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~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in economics and finance"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Gao, Xiangyun"
~person:"Liang, Chao"
~person:"Liu, Bin"
~person:"Nguyen, Duc Khuong"
~person:"Sun, Qingru"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~source:"econis"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"VAR model"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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27
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Degiannakis, Stavros
Floros, Christos
Gao, Xiangyun
Liang, Chao
Liu, Bin
Nguyen, Duc Khuong
Sun, Qingru
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
7
Li, Yan
5
Uddin, Mohammed Gazi Salah
4
An, Haizhong
3
Brooks, Robert
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Lin, Boqiang
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2
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2
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2
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International review of financial analysis
Studies in economics and finance
Energy economics
31
Applied economics
11
Finance research letters
8
International review of economics & finance : IREF
8
Journal of international financial markets, institutions & money
7
International journal of finance & economics : IJFE
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6
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Measuring the multi-scale price transmission effects from crude oil to energy stocks : a cascaded view
Xi, Zenglei
;
Yu, Jinxiu
;
Sun, Qingru
;
Zhao, Wenqi
;
Wang, He
- In:
International review of financial analysis
90
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014470341
Saved in:
2
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
3
The determinants of the COVID-19 related stock price overreaction and volatility
Sun, Yiyang Val
;
Liu, Bin
;
Prodromou, Tina
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 125-149
Persistent link: https://www.econbiz.de/10012798504
Saved in:
4
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
5
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
6
Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze
;
Gao, Xiangyun
;
Huang, Shupei
;
Sun, Qingru
; …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
Saved in:
7
Which time-frequency domain dominates spillover in the Chinese energy stock market?
Sun, Qingru
;
Gao, Xiangyun
;
An, Haizhong
;
Guo, Sui
; …
- In:
International review of financial analysis
73
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803729
Saved in:
8
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
9
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
10
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
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