//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~person:"Fan, Ying"
~source:"econis"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Risikomaß
4
Risk measure
4
Oil market
3
Volatilität
3
Welt
3
World
3
Ölmarkt
3
ARCH model
2
ARCH-Modell
2
Multivariate Verteilung
2
Multivariate distribution
2
Oil price
2
Spillover effect
2
Spillover-Effekt
2
Ölpreis
2
Aktienindex
1
Aktienmarkt
1
Ansteckungseffekt
1
Business network
1
Capital income
1
Causality analysis
1
China
1
CoVaR
1
Contagion effect
1
Dynamic dependence
1
Erdöl
1
Exchange rate
1
Financial crisis
1
Finanzkrise
1
G20 countries
1
G20 stock markets
1
G20-Staaten
1
High-dimensional CoVaR network
1
Implied volatility index
1
Kapitaleinkommen
1
Kausalanalyse
1
Lieferkette
1
Petroleum
1
Return-volatility dependence
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Conference paper
1
Konferenzbeitrag
1
Language
All
English
3
Author
All
Fan, Ying
Ji, Qiang
4
Liu, Bing-Yue
4
Bouri, Elie
3
Hammoudeh, Shawkat
3
Ma, Feng
3
Tiwari, Aviral Kumar
3
Baum, Christopher F.
2
Chen, Liyuan
2
Chevallier, Julien
2
Shahzad, Syed Jawad Hussain
2
Wang, Yudong
2
Yoon, Seong-min
2
Zerilli, Paola
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Ahmed, Rizwan
1
Aktas, Elvan
1
Al-Yahyaee, Khamis Hamed
1
Alam, Md. Samsul
1
Alexander, Carol
1
Alizadeh-Masoodian, Amir H.
1
Aloui, Riadh
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Amin, Md. Ruhul
1
Auer, Benjamin R.
1
Banerjee, Ameet Kumar
1
Belkacem, Lotfi
1
Ben Aïssa, Mohamed Safouane
1
Billio, Monica
1
Bonaccolto, Giovanni
1
Bu, Ruijun
1
Byun, Suk Joon
1
Cabedo, J. David
1
Caporin, Massimiliano
1
Casarin, Roberto
1
Chamaiporn Kumpamool
1
Chang, Chia-Lin
1
Chaudhry, Sajid M.
1
more ...
less ...
Published in...
All
Energy economics
International review of financial analysis
1
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->