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~subject:"Spillover effect"
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Spillover effect
Volatility
41,071
Volatilität
40,802
Theorie
11,346
Theory
11,071
Schätzung
9,770
Börsenkurs
9,591
Estimation
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4,445
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4,343
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4,258
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4,198
Stochastischer Prozess
3,962
Optionspreistheorie
3,923
Stochastic process
3,891
Option pricing theory
3,863
Structural break
3,724
Strukturbruch
3,707
Rohstoffpreis
3,473
Commodity price
3,304
Ölpreis
2,689
Oil price
2,670
volatility
2,657
Risk
2,654
Risiko
2,610
Spillover-Effekt
2,402
Finanzmarkt
2,315
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1,773
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2,370
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McAleer, Michael
61
Chang, Chia-Lin
44
Kang, Sang Hoon
40
Spagnolo, Nicola
37
Caporale, Guglielmo Maria
36
Mensi, Walid
33
Bouri, Elie
31
Kočenda, Evžen
22
Xuan Vinh Vo
22
Gupta, Rangan
20
Tiwari, Aviral Kumar
19
Hammoudeh, Shawkat
18
Lucey, Brian M.
18
Spagnolo, Fabio
18
Yılmaz, Kamil
16
Umar, Zaghum
15
Yoon, Seong-min
15
Beirne, John
14
Lau, Chi Keung
14
Sehgal, Sanjay
14
Gannon, Gerard L.
13
Yousaf, Imran
13
Corbet, Shaen
12
Diebold, Francis X.
12
Do, Hung Xuan
12
Weber, Enzo
12
Yarovaya, Larisa
12
Abakah, Emmanuel Joel Aikins
11
Caporin, Massimiliano
11
Hamori, Shigeyuki
11
Ji, Qiang
11
Wang, Gang-Jin
11
Allen, David E.
10
Balli, Faruk
10
Brooks, Robert
10
Gubareva, Mariya
10
Koutsokostas, Drosos
10
Maitra, Debasish
10
Naeem, Muhammad Abubakr
10
Ngo Thai Hung
10
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National Bureau of Economic Research
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University of Canterbury / Dept. of Economics and Finance
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Hongkong / Monetary Authority
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Institute of European Finance <Bangor, Gwynedd>
1
Svenska Handelshögskolan <Helsinki>
1
Universität Erfurt <1994-> / Staatswissenschaftliche Fakultät
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Energy economics
120
The North American journal of economics and finance : a journal of financial economics studies
76
International review of financial analysis
75
Finance research letters
70
International review of economics & finance : IREF
61
Research in international business and finance
61
Economic modelling
49
Applied economics
41
Journal of international financial markets, institutions & money
35
Journal of risk and financial management : JRFM
35
Econometric Institute research papers
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Applied economics letters
20
International journal of finance & economics : IJFE
20
Journal of banking & finance
20
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Pacific-Basin finance journal
19
International Journal of Energy Economics and Policy : IJEEP
18
Journal of international money and finance
18
CESifo working papers
17
Financial innovation : FIN
17
Discussion paper / Tinbergen Institute
16
Working paper
15
Applied financial economics
13
Global business review
13
Global finance journal
13
Cogent economics & finance
12
Economics letters
12
The journal of futures markets
12
Emerging markets review
11
International Journal of Financial Studies : open access journal
11
The North American journal of economics and finance : a journal of theory and practice
11
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
10
Economies : open access journal
9
Journal of emerging market finance
9
The empirical economics letters : a monthly international journal of economics
9
Theoretical economics letters
9
Borsa Istanbul Review
8
Economics and finance working paper series
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ECONIS (ZBW)
2,374
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1
Period specific
volatility
spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
2
Dynamics of
volatility
spillovers with structural breaks in Indian foreign exchange market
Kashyap, Suresh
;
Kashyap, Sachin
- In:
International journal of business innovation and …
22
(
2020
)
4
,
pp. 488-505
Persistent link: https://www.econbiz.de/10012270943
Saved in:
3
Structural breaks and
volatility
spillovers : the case of the US and Canadian Stock Markets
Tsuji, Chikashi
- In:
Journal of management research
11
(
2019
)
2
,
pp. 30-44
Persistent link: https://www.econbiz.de/10011993943
Saved in:
4
The co-movements along the forward curve of natural gas futures: a structural view
Spargoli, Fabrizio
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003762669
Saved in:
5
Speculation and
volatility
spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong
;
Yu, Cindy L.
;
Hayes, Dermot James
-
2009
Persistent link: https://www.econbiz.de/10003896163
Saved in:
6
Along the forward curve for natural gas : unobservable shocks and dynamic correlations
Spargoli, Fabrizio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003521058
Saved in:
7
Speculation and
volatility
spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong
;
Yu, Cindy L.
;
Hayes, Dermot James
- In:
Energy economics
33
(
2011
)
3
,
pp. 497-503
Persistent link: https://www.econbiz.de/10009266859
Saved in:
8
Mean and
volatility
transmission for commodity futures
Grieb, Terrance
- In:
Journal of economics and finance
39
(
2015
)
1
,
pp. 100-118
Persistent link: https://www.econbiz.de/10011326110
Saved in:
9
Volatility
spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
10
Correlations and
volatility
spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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