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subject:"ARCH-Modell"
~person:"Gong, Xu"
~subject:"Welt"
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ARCH-Modell
Welt
Commodity derivative
8
Rohstoffderivat
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Oil price
5
Volatility
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5
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ARCH model
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Gong, Xu
Matthies, Klaus
54
McAleer, Michael
38
Chang, Chia-Lin
28
Ma, Feng
26
Manera, Matteo
23
Pies, Ingo
23
Baffes, John
21
Frankel, Jeffrey A.
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Arezki, Rabah
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Kilian, Lutz
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Hammoudeh, Shawkat
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Wei, Yu
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Xiong, Wei
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Bouri, Elie
12
Brückner, Markus
12
Ji, Qiang
12
Carpantier, Jean-François
11
Hamilton, James D.
11
Kang, Sang Hoon
11
Nguyen, Duc Khuong
11
Timm, Hans-Joachim
11
Triantafyllou, Athanasios
11
Algieri, Bernardina
10
Alquist, Ron
10
Gupta, Rangan
10
Leschus, Leon
10
Liang, Hong
10
Peersman, Gert
10
Staritz, Cornelia
10
Tansuchat, Roengchai
10
Williamson, Jeffrey G.
10
Wohar, Mark E.
10
Wu, Jing Cynthia
10
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International review of financial analysis
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1
Marionettes behind co-movement of commodity prices : roles of speculative and hedging activities
Wu, Nan
;
Wen, Fenghua
;
Gong, Xu
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013541835
Saved in:
2
The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market
Gong, Xu
;
Lin, Boqiang
- In:
Energy economics
74
(
2018
),
pp. 370-386
Persistent link: https://www.econbiz.de/10011972865
Saved in:
3
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
4
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Gong, Xu
;
Liu, Yun
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012804753
Saved in:
5
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong
;
Gong, Xu
- In:
Energy economics
87
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Saved in:
6
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
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