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~isPartOf:"International review of financial analysis"
~person:"Ciner, Cetin"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility forecasting"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Oil price
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Volatility forecasting
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Volatilität
17
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9
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9
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6
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Ciner, Cetin
Degiannakis, Stavros
Floros, Christos
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
8
Li, Yan
5
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
Xiong, Xiong
4
An, Haizhong
3
Filis, George
3
Gao, Xiangyun
3
Guesmi, Khaled
3
Liang, Chao
3
Lin, Boqiang
3
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3
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3
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2
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2
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2
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2
Bouri, Elie
2
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2
Corbet, Shaen
2
Feng, Lingbing
2
Gong, Xiao-Li
2
Hammoudeh, Shawkat
2
Han, Liyan
2
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2
Hu, Yang
2
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2
Ji, Qiang
2
Lau, Chi Keung
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Liu, Jia
2
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2
Lu, Fei
2
Lu, Xinjie
2
Lucey, Brian M.
2
McMillan, David G.
2
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International review of financial analysis
Energy economics
25
Finance research letters
8
Applied economics
7
International review of economics & finance : IREF
6
International journal of finance & economics : IJFE
5
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of empirical finance
4
Research in international business and finance
4
The energy journal
4
Bank of Greece Working Paper
3
Economic modelling
3
Global finance journal
3
Journal of international financial markets, institutions & money
3
Australian economic papers
2
Journal of forecasting
2
Korea and the world economy
2
Studies in economics and finance
2
The Korean economic review
2
Working Paper / Bank of Greece
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
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1
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1
Applied financial economics letters
1
Dae oe gyeong je yeon gu
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International journal of forecasting
1
International money and finance
1
Journal of banking & finance
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Journal of commodity markets
1
Journal of international money and finance
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
12
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1
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:
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
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:
4
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:
5
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:
6
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
7
Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
Antonakakis, Nikolaos
;
Floros, Christos
- In:
International review of financial analysis
44
(
2016
),
pp. 111-122
Persistent link: https://www.econbiz.de/10011623962
Saved in:
8
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:
9
Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin
- In:
International review of financial analysis
41
(
2015
),
pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
Saved in:
10
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
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