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~isPartOf:"International review of financial analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Guesmi, Khaled"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type:"article"
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Search: subject_exact:"Volatility"
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Oil price
Risk
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Time series analysis
Ölpreis
Volatility
26
Volatilität
26
ARCH model
12
ARCH-Modell
12
Aktienmarkt
12
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9
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Degiannakis, Stavros
Floros, Christos
Guesmi, Khaled
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
8
Gupta, Rangan
7
Xuan Vinh Vo
7
Zhu, Huiming
7
Hammoudeh, Shawkat
6
Uddin, Mohammed Gazi Salah
6
Kang, Sang Hoon
5
Li, Yan
5
Mensi, Walid
5
Zhuang, Xintian
5
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4
Hau, Liya
4
Ji, Qiang
4
Nonejad, Nima
4
Sun, Qingru
4
Wang, Jian
4
Wohar, Mark E.
4
Zhang, Yaojie
4
Aloui, Chaker
3
An, Haizhong
3
Balcilar, Mehmet
3
Bekiros, Stelios
3
Filis, George
3
Gao, Xiangyun
3
He, Feng
3
Li, Yanshuang
3
Liang, Chao
3
Lin, Boqiang
3
McMillan, David G.
3
Pierdzioch, Christian
3
Qadan, Mahmoud
3
Ren, Ying-hua
3
Shahzad, Syed Jawad Hussain
3
Su, Xianfang
3
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International review of financial analysis
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
25
Applied economics
9
Finance research letters
7
International review of economics & finance : IREF
6
Research in international business and finance
6
Economic modelling
5
International journal of finance & economics : IJFE
5
Journal of empirical finance
4
The energy journal
4
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3
Journal of international financial markets, institutions & money
3
The journal of applied business research
3
Journal of economic integration
2
Journal of forecasting
2
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2
Studies in economics and finance
2
The Korean economic review
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied economics letters
1
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1
Australian economic papers
1
Dae oe gyeong je yeon gu
1
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1
Emerging markets and the global economy
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Journal of international money and finance
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Modern economy
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Pacific-Basin finance journal
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Revue Gestion 2000 : management & prospective
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ECONIS (ZBW)
17
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1
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
2
The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility
Raza, Syed Ali
;
Khan, Komal Akram
;
Benkraiem, Ramzi
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446966
Saved in:
3
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:
4
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:
5
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
6
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:
7
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market
He, Feng
;
Wang, Ziwei
;
Yin, Libo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012659693
Saved in:
8
Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
He, Jianmin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012660132
Saved in:
9
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
Saved in:
10
Forecasting the Chinese stock market volatility with international market volatilities : the role of regime switching
Zhang, Yaojie
;
Lei, Likun
;
Wei, Yu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012654704
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