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~person:"Filis, George"
~person:"Ohnsorge, Franziska"
~subject:"VAR-Modell"
~type:"article"
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VAR-Modell
Oil price
28
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28
Volatility
19
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15
World
15
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10
ARCH-Modell
10
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Filis, George
Ohnsorge, Franziska
Gupta, Rangan
15
Kang, Wensheng
12
Kilian, Lutz
11
Ratti, Ronald A.
11
Serletis, Apostolos
11
Ji, Qiang
6
Perez de Gracia, Fernando
6
Sheng, Xin
6
Wang, Yudong
6
Baek, Jungho
5
Cross, Jamie
5
Hammoudeh, Shawkat
5
Manera, Matteo
5
Wu, Chongfeng
5
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4
Catik, A. Nazif
4
Kim, Won Joong
4
Koh, Wee Chian
4
Maghyereh, Aktham I.
4
Mignon, Valérie
4
Nguyen, Duc Khuong
4
Rahman, Sajjadur
4
Shahzad, Syed Jawad Hussain
4
Yin, Libo
4
Abdel-Latif, Hany
3
Algaeed, Abdulaziz Hamad
3
Aruna, Bhagavatula
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Atems, Bebonchu
3
Aye, Goodness C.
3
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Bao Hoang Nguyen
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Chatziantoniou, Ioannis
3
El-Gamal, Mahmoud A.
3
Elder, John
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Jiang, Yong
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Khan, Muhammad Arshad
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Lee, Chien-chiang
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Energy economics
3
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1
International review of financial analysis
1
Review of quantitative finance and accounting
1
The energy journal
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ECONIS (ZBW)
7
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1
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014487424
Saved in:
2
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:
3
Oil shocks and stock markets : dynamic connectedness under the prism of recent geopolitical and economic unrest
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
International review of financial analysis
50
(
2017
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011820653
Saved in:
4
Dynamic spillovers of oil price shocks and economic policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
Energy economics
44
(
2014
),
pp. 433-447
Persistent link: https://www.econbiz.de/10010457145
Saved in:
5
Financial and monetary policy responses to oil price shocks : evidence from oil-importing and oil-exporting countries
Filis, George
;
Chatziantoniou, Ioannis
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 709-729
Persistent link: https://www.econbiz.de/10010433514
Saved in:
6
The effects of oil price shocks on stock market volatility : evidence from European data
Degiannakis, Stavros
;
Filis, George
;
Kizys, Renatas
- In:
The energy journal
35
(
2014
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10010246079
Saved in:
7
Macro economy, stock market and oil prices : do meaningful relationships exist among their cyclical fluctuations?
Filis, George
- In:
Energy economics
32
(
2010
)
4
,
pp. 877-886
Persistent link: https://www.econbiz.de/10008779911
Saved in:
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