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~person:"Beverly, Josh"
~person:"Degiannakis, Stavros"
~person:"González-Astudillo, Manuel"
~person:"Spagnolo, Nicola"
~person:"Xu, Libo"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"ARCH-Modell"
~subject:"Business cycle"
~subject:"Emerging economies"
~subject:"Equity fund flows"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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ARCH-Modell
Business cycle
Emerging economies
Equity fund flows
Oil price
Prognoseverfahren
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South Korea
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Time series analysis
Ölpreis
Volatility
131
Volatilität
131
ARCH model
58
Estimation
43
Schätzung
43
Börsenkurs
37
Share price
37
Aktienmarkt
35
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32
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30
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30
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28
World
28
Spillover effect
24
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24
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20
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18
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18
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18
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17
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13
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11
Forecast
11
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11
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11
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10
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10
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10
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9
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108
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109
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Beverly, Josh
Degiannakis, Stavros
González-Astudillo, Manuel
Spagnolo, Nicola
Xu, Libo
Yin, Libo
Yoon, Seong-min
Gupta, Rangan
137
Ma, Feng
86
Bouri, Elie
61
Hammoudeh, Shawkat
55
McAleer, Michael
48
Tiwari, Aviral Kumar
48
Kang, Sang Hoon
43
Mensi, Walid
43
Wang, Yudong
42
Wohar, Mark E.
41
Zhang, Yaojie
41
Kumar, Dilip
39
Wei, Yu
37
Xuan Vinh Vo
36
Demirer, Rıza
35
McMillan, David G.
35
Salisu, Afees A.
34
Pierdzioch, Christian
33
Bollerslev, Tim
32
Liang, Chao
32
Caporale, Guglielmo Maria
30
Ji, Qiang
29
Nguyen, Duc Khuong
28
Chevallier, Julien
27
Balcilar, Mehmet
26
Gil-Alaña, Luis A.
25
Serletis, Apostolos
25
Roubaud, David
24
Chiang, Thomas C.
23
Hamori, Shigeyuki
23
Shahzad, Syed Jawad Hussain
23
Brooks, Robert
22
Filis, George
22
Gillas, Konstantinos Gkillas
22
Guesmi, Khaled
22
Lau, Chi Keung
22
Wen, Fenghua
22
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Energy economics
17
Economics letters
6
International review of financial analysis
6
Applied economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
4
The energy journal
4
Finance research letters
3
Global finance journal
3
Journal of empirical finance
3
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3
Korea and the world economy
3
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3
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2
Dae oe gyeong je yeon gu
2
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2
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2
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2
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2
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1
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1
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1
International journal of forecasting
1
Journal of economic integration
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Modern economy
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Open economies review
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ECONIS (ZBW)
109
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1
The dynamics of labor force participation : is all quiet on the Appalachian front?
Beverly, Josh
;
Stewart, Shamar L.
;
Neill, Clinton L.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2867-2898
Persistent link: https://www.econbiz.de/10014388998
Saved in:
2
Forecasting VIX : the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
- In:
Economics and Business Letters : EBL
12
(
2023
)
3
,
pp. 231-240
Persistent link: https://www.econbiz.de/10014448444
Saved in:
3
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
4
Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
Saved in:
5
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:
6
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
7
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
8
Oil price uncertainty and climate risks
Serletis, Apostolos
;
Xu, Libo
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 323-332
Persistent link: https://www.econbiz.de/10014252683
Saved in:
9
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:
10
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
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