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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
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Volatility spillovers and cont...
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ARCH model
Volatility
1,092
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441
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441
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435
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Ma, Feng
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Bouri, Elie
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7
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6
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4
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4
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3
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3
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Economic modelling
Energy economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
174
International review of financial analysis
125
Applied economics
117
Research in international business and finance
114
International review of economics & finance : IREF
108
The North American journal of economics and finance : a journal of financial economics studies
108
Journal of empirical finance
97
Journal of international financial markets, institutions & money
91
Journal of risk and financial management : JRFM
73
Applied financial economics
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Journal of econometrics
68
International journal of forecasting
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Journal of banking & finance
65
Applied economics letters
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Economics letters
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Discussion paper / Tinbergen Institute
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The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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48
The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometric Institute research papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Pacific-Basin finance journal
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Journal of international money and finance
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Cogent economics & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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Journal of financial econometrics
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ECONIS (ZBW)
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1
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
Saved in:
2
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
3
Co-movements and spillovers of oil and renewable firms under extreme conditions : new evidence from negative WTI prices during COVID-19
Corbet, Shaen
;
Goodell, John W.
;
Günay, Samet
- In:
Energy economics
92
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012520119
Saved in:
4
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
5
Global and regional volatility spillovers to GCC stock markets
Alotaibi, Abdullah R.
;
Mishra, Anil V.
- In:
Economic modelling
45
(
2015
),
pp. 38-49
Persistent link: https://www.econbiz.de/10011334180
Saved in:
6
Analyzing volatility spillovers and hedging between oil and stock markets : evidence from wavelet analysis
Khalfaoui, R.
;
Boutahar, Mohamed
;
Boubaker, H.
- In:
Energy economics
49
(
2015
),
pp. 540-549
Persistent link: https://www.econbiz.de/10011537181
Saved in:
7
Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa
;
Karamti, Chiraz
- In:
Energy economics
102
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
Saved in:
8
A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets
Boubaker, Heni
;
Raza, Syed Ali
- In:
Energy economics
64
(
2017
),
pp. 105-117
Persistent link: https://www.econbiz.de/10011758081
Saved in:
9
Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events
Wu, Xinyu
;
Jiang, Zhengting
- In:
Energy economics
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483676
Saved in:
10
Domestic and foreign sources of volatility spillover to South African asset classes
Duncan, Andrew S.
;
Kabundi, Alain
- In:
Economic modelling
31
(
2013
),
pp. 566-573
Persistent link: https://www.econbiz.de/10009730595
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