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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Giannellis, Nikolaos"
~person:"Hau, Liya"
~person:"Nonejad, Nima"
~subject:"EU countries"
~subject:"Rohstoffmarkt"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
~type_genre:"Thesis"
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EU countries
Rohstoffmarkt
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10
Oil price
6
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6
Volatilität
6
Ölpreis
6
Capital income
5
Kapitaleinkommen
5
Crude oil
4
Erdöl
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Giannellis, Nikolaos
Hau, Liya
Nonejad, Nima
Gupta, Rangan
12
Kang, Sang Hoon
8
Mensi, Walid
7
Zhu, Huiming
7
Pierdzioch, Christian
5
Al-Yahyaee, Khamis Hamed
4
Chen, Mei-Ping
4
Dai, Zhifeng
4
Salisu, Afees A.
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Beckmann, Joscha
3
Belke, Ansgar
3
Ji, Qiang
3
Lee, Chien-chiang
3
Lien, Da-hsiang Donald
3
Nautz, Dieter
3
Risse, Marian
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Afonso, António
2
Ahmed, Walid M. A.
2
Al-Jarrah, Idries Mohammad Wanas
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Na
2
Chen, Qitong
2
Chen, Wen-Yi
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Cho, Hoon
2
Dash, Saumya Ranjan
2
Divino, José Angelo
2
Dong, Xiyong
2
Guerello, Chiara
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
3
International review of financial analysis
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of economics & finance : IREF
2
Applied economics
1
Computational economics
1
Economic modelling
1
Economics letters
1
Ekonomia : the journal of the Cyprus Economic Society
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Quantitative finance
1
Research in economics : an international review of economics
1
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ECONIS (ZBW)
11
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1
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
2
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
3
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
4
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
5
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
Saved in:
6
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
7
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:
8
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
9
Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?
Apostolakis, Georgios N.
;
Giannellis, Nikolaos
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012202849
Saved in:
10
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Saved in:
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