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~person:"Liu, Bing-Yue"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Stock market"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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ARCH model
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Volatility
43
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20
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18
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Liu, Bing-Yue
Yoon, Seong-min
Gupta, Rangan
127
Ma, Feng
90
Bouri, Elie
61
Hammoudeh, Shawkat
52
McAleer, Michael
47
Tiwari, Aviral Kumar
46
Mensi, Walid
44
Zhang, Yaojie
44
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43
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42
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38
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37
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35
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34
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33
Salisu, Afees A.
33
Xuan Vinh Vo
33
Demirer, Rıza
32
Bollerslev, Tim
29
Caporale, Guglielmo Maria
28
Ji, Qiang
28
Pierdzioch, Christian
28
Chevallier, Julien
27
Degiannakis, Stavros
27
Gil-Alaña, Luis A.
24
Filis, George
23
Gillas, Konstantinos Gkillas
23
Lucey, Brian M.
23
Serletis, Apostolos
23
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23
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22
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22
Shahzad, Syed Jawad Hussain
22
Wen, Fenghua
22
Wu, Xinyu
22
Balcilar, Mehmet
21
Floros, Christos
21
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21
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21
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Energy economics
13
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4
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3
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3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
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2
Finance research letters
2
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ECONIS (ZBW)
37
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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
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:
4
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
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
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
Saved in:
7
Network connectedness between natural gas markets, uncertainty and stock markets
Geng, Jiang-Bo
;
Chen, Fu-Rui
;
Ji, Qiang
;
Liu, Bing-Yue
- In:
Energy economics
95
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012816884
Saved in:
8
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
9
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
10
Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
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