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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"jpn"
~language:"ron"
~subject:"Rohstoffderivat"
~type:"article"
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Rohstoffderivat
Oil price
55
Ölpreis
55
Volatility
34
Volatilität
34
Welt
27
World
27
Capital income
15
Estimation
15
Exchange rate
15
Kapitaleinkommen
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Stock market
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ARCH model
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ARCH-Modell
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USA
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Cointegration
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Kointegration
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Spillover effect
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Spillover-Effekt
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Erdöl
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Petroleum
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Crude oil
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Oil market
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Causality analysis
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Al-Yahyaee, Khamis Hamed
2
Jiang, Yong
2
Kang, Sang Hoon
2
Lin, Ling
2
Mensi, Walid
2
Al-Jarrah, Idries Mohammad Wanas
1
BenMabrouk, Houda
1
Chan, Kam C.
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Chan, Leo H.
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Chang, Chia-Lin
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Litimi, Houda
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McAleer, Michael
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1
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1
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1
Su, Xianfang
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
166
Finance research letters
32
The energy journal
31
The journal of futures markets
26
International Journal of Energy Economics and Policy : IJEEP
24
International review of economics & finance : IREF
20
Economic modelling
19
International review of financial analysis
16
Applied economics
12
Research in international business and finance
11
Applied economics letters
10
Applied financial economics
9
Journal of banking & finance
9
OPEC energy review
9
International journal of finance & economics : IJFE
8
Journal of international money and finance
8
The review of financial studies
8
Journal of commodity markets
6
Journal of forecasting
6
The journal of energy markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of energy finance & development
5
The empirical economics letters : a monthly international journal of economics
5
Financial modeling and risk management of energy and environmental instruments and derivates
4
International journal of forecasting
4
Theoretical economics letters
4
Energy strategy reviews
3
Finance India : the quarterly journal of Indian Institute of Finance
3
Journal of international financial markets, institutions & money
3
Quantitative finance
3
Review of quantitative finance and accounting
3
Studies in economics and finance
3
Technological forecasting & social change : an international journal
3
The European journal of finance
3
The North American journal of economics and finance : a journal of theory and practice
3
Borsa Istanbul Review
2
Economic research
2
Economics of energy & environmental policy
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
9
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1
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
2
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
3
Forecasting oil futures market volatility in a financialized world : why speculative activities matter
Chan, Kam C.
;
Chan, Leo H.
;
Nguyen, Chi M.
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012667181
Saved in:
4
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
5
Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach
Lin, Ling
;
Kuang, Yuanpei
;
Jiang, Yong
;
Su, Xianfang
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012203817
Saved in:
6
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
7
Cross herding between American industries and the oil market
BenMabrouk, Houda
;
Litimi, Houda
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 196-205
Persistent link: https://www.econbiz.de/10012117772
Saved in:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
9
Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
Hammoudeh, Shawkat
;
Li, Huimin
;
Jeon, Bang-nam
- In:
The North American journal of economics and finance : a …
14
(
2003
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10001763330
Saved in:
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