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~language:"eng"
~person:"Mensi, Walid"
~person:"Wohar, Mark E."
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Übersichtsarbeit"
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Volatilität
Estimation
108
Schätzung
108
Volatility
99
Aktienmarkt
82
Stock market
82
Börsenkurs
80
Share price
80
USA
79
United States
79
Capital income
70
Kapitaleinkommen
70
Welt
66
World
66
Spillover effect
60
Spillover-Effekt
60
Forecasting model
49
Prognoseverfahren
49
Oil price
45
Theorie
45
Theory
45
Ölpreis
45
Hedging
34
Risk
31
Portfolio selection
30
Portfolio-Management
30
Time series analysis
30
Zeitreihenanalyse
30
Risiko
29
ARCH model
28
ARCH-Modell
28
VAR model
23
VAR-Modell
23
Inflation
21
Geldpolitik
20
Monetary policy
20
Coronavirus
19
Impact assessment
19
Schock
19
Shock
19
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Online availability
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Undetermined
80
Free
7
Type of publication
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Article
99
Type of publication (narrower categories)
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Article in journal
Konferenzschrift
Übersichtsarbeit
Aufsatz in Zeitschrift
99
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
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English
Author
All
Mensi, Walid
Wohar, Mark E.
Gupta, Rangan
154
Bouri, Elie
92
Ma, Feng
90
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
62
Kang, Sang Hoon
54
Bollerslev, Tim
52
McMillan, David G.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
41
Andersen, Torben
40
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Liang, Chao
37
Salisu, Afees A.
36
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Roubaud, David
34
Todorov, Viktor
34
Ji, Qiang
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Hamori, Shigeyuki
31
Zhang, Jin E.
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
Ryu, Doojin
30
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The North American journal of economics and finance : a journal of financial economics studies
15
Energy economics
13
International review of economics & finance : IREF
9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Finance research letters
5
Journal of international financial markets, institutions & money
5
Financial innovation : FIN
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Borsa Istanbul Review
2
Economic modelling
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Journal of international money and finance
2
Research in international business and finance
2
The world economy : the leading journal on international economic relations
2
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Australian economic papers
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Indian economic review : official journal of Delhi School of Economics
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of central banking theory and practice
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Open economies review
1
Review of quantitative finance and accounting
1
Studies in economics and finance
1
The Chinese economy
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance
1
The review of economics and statistics
1
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ECONIS (ZBW)
99
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99
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1
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
2
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
8
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:
9
Exchange rate volatility and India-US commodity trade : evidence of the third country effect
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
Indian economic review : official journal of Delhi …
58
(
2023
),
pp. 359-398
Persistent link: https://www.econbiz.de/10014391781
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
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