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~person:"Al-Yahyaee, Khamis Hamed"
~person:"Degiannakis, Stavros"
~person:"Dogo, Mela"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Intra-day data"
~subject:"Oil price"
~subject:"Realized volatility"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Intra-day data
Oil price
Realized volatility
Risk
Stock market
Time series analysis
Ölpreis
Volatility
108
Volatilität
108
ARCH model
48
ARCH-Modell
48
Estimation
37
Schätzung
37
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34
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34
Prognoseverfahren
34
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31
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31
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29
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29
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14
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10
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Article
82
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Aufsatz in Zeitschrift
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83
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Al-Yahyaee, Khamis Hamed
Degiannakis, Stavros
Dogo, Mela
Yin, Libo
Yoon, Seong-min
Gupta, Rangan
116
Ma, Feng
80
Hammoudeh, Shawkat
51
Bouri, Elie
47
Mensi, Walid
43
Zhang, Yaojie
38
Kang, Sang Hoon
37
Tiwari, Aviral Kumar
36
Wang, Yudong
35
Wei, Yu
35
Demirer, Rıza
33
Wohar, Mark E.
33
Liang, Chao
31
Xuan Vinh Vo
31
Salisu, Afees A.
28
Ji, Qiang
26
Pierdzioch, Christian
26
Kumar, Dilip
24
McAleer, Michael
24
Caporale, Guglielmo Maria
23
Filis, George
23
Gil-Alaña, Luis A.
22
Shahzad, Syed Jawad Hussain
22
Wen, Fenghua
22
Bollerslev, Tim
21
Brooks, Robert
20
Chiang, Thomas C.
20
Gillas, Konstantinos Gkillas
20
Nguyen, Duc Khuong
20
Balcilar, Mehmet
19
Roubaud, David
19
Uddin, Mohammed Gazi Salah
19
Guesmi, Khaled
18
McMillan, David G.
18
Zhu, Huiming
18
Aloui, Chaker
17
Corbet, Shaen
17
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Energy economics
17
International review of financial analysis
6
Applied economics
5
Global finance journal
5
International review of economics & finance : IREF
5
Finance research letters
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The energy journal
4
Journal of empirical finance
3
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2
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2
Journal of forecasting
2
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2
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1
Dae oe gyeong je yeon gu
1
Economics / Journal articles : the open-access, open-assessment journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Emerging markets, finance and trade : EMFT
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of international money and finance
1
Modern economy
1
Operational research : an international journal
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Pacific-Basin finance journal
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The journal of the Korean economy
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
83
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1
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:
2
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:
3
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
4
What should be taken into consideration when forecasting oil implied volatility index?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Giannopoulos, …
- In:
The energy journal
44
(
2023
)
5
,
pp. 231-249
Persistent link: https://www.econbiz.de/10014380730
Saved in:
5
The role of intermediary capital risk in predicting oil volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
Saved in:
6
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
7
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
8
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
9
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
10
Is oil risk important for commodity-related currency returns?
Yin, Libo
;
Su, Zhi
;
Lu, Man
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412450
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