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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of forecasting"
~person:"Filis, George"
~person:"Ji, Qiang"
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Oil price
8
Volatility
8
Volatilität
8
Ölpreis
8
ARCH model
5
ARCH-Modell
5
Aktienmarkt
4
Börsenkurs
4
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Filis, George
Ji, Qiang
Ma, Feng
6
Narayan, Paresh Kumar
4
Yarovaya, Larisa
4
Degiannakis, Stavros
3
Guesmi, Khaled
3
Lin, Boqiang
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Antonakakis, Nikolaos
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Bhar, Ramaprasad
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Dinh Hoang Bach Phan
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Lu, Xinjie
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Nonejad, Nima
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Thompson, Mark A.
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1
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International review of financial analysis
Journal of forecasting
Energy economics
21
Finance research letters
5
The energy journal
5
Bank of Greece Working Paper
4
Working Paper / Bank of Greece
4
Department of Economics working paper series
3
International review of economics & finance : IREF
3
Research in international business and finance
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Journal of international financial markets, institutions & money
2
Applied economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of international money and finance
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OPEC energy review
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QMS Research Paper 2021/04
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Review of quantitative finance and accounting
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Tourism management : research, policies, practice
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ECONIS (ZBW)
8
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date (oldest first)
1
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
2
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
3
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
4
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry
Zhu, Zhaobo
;
Ji, Qiang
;
Sun, Licheng
;
Zhai, Pengxiang
- In:
International review of financial analysis
70
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012318226
Saved in:
5
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
Ji, Qiang
;
Liu, Bing-Yue
;
Zhao, Wan-Li
;
Fan, Ying
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301045
Saved in:
6
Oil shocks and stock markets : dynamic connectedness under the prism of recent geopolitical and economic unrest
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
International review of financial analysis
50
(
2017
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011820653
Saved in:
7
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
8
Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George
;
Degiannakis, Stavros
;
Floros, Christos
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
Saved in:
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