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~language:"eng"
~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
85
Aktienmarkt
55
Stock market
55
Oil price
52
Welt
51
World
51
Spillover effect
48
Spillover-Effekt
48
Estimation
42
Schätzung
42
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41
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41
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35
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35
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34
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34
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28
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28
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26
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14
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93
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93
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1
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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
Demirer, Rıza
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
17
The North American journal of economics and finance : a journal of financial economics studies
14
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
Economic modelling
4
Financial innovation : FIN
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
3
Applied economics
2
Borsa Istanbul Review
2
Journal of banking & finance
2
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
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1
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1
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1
Research in international business and finance
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Studies in economics and finance
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The quarterly review of economics and finance
1
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
93
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81
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
82
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
83
Forecasting realized range volatility : a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
Saved in:
84
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
85
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
86
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
87
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
88
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
89
Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets : Evidence from the Hurst exponent and Shannon entropy methods
Mensi, Walid
;
Beljid, Makram
;
Managi, Shunsuke
- In:
International economics : a journal published by CEPII …
140
(
2014
),
pp. 89-106
Persistent link: https://www.econbiz.de/10011525285
Saved in:
90
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
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