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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~subject:"Spillover effect"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Spillover effect
Volatilität
Volatility
101
ARCH model
69
ARCH-Modell
69
Forecasting model
68
Prognoseverfahren
68
Estimation
63
Schätzung
63
Aktienmarkt
55
Stock market
55
Börsenkurs
49
Share price
49
Capital income
48
Kapitaleinkommen
48
Welt
48
World
48
Oil price
42
Spillover-Effekt
42
Ölpreis
42
Portfolio selection
31
Portfolio-Management
31
Commodity derivative
25
Rohstoffderivat
25
Time series analysis
23
Zeitreihenanalyse
23
Theorie
22
Theory
22
China
21
Volatility forecasting
21
Forecast
16
Oil market
16
Prognose
16
Hedging
15
Ölmarkt
15
Capital market returns
14
Financial crisis
14
Finanzkrise
14
Kapitalmarktrendite
14
Risk
14
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Article
120
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120
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Non-commercial literature
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Arbeitspapier
73
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2
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2
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1
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English
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Chang, Chia-Lin
Yoon, Seong-min
Zhang, Yaojie
Gupta, Rangan
174
Bouri, Elie
103
Ma, Feng
91
Kang, Sang Hoon
80
Tiwari, Aviral Kumar
80
McAleer, Michael
74
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
72
Xuan Vinh Vo
70
Mensi, Walid
68
Wohar, Mark E.
54
McMillan, David G.
52
Bollerslev, Tim
51
Lucey, Brian M.
47
Wang, Yudong
46
Corbet, Shaen
45
Kumar, Dilip
45
Caporale, Guglielmo Maria
43
Ji, Qiang
43
Shahzad, Syed Jawad Hussain
43
Demirer, Rıza
42
Umar, Zaghum
42
Pierdzioch, Christian
41
Roubaud, David
41
Hamori, Shigeyuki
40
Wei, Yu
40
Andersen, Torben
39
Chevallier, Julien
39
Balcilar, Mehmet
38
Liang, Chao
38
Salisu, Afees A.
38
Hegerty, Scott W.
37
Audretsch, David B.
36
Apergēs, Nikolaos
35
Uddin, Mohammed Gazi Salah
35
Brooks, Robert
34
Todorov, Viktor
34
Guesmi, Khaled
33
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Energy economics
21
Applied economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
6
Economic modelling
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of forecasting
4
Pacific-Basin finance journal
4
The Korean economic review
4
Journal of econometrics
3
Korea and the world economy
3
Applied economics letters
2
Australian economic papers
2
Dae oe gyeong je yeon gu
2
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2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of risk and financial management : JRFM
2
Research in international business and finance
2
The journal of the Korean economy
2
Annals of financial economics
1
Bulletin of economic research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of empirical finance
1
Journal of management science and engineering
1
Journal of multinational financial management
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Modern economy
1
Review of international economics
1
Risks : open access journal
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
120
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1
Dynamic connectedness among regional FinTech indices in times of turbulences
Alshater, Muneer Maher
;
Polat, Onur
;
El Khoury, Rim
; …
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 670-675
Persistent link: https://www.econbiz.de/10014557824
Saved in:
2
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
3
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:
4
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
5
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
6
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:
7
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
8
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
9
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid
;
Lee, Yeonjeong
;
Al Kharusi, Sami
;
Yoon, …
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
Saved in:
10
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
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