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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bollerslev, Tim"
~person:"Härdle, Wolfgang"
~person:"Tiwari, Aviral Kumar"
~person:"Todorov, Viktor"
~person:"Yoon, Seong-min"
~subject:"Germany"
~subject:"Oil price"
~subject:"Option pricing theory"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stochastischer Prozess"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"World"
~subject:"Ölpreis"
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Germany
Oil price
Option pricing theory
Prognoseverfahren
Risk
Stochastischer Prozess
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Time series analysis
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Ölpreis
Volatility
5
Volatilität
5
Oil market
3
Ölmarkt
3
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2
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Hedging
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Bollerslev, Tim
Härdle, Wolfgang
Tiwari, Aviral Kumar
Todorov, Viktor
Yoon, Seong-min
Gupta, Rangan
9
Hammoudeh, Shawkat
7
Kang, Sang Hoon
7
Mensi, Walid
7
Wohar, Mark E.
6
Zhu, Huiming
6
Xuan Vinh Vo
5
Zhuang, Xintian
5
Balcilar, Mehmet
4
Dai, Zhifeng
4
Hau, Liya
4
Pierdzioch, Christian
4
Ur Rehman, Mobeen
4
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
Li, Yanshuang
3
Liu, Qiang
3
Ma, Yong
3
McAleer, Michael
3
Qiao, Gaoxiu
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Ryu, Doojin
3
Su, Xianfang
3
Wang, Jian
3
Wu, Xinyu
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Zhang, Yaojie
3
Allen, David E.
2
Asai, Manabu
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Caporin, Massimiliano
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Chang, Chia-Lin
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Chiang, Thomas C.
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Cho, Hoon
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Gao, Yang
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Guo, Shuxin
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Ho, Kin-Yip
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Huang, Qian
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Ji, Qiang
2
Jiang, Yong
2
Jiang, Yonghong
2
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2
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
30
Energy economics
24
SFB 649 discussion paper
19
Discussion papers of interdisciplinary research project 373
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
ERID working paper
8
NBER working paper series
8
Applied economics
7
Economic Research Initiatives at Duke (ERID) Working Paper
7
Finance research letters
7
CREATES research paper
6
Journal of financial economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Working paper / National Bureau of Economic Research, Inc.
5
International review of economics & finance : IREF
4
NBER Working Paper
4
Quantitative economics : QE ; journal of the Econometric Society
4
Applied quantitative finance
3
CFS working paper series
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Research in international business and finance
3
The Korean economic review
3
Working papers / Financial Institutions Center
3
Australian economic papers
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Finance and economics discussion series
2
IRTG 1792 discussion paper
2
International economic review
2
International journal of finance & economics : IJFE
2
Journal of applied econometrics
2
Journal of financial econometrics
2
Korea and the world economy
2
Review of derivatives research
2
The review of economics and statistics
2
Advanced texts in econometrics
1
Applied quantitative finance : theory and computational tools
1
Brussels economic review
1
CORE discussion paper : DP
1
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ECONIS (ZBW)
3
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1
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
2
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
3
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
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