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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Filis, George"
~person:"Vigne, Samuel A."
~subject:"Börsenkurs"
~subject:"Estimation"
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Börsenkurs
Estimation
Oil price
8
Volatility
8
Volatilität
8
Ölpreis
8
ARCH model
5
ARCH-Modell
5
Aktienmarkt
5
Share price
5
Stock market
5
Correlation
4
Korrelation
4
Oil price shocks
4
Schätzung
4
Welt
4
World
4
Capital income
3
Kapitaleinkommen
3
Cointegration
2
Commodity derivative
2
Dynamic correlation
2
Impact assessment
2
Kointegration
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Oil market
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Rohstoffderivat
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Spillover effect
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Spillover-Effekt
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Time-varying correlation
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Wirkungsanalyse
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Ölmarkt
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ARMA-spline-GJR models
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Agriculture commodities
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Capital market returns
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Carbon emission allowance
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China
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Chinese stock market
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Filis, George
Vigne, Samuel A.
Narayan, Paresh Kumar
4
Yarovaya, Larisa
3
Aloui, Chaker
2
Antonakakis, Nikolaos
2
Bilgin, Mehmet Huseyin
2
Degiannakis, Stavros
2
Dinh Hoang Bach Phan
2
Floros, Christos
2
Gozgor, Giray
2
Hamori, Shigeyuki
2
Kang, Wensheng
2
Lahiani, Amine
2
Lau, Chi Keung
2
Ma, Feng
2
Nguyen, Duc Khuong
2
Nonejad, Nima
2
Ratti, Ronald A.
2
Sharma, Susan Sunila
2
Abrar, Afsheen
1
Ahmad, Ahmad Hassan
1
Arshian Sharif
1
Arvin, B. Mak
1
Benkraiem, Ramzi
1
Bhatti, Muhammad Ishaq
1
Boldanov, Rustam
1
Broadstock, David C.
1
Cai, Xiao Jing
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Chang, Yuanchen
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Chatziantoniou, Ioannis
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Chen, Chuanglian
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Chkili, Walid
1
Ciner, Cetin
1
Cummins, Mark
1
Degiannakisa, Stavros
1
Ding, Hui
1
Dowling, Michael
1
Fok, Robert C. W.
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Gao, Xinxin
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Ghoshray, Atanu
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International review of financial analysis
Journal of international financial markets, institutions & money
The energy journal
3
Energy economics
2
Department of Economics working paper
1
Global finance journal
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International journal of banking, accounting and finance
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ECONIS (ZBW)
6
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1
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
2
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:
3
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:
4
Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.
;
Filis, George
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
Saved in:
5
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
6
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
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