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~person:"Balcilar, Mehmet"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~source:"econis"
~subject:"Financial market"
~subject:"Forecasting model"
~subject:"Oil price"
~subject:"Stock market"
~subject:"USA"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Financial market
Forecasting model
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USA
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Volatility
101
Volatilität
101
Estimation
42
Schätzung
42
Börsenkurs
37
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37
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35
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35
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31
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30
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29
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29
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21
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18
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Balcilar, Mehmet
Yin, Libo
Yoon, Seong-min
Gupta, Rangan
124
Ma, Feng
90
Bouri, Elie
62
Hammoudeh, Shawkat
52
Zhang, Yaojie
44
Mensi, Walid
42
Wang, Yudong
42
Kang, Sang Hoon
39
Wei, Yu
38
Liang, Chao
36
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36
Tiwari, Aviral Kumar
35
Bahmani-Oskooee, Mohsen
33
Pierdzioch, Christian
32
Salisu, Afees A.
32
Bollerslev, Tim
31
Demirer, Rıza
31
Xuan Vinh Vo
31
Ji, Qiang
30
McAleer, Michael
30
Kumar, Dilip
29
McMillan, David G.
27
Degiannakis, Stavros
26
Filis, George
23
Shahzad, Syed Jawad Hussain
23
Wen, Fenghua
22
Andersen, Torben
21
Brooks, Robert
21
Wang, Jiqian
21
Caporale, Guglielmo Maria
20
Corbet, Shaen
20
Roubaud, David
20
Bali, Turan G.
19
Chiang, Thomas C.
19
Guesmi, Khaled
19
Lu, Xinjie
19
Nguyen, Duc Khuong
19
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15
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6
International review of economics & finance : IREF
6
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3
Australian economic papers
2
Economics letters
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ECONIS (ZBW)
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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
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:
5
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:
6
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:
7
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
8
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
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
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
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