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~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Oil price
Prognoseverfahren
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Volatility
180
Volatilität
173
ARCH model
63
ARCH-Modell
63
Aktienmarkt
54
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Degiannakis, Stavros
Hammoudeh, Shawkat
Yin, Libo
Yoon, Seong-min
Gupta, Rangan
188
McAleer, Michael
129
Caporale, Guglielmo Maria
99
Ma, Feng
87
Bollerslev, Tim
69
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63
Diebold, Francis X.
56
Pierdzioch, Christian
49
Chang, Chia-Lin
45
Lux, Thomas
45
Koopman, Siem Jan
44
Spagnolo, Nicola
44
Bekaert, Geert
43
Gil-Alaña, Luis A.
43
Mensi, Walid
43
Salisu, Afees A.
42
Wang, Yudong
42
Wei, Yu
41
Wohar, Mark E.
41
Kang, Sang Hoon
40
Zhang, Yaojie
40
Andersen, Torben
39
Tiwari, Aviral Kumar
39
Demirer, Rıza
38
Engle, Robert F.
38
Clements, Adam
37
Ji, Qiang
37
McMillan, David G.
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Asai, Manabu
36
Caporin, Massimiliano
35
Kumar, Dilip
35
Härdle, Wolfgang
34
Liang, Chao
32
Bloom, Nicholas
31
Dijk, Dick van
31
Todorov, Viktor
31
Christoffersen, Peter F.
30
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Energy economics
27
International review of economics & finance : IREF
8
International review of financial analysis
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
7
Journal of international financial markets, institutions & money
6
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The energy journal
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ECONIS (ZBW)
137
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51
Oil market uncertainty and international business cycle dynamics
Yin, Libo
;
Feng, Jiabao
- In:
Energy economics
81
(
2019
),
pp. 728-740
Persistent link: https://www.econbiz.de/10012172959
Saved in:
52
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid
;
Lee, Yun Jung
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Finance research letters
31
(
2019
),
pp. 19-25
Persistent link: https://www.econbiz.de/10012420970
Saved in:
53
Dynamic link between oil prices and exchange rates : a non-linear approach
Xu, Yang
;
Han, Liyan
;
Wan, Li
;
Yin, Libo
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183369
Saved in:
54
What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal
;
Selmi, Refk
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
Saved in:
55
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
56
Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
76
(
2018
),
pp. 388-402
Persistent link: https://www.econbiz.de/10011976685
Saved in:
57
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
58
Oil price shocks and uncertainty : how stable is their relationship over time?
Degiannakis, Stavros
;
Filis, George
;
Panagiotakopoulou, …
- In:
Economic modelling
72
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10012100413
Saved in:
59
Forecasting global stock market implied volatility indices
Degiannakis, Stavros
;
Filis, George
;
Hassani, Hossein
- In:
Journal of empirical finance
46
(
2018
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
Saved in:
60
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
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