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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Fan, Ying"
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Bayesian Tail Risk Forecasting...
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Risikomaß
8
Risk measure
8
Volatility
6
Volatilität
6
ARCH model
4
ARCH-Modell
4
Oil price
4
Welt
4
World
4
Ölpreis
4
Multivariate Verteilung
3
Multivariate distribution
3
Oil market
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Risk management
3
Spillover effect
3
Spillover-Effekt
3
Ölmarkt
3
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2
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2
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Aktienindex
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Ansteckungseffekt
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1
Bitcoin
1
Business network
1
Causality analysis
1
China
1
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Commodity derivative
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Al-Yahyaee, Khamis Hamed
Fan, Ying
Hammoudeh, Shawkat
10
Ji, Qiang
10
Mensi, Walid
6
Bouri, Elie
5
Gupta, Rangan
5
Kang, Sang Hoon
5
Liu, Bing-Yue
5
McAleer, Michael
5
Shahzad, Syed Jawad Hussain
4
Tiwari, Aviral Kumar
4
Al-Jarrah, Idries Mohammad Wanas
3
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Chevallier, Julien
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Herrera, Rodrigo
3
Huang, Hung-Hsi
3
Jimenez-Martin, Juan-Angel
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Ma, Feng
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Peng, Cheng
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Reboredo, Juan Carlos
3
Ruiz, Carlos
3
Wang, Xingchun
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Zhang, Weiguo
3
Zhang, Yue-jun
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Alizadeh-Masoodian, Amir H.
2
Allen, David E.
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Asai, Manabu
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Banerjee, Ameet Kumar
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Bao, Ying
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Baum, Christopher F.
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Bertsch, Valentin
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Chen, Liyuan
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Chen, Rongda
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Cho, Hoon
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
International review of economics & finance : IREF
3
International Journal of Global Energy Issues
2
Applied economics
1
Emerging markets review
1
Energy
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
9
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1
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
2
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
3
Estimating "value at risk" of crude oil price and its spillover effect using the GED-
GARCH
approach
Fan, Ying
;
Zhang, Yue-jun
;
Tsai, Hsien-tang
;
Wei, Yi-Ming
- In:
Energy economics
30
(
2008
)
6
,
pp. 3156-3171
Persistent link: https://www.econbiz.de/10003777034
Saved in:
4
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Saved in:
5
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
6
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
7
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
8
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
9
An evaluation framework for oil import security based on the supply chain with a case study focused on China
Zhang, Hai-ying
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
38
(
2013
),
pp. 87-95
Persistent link: https://www.econbiz.de/10009763635
Saved in:
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