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~isPartOf:"Energy economics"
~isPartOf:"Research in international business and finance"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Kapitaleinkommen
Volatilität
VAR
18
Oil price
16
VAR model
16
VAR-Modell
16
Ölpreis
16
Volatility
13
Welt
11
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Ahmed, Walid M. A.
2
Aloui, Riadh
2
Ahmed, Abdullahi Dahir
1
Assaf, A.
1
Baum, Christopher F.
1
Ben Aïssa, Mohamed Safouane
1
Chen, Liyuan
1
Chen, Xiuyun
1
Cressy, Robert C.
1
Du, Limin
1
Farag, Hisham
1
Gordo, Natali
1
Guo, Yawei
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Gupta, Rangan
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Hammoudeh, Shawkat
1
He, Yanan
1
Hunt, Alistair
1
Huo, Rui
1
Jabeur, Sami Ben
1
Lux, Thomas
1
Mefteh-Wali, Salma
1
Morley, Bruce
1
Nguyen, Duc Khuong
1
Peng, Cheng
1
Rahman, Md Lutfur
1
Sakaki, Hamid
1
Segnon, Mawuli
1
Shahzad, Syed Jawad Hussain
1
Uddin, Mohammed Gazi Salah
1
Ur Rehman, Mobeen
1
Wang, Xunxiao
1
Wu, Chongfeng
1
Zerilli, Paola
1
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Energy economics
Research in international business and finance
Discussion paper / Tinbergen Institute
19
CESifo working papers
18
Research paper series / Swiss Finance Institute
13
Working paper
12
Swiss Finance Institute Research Paper
9
Cogent economics & finance
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
CESifo Working Paper
6
CESifo Working Paper Series
6
DIW Berlin Discussion Paper
6
Econometrics : open access journal
6
International journal of economics and finance
6
Journal of banking & finance
6
SFB 649 Discussion Paper
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics
5
Finance research letters
5
International Journal of Energy Economics and Policy : IJEEP
5
International Journal of Financial Studies : open access journal
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International journal of economics and financial issues : IJEFI
5
Quantitative economics : QE ; journal of the Econometric Society
5
SFB 649 discussion paper
5
BERG working paper series
4
International journal of business
4
Journal of emerging market finance
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Tinbergen Institute Discussion Paper
4
African journal of economic and management studies
3
Asia Pacific financial markets
3
CAMA Working Paper
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Discussion paper / Deutsche Bundesbank
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Economic modelling
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Economics Working Paper
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International journal of financial research
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Dependence and mean reversion in stock prices : the case of the MENA region
Assaf, A.
- In:
Research in international business and finance
20
(
2006
)
3
,
pp. 286-304
Persistent link: https://www.econbiz.de/10003377100
Saved in:
2
Do regulatory policies affect the flow of information in emerging markets?
Farag, Hisham
;
Cressy, Robert C.
- In:
Research in international business and finance
25
(
2011
)
3
,
pp. 238-254
Persistent link: https://www.econbiz.de/10009241640
Saved in:
3
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
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
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