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subject:"Volatilität"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Zhu, Huiming"
~subject:"Causality analysis"
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Volatilität
Causality analysis
Estimation
22
Schätzung
22
China
13
Oil price
12
Volatility
12
Ölpreis
12
Capital income
9
Kapitaleinkommen
9
Regression analysis
9
Regressionsanalyse
9
Börsenkurs
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Crude oil
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Welt
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Economic policy uncertainty
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Erdöl
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Zhu, Huiming
Gupta, Rangan
58
Ma, Feng
24
Balcilar, Mehmet
23
Bahmani-Oskooee, Mohsen
21
Bouri, Elie
21
Tiwari, Aviral Kumar
19
Wohar, Mark E.
18
Xuan Vinh Vo
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Kang, Sang Hoon
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Pierdzioch, Christian
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Todorov, Viktor
16
Mensi, Walid
14
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13
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12
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12
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12
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12
Yoon, Seong-min
12
Demirer, Rıza
11
Kumar, Dilip
11
Nonejad, Nima
11
Shahzad, Syed Jawad Hussain
11
Wang, Yudong
11
Zhang, Yaojie
10
Apergēs, Nikolaos
9
Brooks, Robert
9
Chevallier, Julien
9
Clements, Adam
9
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9
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9
Su, Chi-Wei
9
Wen, Fenghua
9
Gil-Alaña, Luis A.
8
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8
Lau, Chi Keung
8
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The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
3
Energy economics
2
Economic modelling
1
Finance research letters
1
The North American journal of economics and finance : a journal of theory and practice
1
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ECONIS (ZBW)
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1
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
2
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
3
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
4
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
5
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
6
Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Zhang, Zhongqingyang
;
Mao, …
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225822
Saved in:
7
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
8
Does economic policy uncertainty matter for commodity market in China? : evidence from quantile regression
Zhu, Huiming
;
Huang, Rui
;
Wang, Ningli
;
Hau, Liya
- In:
Applied economics
52
(
2020
)
21
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10012197697
Saved in:
9
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
10
Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC : a quantile regression approach
Guo, Peng
;
Zhu, Huiming
;
You, Wan-hai
- In:
Finance research letters
25
(
2018
),
pp. 251-258
Persistent link: https://www.econbiz.de/10012003553
Saved in:
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