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~language:"eng"
~language:"mul"
~language:"spa"
~person:"Bouri, Elie"
~person:"Wang, Yudong"
~subject:"Foreign investment"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Foreign investment
Volatilität
Volatility
131
Welt
90
World
90
Forecasting model
83
Prognoseverfahren
83
Capital income
79
Kapitaleinkommen
79
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64
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64
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63
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63
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55
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Bouri, Elie
Wang, Yudong
Gupta, Rangan
153
Ma, Feng
87
Buckley, Peter J.
76
Bahmani-Oskooee, Mohsen
74
McAleer, Michael
74
Hammoudeh, Shawkat
67
Nunnenkamp, Peter
65
Tiwari, Aviral Kumar
63
Driffield, Nigel L.
58
Xuan Vinh Vo
57
Kang, Sang Hoon
54
Görg, Holger
53
Bollerslev, Tim
51
McMillan, David G.
49
Wohar, Mark E.
49
Mensi, Walid
48
Egger, Peter
46
Kumar, Dilip
44
Pierdzioch, Christian
42
Caporale, Guglielmo Maria
41
Zhang, Yaojie
40
Andersen, Torben
39
Apergēs, Nikolaos
39
Cieślik, Andrzej
39
Demirer, Rıza
39
Anwar, Sajid
38
Corbet, Shaen
38
Salisu, Afees A.
38
Wei, Yu
37
Zhang, Kevin H.
37
Lucey, Brian M.
36
Ryu, Doojin
36
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Girma, Sourafel
35
Hegerty, Scott W.
35
Roubaud, David
34
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Energy economics
27
Finance research letters
11
International review of financial analysis
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of forecasting
7
International review of economics & finance : IREF
5
Applied economics
4
Research in international business and finance
4
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3
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OPEC energy review
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ECONIS (ZBW)
132
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1
Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?
Bouri, Elie
;
Gök, Remzi
;
Gemi̇ci̇, Eray
;
Kara, Erkan
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 137-154
Persistent link: https://www.econbiz.de/10014494640
Saved in:
2
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
3
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
4
Global geopolitical risk and the long- and short-run impacts on the returns and volatilities of US Treasuries
Jalkh, Naji
;
Bouri, Elie
- In:
Defence and peace economics
35
(
2024
)
3
,
pp. 339-366
Persistent link: https://www.econbiz.de/10014514974
Saved in:
5
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
6
Volatility spillovers during normal and high volatility states and their driving factors : a cross-country and cross-asset analysis
Iqbal, Najaf
;
Bouri, Elie
;
Liu, Guangrui
;
Kumar, Ashish
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 975-995
Persistent link: https://www.econbiz.de/10014470054
Saved in:
7
Bitcoin vs. fiat currencies : insights from extreme dependence and risk spillover analysis with financial markets
Abid, Ilyes
;
Bouri, Elie
;
Galariotis, Emilios
;
Guesmi, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014469176
Saved in:
8
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
9
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
10
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
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