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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Hau, Liya"
~person:"Nonejad, Nima"
~person:"Wohar, Mark E."
~subject:"EU countries"
~subject:"Rohstoffmarkt"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Rohstoffmarkt
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12
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12
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11
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8
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Hau, Liya
Nonejad, Nima
Wohar, Mark E.
Gupta, Rangan
12
Kang, Sang Hoon
8
Mensi, Walid
7
Zhu, Huiming
7
Pierdzioch, Christian
5
Al-Yahyaee, Khamis Hamed
4
Chen, Mei-Ping
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Dai, Zhifeng
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Salisu, Afees A.
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Xuan Vinh Vo
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Yoon, Seong-min
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Beckmann, Joscha
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Belke, Ansgar
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Lee, Chien-chiang
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Lien, Da-hsiang Donald
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Nautz, Dieter
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Risse, Marian
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Ur Rehman, Mobeen
3
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Zhou, Liyun
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2
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Al-Jarrah, Idries Mohammad Wanas
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Dash, Saumya Ranjan
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Divino, José Angelo
2
Dong, Xiyong
2
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The North American journal of economics and finance : a journal of financial economics studies
International review of economics & finance : IREF
8
International review of financial analysis
6
Energy economics
5
Applied economics
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Journal of economic research
4
Journal of macroeconomics
4
Applied economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global finance journal
2
Journal of international economics
2
Macroeconomic dynamics
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Open economies review
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Southern economic journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economic systems
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Indian economic review : official journal of Delhi School of Economics
1
International journal of economic policy studies
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of international trade & economic development : an international and comparative review
1
Journal of money, credit and banking : JMCB
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Quantitative finance
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ECONIS (ZBW)
12
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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
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:
10
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
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