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~language:"eng"
~language:"fin"
~person:"Faff, Robert W."
~person:"Hammoudeh, Shawkat"
~person:"Nijkamp, Peter"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Theorie
184
Theory
184
Welt
116
World
116
Australia
100
Australien
100
Estimation
93
Schätzung
93
Volatility
86
Aktienmarkt
85
Stock market
85
Börsenkurs
79
Share price
79
Capital income
71
Kapitaleinkommen
71
USA
68
United States
68
Oil price
66
Ölpreis
66
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56
Niederlande
56
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56
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56
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47
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47
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34
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33
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32
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32
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32
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32
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32
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Article
86
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86
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10
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10
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9
Non-commercial literature
9
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2
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2
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1
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English
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Faff, Robert W.
Hammoudeh, Shawkat
Nijkamp, Peter
Gupta, Rangan
152
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
51
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
40
Zhang, Yaojie
40
Andersen, Torben
39
Demirer, Rıza
38
Corbet, Shaen
37
Wei, Yu
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Yoon, Seong-min
35
Lucey, Brian M.
34
Todorov, Viktor
34
Ji, Qiang
33
Liang, Chao
33
Roubaud, David
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
Serletis, Apostolos
30
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Energy economics
19
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of international financial markets, institutions & money
6
International review of economics & finance : IREF
5
Journal of banking & finance
4
Pacific-Basin finance journal
4
Applied economics
3
Economic modelling
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Energy policy
2
Review of quantitative finance and accounting
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Accounting research journal
1
Australian economic papers
1
Australian journal of management
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
International review of finance
1
Journal of accounting & management information systems : JAMIS
1
Journal of business finance & accounting : JBFA
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of multinational financial management
1
Research in international business and finance
1
The European journal of finance
1
The energy journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of business : B
1
The journal of futures markets
1
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ECONIS (ZBW)
86
Showing
1
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10
of
86
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date (oldest first)
1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
5
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
6
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
7
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
8
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
9
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
10
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
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