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~language:"eng"
~person:"Bouri, Elie"
~person:"Chevallier, Julien"
~person:"Dark, Jonathan"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~person:"Serletis, Apostolos"
~subject:"ARCH-Modell"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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ARCH-Modell
Hedging
123
Volatility
86
Volatilität
86
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82
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82
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73
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73
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Bouri, Elie
Chevallier, Julien
Dark, Jonathan
Kerstan, Friedhelm
Lien, Da-hsiang Donald
Serletis, Apostolos
McAleer, Michael
42
Ma, Feng
39
Chang, Chia-Lin
34
Hammoudeh, Shawkat
17
Gupta, Rangan
15
Nguyen, Duc Khuong
15
Wang, Yudong
15
Ji, Qiang
14
Wei, Yu
14
Zhang, Yaojie
14
Manera, Matteo
13
Filis, George
12
Mensi, Walid
11
Zagaglia, Paolo
11
Kang, Sang Hoon
10
Tansuchat, Roengchai
10
Degiannakis, Stavros
9
Guesmi, Khaled
9
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9
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9
Roengchai Tansuchat
9
Salisu, Afees A.
9
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8
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8
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8
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8
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8
Yoon, Seong-min
8
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7
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7
Lahiani, Amine
7
Lai, Yu-Sheng
7
Lu, Xinjie
7
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7
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7
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ECONIS (ZBW)
51
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1
World commodity prices and economic activity in advanced and emerging economies
Liu, Jinan
;
Serletis, Apostolos
- In:
Open economies review
33
(
2022
)
2
,
pp. 347-374
Persistent link: https://www.econbiz.de/10013273194
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2
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
3
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
4
Volatility and dependence in energy markets
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 15-37
Persistent link: https://www.econbiz.de/10014227687
Saved in:
5
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
6
Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Yousaf, Imran
;
Ali, Shoaib
;
Bouri, Elie
;
Saeed, Tareq
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1913-1934
Persistent link: https://www.econbiz.de/10014381000
Saved in:
7
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
8
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
9
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
10
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
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