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~language:"eng"
~person:"Demirer, Rıza"
~person:"Mensi, Walid"
~person:"Wei, Yu"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Volatilität
Ölpreis
Volatility
123
Stock market
94
Aktienmarkt
92
Welt
76
World
76
Oil price
69
Estimation
65
Schätzung
65
Börsenkurs
63
Share price
63
Capital income
60
Kapitaleinkommen
60
Forecasting model
56
Prognoseverfahren
56
Spillover effect
55
Spillover-Effekt
55
ARCH model
52
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52
Risiko
42
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42
Portfolio selection
37
Portfolio-Management
37
Hedging
34
Commodity derivative
26
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26
Theorie
26
Theory
26
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23
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22
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22
USA
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20
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19
Correlation
18
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18
Finanzkrise
18
Gold
18
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9
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136
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136
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
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English
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Demirer, Rıza
Mensi, Walid
Wei, Yu
Gupta, Rangan
177
Bouri, Elie
91
Hammoudeh, Shawkat
91
Ma, Feng
91
McAleer, Michael
75
Tiwari, Aviral Kumar
74
Bahmani-Oskooee, Mohsen
73
Wang, Yudong
63
Kang, Sang Hoon
59
Kilian, Lutz
53
Wohar, Mark E.
53
Bollerslev, Tim
52
Xuan Vinh Vo
52
McMillan, David G.
50
Ji, Qiang
48
Zhang, Yaojie
48
Kumar, Dilip
44
Pierdzioch, Christian
44
Caporale, Guglielmo Maria
43
Salisu, Afees A.
43
Balcilar, Mehmet
42
Narayan, Paresh Kumar
41
Serletis, Apostolos
41
Andersen, Torben
40
Lucey, Brian M.
40
Chevallier, Julien
39
Corbet, Shaen
39
Yoon, Seong-min
39
Nguyen, Duc Khuong
38
Apergēs, Nikolaos
37
Gil-Alaña, Luis A.
37
Hamori, Shigeyuki
37
Shahzad, Syed Jawad Hussain
36
Brooks, Robert
35
Hegerty, Scott W.
35
Filis, George
34
Roubaud, David
34
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Energy economics
29
The North American journal of economics and finance : a journal of financial economics studies
15
Finance research letters
11
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
International review of economics & finance : IREF
7
International journal of finance & economics : IJFE
5
Economic modelling
4
Financial innovation : FIN
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Applied economics letters
3
Economics letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Borsa Istanbul Review
2
Journal of banking & finance
2
Journal of economics and finance
2
Journal of forecasting
2
Research in international business and finance
2
Australian economic papers
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
1
Economia politica : journal of analytical and institutional economics
1
Economic systems
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
International journal of emerging markets
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
Managerial finance
1
OPEC energy review
1
Pacific-Basin finance journal
1
Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
136
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
3
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
4
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
5
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
6
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:
7
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
8
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
9
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:
10
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
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