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~language:"eng"
~language:"ita"
~language:"tur"
~language:"ukr"
~person:"Demirer, Rıza"
~person:"Lucey, Brian M."
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
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KMU
Monetary policy
Volatilität
Welt
91
World
91
Volatility
76
Stock market
73
Aktienmarkt
71
Börsenkurs
53
Share price
53
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51
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Demirer, Rıza
Lucey, Brian M.
Gupta, Rangan
197
Bouri, Elie
93
Ma, Feng
93
Bahmani-Oskooee, Mohsen
82
McAleer, Michael
73
Belke, Ansgar
69
Tiwari, Aviral Kumar
69
Hammoudeh, Shawkat
68
Wohar, Mark E.
64
Siklos, Pierre L.
59
Kraus, Sascha
58
Pierdzioch, Christian
58
Apergēs, Nikolaos
55
Caporale, Guglielmo Maria
54
Kang, Sang Hoon
54
McMillan, David G.
52
Serletis, Apostolos
52
Xuan Vinh Vo
52
Bollerslev, Tim
51
Mensi, Walid
51
Haan, Jakob de
47
Hsing, Yu
47
Arestis, Philip
46
Corbet, Shaen
46
Goodhart, Charles A. E.
46
Wang, Yudong
46
Balcilar, Mehmet
45
Bordo, Michael D.
44
Kumar, Dilip
44
Taylor, John B.
43
Woodford, Michael
43
Zhang, Yaojie
43
Kutan, Ali Mustafa
42
Svensson, Lars E. O.
42
Cowling, Marc
41
Dana, Leo Paul
41
Salisu, Afees A.
41
Aizenman, Joshua
40
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Energy economics
15
Finance research letters
9
Journal of international financial markets, institutions & money
6
Economics letters
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
Research in international business and finance
4
International review of financial analysis
3
Technological forecasting & social change : an international journal
3
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2
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2
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2
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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Economics and Business Letters : EBL
1
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1
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1
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Journal of the Operational Research Society
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Managerial finance
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OPEC energy review
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Pacific-Basin finance journal
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Resources policy
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Small business economics : an entrepreneurship journal
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
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ECONIS (ZBW)
88
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88
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
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
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
7
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:
8
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
9
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:
10
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
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