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~language:"eng"
~person:"Mensi, Walid"
~person:"Nguyen, Duc Khuong"
~person:"Wei, Yu"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Volatilität
Ölpreis
Volatility
112
Aktienmarkt
91
Stock market
91
Welt
81
World
81
Oil price
72
Estimation
63
Schätzung
63
Spillover effect
63
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63
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62
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62
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60
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60
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55
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55
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51
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41
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Mensi, Walid
Nguyen, Duc Khuong
Wei, Yu
Gupta, Rangan
182
Bouri, Elie
97
Ma, Feng
96
Hammoudeh, Shawkat
92
Tiwari, Aviral Kumar
78
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
73
Wang, Yudong
65
Kang, Sang Hoon
60
Wohar, Mark E.
55
Kilian, Lutz
53
Xuan Vinh Vo
53
Bollerslev, Tim
52
Zhang, Yaojie
51
McMillan, David G.
50
Ji, Qiang
49
Pierdzioch, Christian
46
Salisu, Afees A.
45
Corbet, Shaen
44
Kumar, Dilip
44
Lucey, Brian M.
44
Caporale, Guglielmo Maria
43
Demirer, Rıza
43
Balcilar, Mehmet
42
Narayan, Paresh Kumar
41
Serletis, Apostolos
41
Andersen, Torben
40
Yoon, Seong-min
40
Chevallier, Julien
39
Hamori, Shigeyuki
38
Liang, Chao
38
Apergēs, Nikolaos
37
Gil-Alaña, Luis A.
37
Filis, George
36
Shahzad, Syed Jawad Hussain
36
Brooks, Robert
35
Hegerty, Scott W.
35
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Energy economics
23
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
12
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
Applied economics
6
Economic modelling
6
International review of financial analysis
6
International journal of finance & economics : IJFE
5
Financial innovation : FIN
4
Borsa Istanbul Review
2
Energy policy
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Journal of banking & finance
2
Journal of commodity markets
2
Journal of international money and finance
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in Pacific Basin business, economics, and finance
1
American journal of finance and accounting
1
Applied economics letters
1
Australian economic papers
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
International journal of business
1
International journal of emerging markets
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the Operational Research Society : OR
1
Studies in economics and finance
1
The journal of applied business research
1
The quarterly review of economics and finance
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
130
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1
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:
2
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:
3
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
Saved in:
4
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014578360
Saved in:
5
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
6
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:
7
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:
8
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:
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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