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~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Kapitaleinkommen
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VAR
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Oil price
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Ahmed, Abdullahi Dahir
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Aloui, Riadh
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Baum, Christopher F.
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Bezemer, Dirk Johan
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Chen, Liyuan
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Lux, Thomas
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Morley, Bruce
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Nikitopoulos, Christina Sklibosios
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Peng, Cheng
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Rahman, Md Lutfur
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Segnon, Mawuli
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Shahzad, Syed Jawad Hussain
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Energy economics
Journal of banking & finance
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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12
Swiss Finance Institute Research Paper
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Cogent economics & finance
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International journal of economics and finance
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Applied economics
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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International journal of business
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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
Investor attention, index performance, and return predictability
Vozlyublennaia, Nadia
- In:
Journal of banking & finance
41
(
2014
),
pp. 17-35
Persistent link: https://www.econbiz.de/10010407999
Saved in:
3
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:
4
Financial fragility in the Great Moderation
Bezemer, Dirk Johan
;
Grydaki, Maria
- In:
Journal of banking & finance
49
(
2014
),
pp. 169-177
Persistent link: https://www.econbiz.de/10010508050
Saved in:
5
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:
6
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
7
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:
8
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:
9
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
10
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
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