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~person:"Liu, Bing-Yue"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Liu, Bing-Yue
Gupta, Rangan
180
McAleer, Michael
122
Caporale, Guglielmo Maria
94
Ma, Feng
91
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65
Bouri, Elie
64
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55
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52
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42
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42
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39
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38
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38
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37
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37
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36
Bekaert, Geert
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35
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34
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34
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34
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34
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33
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33
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31
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31
Xuan Vinh Vo
30
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28
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1
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:
2
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:
3
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:
4
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
Ji, Qiang
;
Liu, Bing-Yue
;
Zhao, Wan-Li
;
Fan, Ying
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301045
Saved in:
5
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
6
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
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