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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Gil-Alaña, Luis A."
~person:"Lucey, Brian M."
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"Unemployment"
~subject:"Volatilität"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
Unemployment
Volatilität
Time series analysis
176
Zeitreihenanalyse
176
Estimation
145
Schätzung
145
USA
88
United States
88
Welt
85
World
85
Cointegration
74
Kointegration
74
Aktienmarkt
70
Stock market
70
Theorie
68
Theory
68
Volatility
68
Börsenkurs
63
Share price
63
Fractional integration
56
Großbritannien
47
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47
Capital income
44
fractional integration
44
Einheitswurzeltest
39
Persistence
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Unit root test
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Virtual currency
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39
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38
Long memory
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China
26
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Graue Literatur
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Non-commercial literature
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Aufsatz im Buch
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Gil-Alaña, Luis A.
Lucey, Brian M.
Gupta, Rangan
217
Bahmani-Oskooee, Mohsen
113
Bouri, Elie
109
Zaremba, Adam
105
Ma, Feng
104
McMillan, David G.
98
Gnangnon, Sèna Kimm
94
Wohar, Mark E.
91
Tiwari, Aviral Kumar
90
Hammoudeh, Shawkat
84
Narayan, Paresh Kumar
81
McAleer, Michael
75
Xuan Vinh Vo
66
Wang, Yudong
62
Caporale, Guglielmo Maria
61
Nunnenkamp, Peter
61
Faff, Robert W.
60
Kang, Sang Hoon
60
Pierdzioch, Christian
60
Apergēs, Nikolaos
59
Demirer, Rıza
58
Brooks, Robert
56
Zhang, Yaojie
56
Bali, Turan G.
54
Mensi, Walid
54
Bollerslev, Tim
53
Salisu, Afees A.
52
Nguyen, Duc Khuong
50
Kumar, Dilip
49
Ryu, Doojin
49
Fabozzi, Frank J.
48
Ours, Jan C. van
48
Balcilar, Mehmet
47
Hassan, M. Kabir
47
Lee, Chien-chiang
47
Zhang, Wei
47
Shahzad, Syed Jawad Hussain
46
Cakici, Nusret
45
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Finance research letters
14
Applied economics letters
7
Energy economics
7
Applied economics
5
International review of financial analysis
5
Journal of economics and finance
5
Journal of international financial markets, institutions & money
5
Economics letters
4
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
Computational economics
3
International journal of finance & economics : IJFE
3
Applied financial economics letters
2
Economia internazionale
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of theoretical and applied finance
2
Journal of applied economics
2
Journal of commodity markets
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Atlantic economic journal : AEJ
1
Economic modelling
1
Economic systems
1
Emerging markets, finance and trade : EMFT
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European review of economics and finance
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of applied economics and econometrics : IJAEE
1
International review of applied economics
1
Journal of banking & finance
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ECONIS (ZBW)
123
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1
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:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
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
Xu, Xin
;
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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