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~isPartOf:"International review of financial analysis"
~isPartOf:"The energy journal"
~person:"Angelidis, Timotheos"
~person:"Chatziantoniou, Ioannis"
~person:"Ciner, Cetin"
~person:"Degiannakis, Stavros"
~person:"Gannon, Gerard L."
~person:"Wang, Ze"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Ölpreis"
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Oil price
Risk
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Time series analysis
Volatility
Ölpreis
Volatilität
26
ARCH model
10
ARCH-Modell
10
Aktienmarkt
10
Börsenkurs
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Angelidis, Timotheos
Chatziantoniou, Ioannis
Ciner, Cetin
Degiannakis, Stavros
Gannon, Gerard L.
Wang, Ze
Yin, Libo
Yoon, Seong-min
Bouri, Elie
11
Ma, Feng
10
Filis, George
7
Corbet, Shaen
6
Lau, Chi Keung
6
Xiong, Xiong
6
Floros, Christos
5
Guesmi, Khaled
5
Li, Yan
5
Roubaud, David
5
Sensoy, Ahmet
5
Yarovaya, Larisa
5
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4
Brzeszczyński, Janusz
4
Hammoudeh, Shawkat
4
Ji, Qiang
4
Kim, Suk-Joong
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
Xuan Vinh Vo
4
An, Haizhong
3
Antonakakis, Nikolaos
3
Batten, Jonathan A.
3
Brooks, Chris
3
Charteris, Ailie
3
Chevallier, Julien
3
Choudhry, Taufiq
3
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3
Gao, Xiangyun
3
Goodell, John W.
3
Han, Liyan
3
Hu, Yang
3
Huang, Dengshi
3
Kizys, Renatas
3
Liang, Chao
3
Lien, Da-hsiang Donald
3
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International review of financial analysis
The energy journal
Energy economics
18
School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
8
Applied economics
7
International review of economics & finance : IREF
6
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economic modelling
4
Economics letters
4
Finance research letters
4
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
4
Working Paper / Bank of Greece
4
Applied financial economics
3
Bank of Greece Working Paper
3
Global finance journal
3
Journal of empirical finance
3
Korea and the world economy
3
The Korean economic review
3
Australian economic papers
2
Dae oe gyeong je yeon gu
2
Journal of forecasting
2
Research paper series
2
Review of Pacific Basin financial markets and policies
2
The journal of the Korean economy
2
22-582
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied economics letters
1
Applied financial economics letters
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
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Economics and Business Letters : EBL
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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IIIS discussion paper series
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International Journal of Financial Studies : open access journal
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International journal of finance & economics : IJFE
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International journal of forecasting
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ECONIS (ZBW)
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1
What should be taken into consideration when forecasting oil implied volatility index?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Giannopoulos, …
- In:
The energy journal
44
(
2023
)
5
,
pp. 231-249
Persistent link: https://www.econbiz.de/10014380730
Saved in:
2
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:
3
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:
4
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:
5
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
6
Oil price volatility is effective in predicting food price volatility : or is it?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
The energy journal
42
(
2021
)
6
,
pp. 25-48
Persistent link: https://www.econbiz.de/10013172737
Saved in:
7
Monetary policy and commodity markets : unconventional versus conventional impact and the role of economic uncertainty
Apergēs, Nikolaos
;
Chatziantoniou, Ioannis
;
Cooray, Arusha
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012436457
Saved in:
8
Identifying influential energy stocks based on spillover network
Wang, Ze
;
Gao, Xiangyun
;
An, Haizhong
;
Tang, Renwu
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301082
Saved in:
9
Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong
;
Su, Zhi
;
Yin, Libo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
Saved in:
10
News implied volatility and long-term foreign exchange market volatility
Liu, Yang
;
Han, Liyan
;
Yin, Libo
- In:
International review of financial analysis
61
(
2019
),
pp. 126-142
Persistent link: https://www.econbiz.de/10012206948
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