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subject:"Oil price"
~person:"Xu, Yahua"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Oil price
Volatilität
Commodity derivative
6
Rohstoffderivat
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5
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5
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Xu, Yahua
Ma, Feng
30
Wang, Yudong
15
Chevallier, Julien
14
Wei, Yu
13
Bouri, Elie
12
Ji, Qiang
12
Kang, Sang Hoon
12
Zhang, Yaojie
12
Gupta, Rangan
11
Hammoudeh, Shawkat
11
Manera, Matteo
11
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10
Luo, Jiawen
9
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9
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8
Prokopczuk, Marcel
8
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7
Fernandez-Perez, Adrian
7
Gong, Xu
7
Lu, Xinjie
7
Mensi, Walid
7
Moosa, Imad A.
7
Nguyen, Duc Khuong
7
Tiwari, Aviral Kumar
7
Triantafyllou, Athanasios
7
Uddin, Mohammed Gazi Salah
7
Zhang, Yue-jun
7
Aiube, Fernando Antônio Lucena
6
Benth, Fred Espen
6
Huang, Dengshi
6
Karali, Berna
6
Liu, Jing
6
Liu, Li
6
Liu, Qingfu
6
Schwartz, Eduardo S.
6
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6
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6
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ECONIS (ZBW)
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Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
2
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
3
Higher moment risk premiums for the crude oil market : a downside and upside conditional decomposition
Fonseca, José da
;
Xu, Yahua
- In:
Energy economics
67
(
2017
),
pp. 410-422
Persistent link: https://www.econbiz.de/10011897942
Saved in:
4
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
5
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
6
Realized higher-order moments spillovers between commodity and stock markets : evidence from China
Zhang, Hongwei
;
Jin, Chen
;
Bouri, Elie
;
Gao, Wang
;
Xu, Yahua
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014426824
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