreis
946
Welt
455
World
455
Volatility
430
Volatilität
430
Commodity derivative
274
Rohstoffderivat
274
Oil market
229
Ölmarkt
229
Estimation
216
Schätzung
216
ARCH model
191
ARCH-Modell
191
Forecasting model
156
Prognoseverfahren
156
Erdöl
153
Petroleum
153
Börsenkurs
151
Share price
151
Theorie
141
Theory
141
Schock
125
Shock
125
VAR model
121
VAR-Modell
121
Hedging
117
USA
112
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111
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111
Spillover-Effekt
109
Oil prices
108
Aktienmarkt
107
China
99
Capital income
97
Kapitaleinkommen
97
Time series analysis
93
Zeitreihenanalyse
92
Risk
89
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Undetermined
94
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1
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Article
109
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Aufsatz in Zeitschrift
Article in journal
109
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English
109
Author
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Kang, Sang Hoon
8
Bouri, Elie
7
Hammoudeh, Shawkat
6
Mensi, Walid
5
Shahzad, Syed Jawad Hussain
5
Yoon, Seong-min
5
Ji, Qiang
4
Roubaud, David
4
Tiwari, Aviral Kumar
4
Dai, Zhifeng
3
Kumar, Pawan
3
Lin, Boqiang
3
Maitra, Debasish
3
Nazlıoğlu, Şaban
3
Singh, Vipul Kumar
3
Uddin, Mohammed Gazi Salah
3
Wang, Xunxiao
3
Albulescu, Claudiu Tiberiu
2
Antonakakis, Nikolaos
2
Arouri, Mohamed
2
Awartani, Basel
2
Corbet, Shaen
2
Dash, Saumya Ranjan
2
Elsayed, Ahmed H.
2
Filis, George
2
Gong, Xu
2
Guhathakurta, Kousik
2
Gupta, Rangan
2
Hernandez, Jose Arreola
2
Hou, Yang
2
Klein, Tony
2
Krištoufek, Ladislav
2
Maghyereh, Aktham I.
2
McIver, Ron
2
Naeem, Muhammad Abubakr
2
Nguyen, Duc Khuong
2
Nishant, Shreyank
2
Okorie, David Iheke
2
Sadorsky, Perry A.
2
Sitara Karim
2
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Energy economics
International review of financial analysis
29
Finance research letters
23
International review of economics & finance : IREF
22
The North American journal of economics and finance : a journal of financial economics studies
22
Economic modelling
16
International Journal of Energy Economics and Policy : IJEEP
16
Research in international business and finance
14
Applied economics
12
The journal of futures markets
12
Journal of international financial markets, institutions & money
11
Journal of commodity markets
8
Journal of risk and financial management : JRFM
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International journal of finance & economics : IJFE
6
The North American journal of economics and finance : a journal of theory and practice
6
Cogent economics & finance
5
Financial innovation : FIN
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Pacific-Basin finance journal
5
Annals of financial economics
4
Economies : open access journal
4
Emerging markets, finance and trade : EMFT
4
International journal of financial research
4
Journal of commodity markets : JCM
4
Applied economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
Global business review
3
International Journal of Financial Studies : open access journal
3
International journal of economics and financial issues : IJEFI
3
The empirical economics letters : a monthly international journal of economics
3
The journal of applied business research
3
Transportation research / E : an international journal
3
Asian African journal of economics and econometrics
2
Energy strategy reviews
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Global finance journal
2
International journal of economics and finance
2
International journal of emerging markets
2
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ECONIS (ZBW)
109
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109
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1
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
2
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
3
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
4
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Kang, Sang Hoon
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183270
Saved in:
5
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:
6
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
7
Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong
;
Yu, Cindy L.
;
Hayes, Dermot James
- In:
Energy economics
33
(
2011
)
3
,
pp. 497-503
Persistent link: https://www.econbiz.de/10009266859
Saved in:
8
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Ren, Xiaohang
;
Li, Yiying
;
Sun, Xianming
;
Bu, Ruijun
; …
- In:
Energy economics
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483599
Saved in:
9
Network connectedness between China's crude oil futures and sector stock indices
Wang, Zi-Xin
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014485223
Saved in:
10
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
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