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~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Ölmarkt"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH model
Oil price
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Volatility
68
Volatilität
68
ARCH-Modell
29
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23
Estimation
23
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Yin, Libo
Yoon, Seong-min
Gupta, Rangan
152
McAleer, Michael
138
Caporale, Guglielmo Maria
81
Ma, Feng
78
Chang, Chia-Lin
71
Bouri, Elie
61
Spagnolo, Nicola
56
Hammoudeh, Shawkat
54
Kang, Sang Hoon
44
Mensi, Walid
44
Tiwari, Aviral Kumar
43
Salisu, Afees A.
38
Zhang, Yaojie
38
Wei, Yu
37
Kumar, Dilip
36
Wang, Yudong
36
Demirer, Rıza
35
Ji, Qiang
35
McMillan, David G.
35
Pierdzioch, Christian
35
Diebold, Francis X.
34
Bauwens, Luc
33
Bollerslev, Tim
33
Engle, Robert F.
32
Kočenda, Evžen
32
Wohar, Mark E.
32
Xuan Vinh Vo
32
Corbet, Shaen
30
Liang, Chao
30
Manera, Matteo
30
Serletis, Apostolos
30
Filis, George
29
Degiannakis, Stavros
28
Bekaert, Geert
26
Chevallier, Julien
25
Floros, Christos
25
Hansen, Peter Reinhard
25
Lucey, Brian M.
25
Molnár, Peter
25
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Energy economics
14
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4
International review of economics & finance : IREF
4
The North American journal of economics and finance : a journal of financial economics studies
4
Korea and the world economy
3
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3
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2
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2
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2
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2
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1
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1
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ECONIS (ZBW)
52
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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
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
4
The role of intermediary capital risk in predicting oil volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
Saved in:
5
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:
6
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:
7
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
8
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:
9
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
10
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
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