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Search: subject:"TVP-VAR-SV model"
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TVP-VAR-SV model
8
Commodity derivative
3
Risiko
3
Risk
3
Rohstoffderivat
3
Spillover effect
3
Spillover-Effekt
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Ansteckungseffekt
2
China
2
Commodity market
2
Contagion effect
2
Financial crisis
2
Finanzkrise
2
Impact assessment
2
Oil price
2
Rohstoffmarkt
2
Systemic risk
2
Systemrisiko
2
Welt
2
Wirkungsanalyse
2
World
2
Ölpreis
2
Capital income
1
Commodity
1
Commodity exchange
1
Crude oil
1
Diebold & Yilmaz method
1
Dynamic volatility spillover
1
Economic policy
1
Economic policy uncertainty
1
Energiemarkt
1
Energy commodity futures
1
Energy market
1
Environmental economics
1
Environmental management
1
Environmental policy
1
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9
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9
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English
9
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Gong, Xu
5
Lai, Yongzeng
2
Liu, Tangyong
2
Liu, Zihan
2
Xu, Jun
2
Yang, Xite
2
Cao, Jidi
1
Huang, Linya
1
Jin, Yujing
1
Liu, Bai
1
Liu, Haiyue
1
Liu, Junbin
1
Liu, Xiaoxing
1
Liu, Yun
1
Pan, Mengmeng
1
Shi, Guangping
1
Sun, Chuanwang
1
Tao, Qiufan
1
Wang, Xiong
1
Weng, Yin-Che
1
Zhang, Ailian
1
Zhang, Qin
1
Zhou, Zicheng
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Energy economics
2
Economic modelling
1
Finance research letters
1
International review of financial analysis
1
Quantitative finance and economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of futures markets
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ECONIS (ZBW)
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1
Environmental policy uncertainty and green innovation : a
TVP-VAR-SV
model
approach
Yang, Xite
;
Cao, Jidi
;
Liu, Zihan
;
Lai, Yongzeng
- In:
Quantitative finance and economics
6
(
2022
)
4
,
pp. 604-621
Persistent link: https://www.econbiz.de/10013499564
Saved in:
2
Economic policy uncertainty, macroeconomic shocks, and systemic risk : evidence from China
Yang, Xite
;
Zhang, Qin
;
Liu, Haiyue
;
Liu, Zihan
;
Tao, Qiufan
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014445607
Saved in:
3
Dynamic volatility connectedness between industrial metal markets
Gong, Xu
;
Xu, Jun
;
Liu, Tangyong
;
Zhou, Zicheng
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014225779
Saved in:
4
Geopolitical risk and dynamic connectedness between commodity markets
Gong, Xu
;
Xu, Jun
- In:
Energy economics
110
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349923
Saved in:
5
Time-varying pure contagion effect between energy and nonenergy commodity markets
Gong, Xu
;
Jin, Yujing
;
Sun, Chuanwang
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1960-1986
Persistent link: https://www.econbiz.de/10013465832
Saved in:
6
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Gong, Xu
;
Liu, Yun
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012804753
Saved in:
7
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong
;
Gong, Xu
- In:
Energy economics
87
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Saved in:
8
Systemic risk : the coordination of macroprudential and monetary policies in China
Zhang, Ailian
;
Pan, Mengmeng
;
Liu, Bai
;
Weng, Yin-Che
- In:
Economic modelling
93
(
2020
),
pp. 415-429
Persistent link: https://www.econbiz.de/10012430198
Saved in:
9
What influences portfolio contagion among open-end mutual funds?
Liu, Junbin
;
Liu, Xiaoxing
;
Shi, Guangping
- In:
Finance research letters
30
(
2019
),
pp. 145-152
Persistent link: https://www.econbiz.de/10012420323
Saved in:
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