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~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Kapitaleinkommen
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VAR
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Ahmed, Abdullahi Dahir
1
Aloui, Riadh
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Baum, Christopher F.
1
Ben Aïssa, Mohamed Safouane
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Capelli, Paolo
1
Chen, Liyuan
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Du, Limin
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Morley, Bruce
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Nguyen, Duc Khuong
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Peng, Cheng
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Rahman, Md Lutfur
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Russo, Angeloantonio
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Sabah, Nasim
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Segnon, Mawuli
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Shahzad, Syed Jawad Hussain
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Sobreira, Nuno
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Stanley, H. Eugene
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Uddin, Mohammed Gazi Salah
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Wu, Chongfeng
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Energy economics
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Discussion paper / Tinbergen Institute
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CESifo working papers
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Research paper series / Swiss Finance Institute
13
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
Extreme risk spillovers between crude oil and stock markets
Du, Limin
;
He, Yanan
- In:
Energy economics
51
(
2015
),
pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
Saved in:
2
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
3
Volatility transmissions across international oil market, commodity futures and stock markets : empirical evidence from China
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012631345
Saved in:
4
Stochastic volatility, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
- In:
Energy economics
93
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
Saved in:
5
Cryptocurrency accepting venues, investor attention, and volatility
Sabah, Nasim
- In:
Finance research letters
36
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012483328
Saved in:
6
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
7
Risk spillover of international crude oil to China's firms : evidence from granger causality across quantile
Peng, Cheng
;
Zhu, Huiming
;
Guo, Yawei
;
Chen, Xiuyun
- In:
Energy economics
72
(
2018
),
pp. 188-199
Persistent link: https://www.econbiz.de/10011972302
Saved in:
8
Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach
Uddin, Mohammed Gazi Salah
;
Rahman, Md Lutfur
;
Shahzad, …
- In:
Energy economics
73
(
2018
),
pp. 108-121
Persistent link: https://www.econbiz.de/10011972559
Saved in:
9
Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
Saved in:
10
Forecasting
VaR
using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
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