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~person:"Serletis, Apostolos"
~person:"Yoon, Seong-min"
~subject:"GARCH-in-Mean model"
~subject:"Stock market"
~subject:"Ölpreis"
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GARCH-in-Mean model
Stock market
Ölpreis
Volatility
78
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76
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40
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40
Oil price
31
Estimation
19
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Serletis, Apostolos
Yoon, Seong-min
Gupta, Rangan
117
Ma, Feng
69
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56
Hammoudeh, Shawkat
47
Bouri, Elie
43
Spagnolo, Nicola
42
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40
McAleer, Michael
38
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37
Zhang, Yaojie
35
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32
Pierdzioch, Christian
32
Salisu, Afees A.
32
Wei, Yu
32
Chang, Chia-Lin
31
Demirer, Rıza
31
Wang, Yudong
31
Filis, George
29
Tiwari, Aviral Kumar
29
Xuan Vinh Vo
29
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26
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26
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25
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25
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22
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22
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22
Wen, Fenghua
21
Yin, Libo
21
Brooks, Robert
20
Degiannakis, Stavros
20
McMillan, David G.
20
Nguyen, Duc Khuong
20
Guesmi, Khaled
19
Lu, Xinjie
19
Chiang, Thomas C.
18
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18
Roubaud, David
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ECONIS (ZBW)
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1
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Volatility and dependence in energy markets
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 15-37
Persistent link: https://www.econbiz.de/10014227687
Saved in:
7
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
Saved in:
8
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:
9
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:
10
Oil price shocks in major emerging economies
Azad, Nahiyan Faisal
;
Serletis, Apostolos
- In:
The energy journal
43
(
2022
)
4
,
pp. 199-213
Persistent link: https://www.econbiz.de/10013411968
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