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Dynamic spillovers among major...
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Volatility
264
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264
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135
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107
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Gupta, Rangan
8
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5
Ma, Feng
5
Chevallier, Julien
4
Lucey, Brian M.
4
Su, Chi-Wei
4
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3
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Applied economics letters
Energy economics
1,617
NBER working paper series
862
Finance research letters
856
Working paper / National Bureau of Economic Research, Inc.
793
NBER Working Paper
733
Applied economics
678
International Journal of Energy Economics and Policy : IJEEP
610
The journal of futures markets
610
Economic modelling
595
International review of financial analysis
584
Working paper
572
International review of economics & finance : IREF
546
Journal of banking & finance
528
IMF working papers
517
Discussion paper / Centre for Economic Policy Research
492
Economics letters
451
CESifo working papers
438
Journal of econometrics
432
The North American journal of economics and finance : a journal of financial economics studies
424
Research in international business and finance
408
Journal of international money and finance
407
Applied financial economics
343
Journal of empirical finance
333
Journal of international financial markets, institutions & money
323
MPRA Paper
320
Discussion paper / Tinbergen Institute
302
International journal of theoretical and applied finance
263
Journal of risk and financial management : JRFM
252
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
246
American journal of agricultural economics
241
The energy journal
241
Discussion papers / CEPR
232
IMF working paper
229
Pacific-Basin finance journal
226
Journal of financial economics
220
The European journal of finance
217
Journal of economic dynamics & control
214
Quantitative finance
213
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ECONIS (ZBW)
456
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1
Volatility
spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
2
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
3
Price discovery and
volatility
spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu
;
Lim, Seok
- In:
Applied economics letters
26
(
2019
)
5
,
pp. 351-357
Persistent link: https://www.econbiz.de/10012204211
Saved in:
4
Volatility
forecasting for crude oil futures
Marzo, Massimiliano
;
Zagaglia, Paolo
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
Saved in:
5
Newspaper-based equity uncertainty or implied
volatility
index : new evidence from oil market
volatility
predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
6
Forecasting oil futures price
volatility
with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
7
Volatility
spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
8
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
Saved in:
9
Does uncertainty matter for US financial market
volatility
spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong
;
Su, Zhi
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
Saved in:
10
Volatility
spillovers to the emerging financial markets during taper talk and actual tapering
Ghosh, Saurabh
;
Saggar, Mridul K.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 122-127
Persistent link: https://www.econbiz.de/10011703961
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