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~person:"Fan, Ying"
~person:"Hammoudeh, Shawkat"
~subject:"ARCH-Modell"
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Search: subject_exact:"Mineralölmarkt"
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ARCH-Modell
Oil market
32
Ölmarkt
32
Oil price
19
Welt
19
World
19
Ölpreis
19
Volatility
11
Volatilität
11
ARCH model
6
Causality analysis
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OPEC countries
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OPEC-Staaten
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China
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Cointegration
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Erdöl
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Erdölpolitik
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Kointegration
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Oil policy
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Petroleum
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Risikomaß
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Risk measure
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Spillover effect
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Spillover-Effekt
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Time series analysis
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Aktienmarkt
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Credit derivative
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Crude oil market
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Erdölraffinerie
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Fan, Ying
Hammoudeh, Shawkat
Wei, Yu
7
Wang, Yudong
6
Ma, Feng
5
McAleer, Michael
5
Serletis, Apostolos
4
Yoon, Seong-min
4
Zhang, Yaojie
4
Zhang, Yue-jun
4
Dutta, Anupam
3
Ghorbel, Achraf
3
Lanza, Alessandro
3
Liang, Chao
3
Manera, Matteo
3
Molnár, Peter
3
Wang, Xunxiao
3
Wu, Chongfeng
3
Zhang, Bing
3
Abbes, Mouna Boujelbène
2
Balcilar, Mehmet
2
Bouazizi, Tarek
2
Boujelbene, Younes
2
Brunetti, Celso
2
Chang, Chia-Lin
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Chen, Bo
2
Chen, Xiaodan
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Gilbert, Christopher L.
2
Gong, Xu
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Gupta, Rangan
2
Harrison, Andre
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Hasanov, Akram Shavkatovich
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Ji, Qiang
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Kočenda, Evžen
2
Kyritsis, Evangelos
2
Li, Xiafei
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Liu, Jing
2
Liu, Li
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Energy economics
4
International review of economics & finance : IREF
1
Journal of commodity markets
1
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ECONIS (ZBW)
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1
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
2
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
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:
4
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
5
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
6
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:
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