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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Bouri, Elie"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~person:"Xuan Vinh Vo"
~subject:"Commodity derivative"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Commodity derivative
Entwicklungsländer
Kapitaleinkommen
Volatility
279
Volatilität
279
Forecasting model
214
Prognoseverfahren
214
Estimation
187
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187
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180
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179
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167
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Bouri, Elie
Ma, Feng
Pierdzioch, Christian
Sehgal, Sanjay
Xuan Vinh Vo
Gupta, Rangan
125
Zaremba, Adam
104
Gnangnon, Sèna Kimm
90
Narayan, Paresh Kumar
71
McMillan, David G.
68
Wohar, Mark E.
64
Nunnenkamp, Peter
61
Tiwari, Aviral Kumar
50
Faff, Robert W.
48
Lien, Da-hsiang Donald
45
Wang, Yudong
44
Cakici, Nusret
42
Hammoudeh, Shawkat
42
Irwin, Scott H.
42
Bahmani-Oskooee, Mohsen
40
Bali, Turan G.
40
Demirer, Rıza
40
Nguyen, Duc Khuong
40
Brooks, Robert
39
Fletcher, Jonathan
36
Lee, Chien-chiang
36
Zhang, Yaojie
36
Bird, Graham R.
35
Chiang, Thomas C.
34
Shahzad, Syed Jawad Hussain
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Zhang, Wei
34
Apergēs, Nikolaos
33
Caporale, Guglielmo Maria
33
Hassan, M. Kabir
33
Titman, Sheridan
32
Kang, Sang Hoon
31
Kutan, Ali Mustafa
31
Li, Bin
31
Zhou, Guofu
30
Gil-Alaña, Luis A.
29
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Energy economics
25
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24
International review of financial analysis
22
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
10
Applied economics
7
Economic modelling
6
Journal of forecasting
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Vision : the journal of business perspective
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IIMB management review
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3
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3
Applied economics letters
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China finance review international
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Cogent economics & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
227
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11
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
12
The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng
;
Cao, Jiawei
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
Saved in:
13
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
14
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
15
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:
16
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
17
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:
18
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:
19
Expected inflation and U.S. stock sector indices : a dynamic time-scale tale from inflationary and deflationary crisis periods
Bouri, Elie
;
Nekhili, Ramzi
;
Kinateder, Harald
; …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473034
Saved in:
20
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
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