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~language:"eng"
~language:"est"
~person:"Lucey, Brian M."
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Kapitaleinkommen
Volatility
Welt
73
World
73
Volatilität
42
Aktienmarkt
39
Stock market
39
Virtual currency
36
Virtuelle Währung
36
Gold
30
Börsenkurs
29
Share price
29
Ireland
25
Irland
25
Spillover effect
24
Spillover-Effekt
24
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19
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19
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19
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19
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19
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19
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Lucey, Brian M.
Gupta, Rangan
287
McAleer, Michael
249
Caporale, Guglielmo Maria
196
Bouri, Elie
123
Bollerslev, Tim
107
Ma, Feng
107
Pierdzioch, Christian
107
Zaremba, Adam
106
McMillan, David G.
103
Wohar, Mark E.
94
Andersen, Torben
93
Chang, Chia-Lin
93
Diebold, Francis X.
90
Hammoudeh, Shawkat
89
Tiwari, Aviral Kumar
88
Gil-Alaña, Luis A.
87
Bekaert, Geert
78
Narayan, Paresh Kumar
76
Spagnolo, Nicola
75
Bahmani-Oskooee, Mohsen
73
Härdle, Wolfgang
70
Timmermann, Allan
68
Faff, Robert W.
65
Salisu, Afees A.
65
Campbell, John Y.
64
Bali, Turan G.
63
Demirer, Rıza
63
Wang, Yudong
63
Xuan Vinh Vo
63
Guidolin, Massimo
62
Engle, Robert F.
61
Kang, Sang Hoon
60
Plastun, Alex
60
Koopman, Siem Jan
59
Lux, Thomas
59
Zhang, Yaojie
58
Pesaran, M. Hashem
57
Asai, Manabu
56
Brooks, Robert
56
Clements, Adam
56
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Finance research letters
10
Energy economics
6
Journal of international financial markets, institutions & money
5
IIIS discussion paper series
3
International review of financial analysis
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Applied financial economics
2
Economics letters
2
International review of economics & finance : IREF
2
Journal of commodity markets
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
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1
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1
Documentos de trabajo
1
Emerging markets review
1
Journal of economics and finance
1
Journal of financial stability
1
Journal of multinational financial management
1
Resources policy
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
54
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54
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date (oldest first)
1
Do social media sentiments drive cryptocurrency intraday price volatility? : new evidence from asymmetric TVP-VAR frequency connectedness measures
Long, Suwan
;
Chatziantoniou, Ioannis
;
Gabauer, David
; …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1470-1489
Persistent link: https://www.econbiz.de/10014636574
Saved in:
2
Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Feng, Lingbing
;
Qi, Jiajun
;
Lucey, Brian M.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543914
Saved in:
3
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
Saved in:
4
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
5
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
Saved in:
6
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
7
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
8
Do green energy markets catch cold when conventional energy markets sneeze?
Rao, Amar
;
Lucey, Brian M.
;
Kumar, Satish
;
Lim, Weng Marc
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488315
Saved in:
9
The domino effect : analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world
Yadav, Miklesh Prasad
;
Rao, Amar
;
Abedin, Mohammad Zoynul
; …
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473437
Saved in:
10
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
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