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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Energy economics"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"State space model"
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Aktienmarkt
State space model
95
Zustandsraummodell
95
Time series analysis
42
Zeitreihenanalyse
42
Oil price
28
Volatility
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Uddin, Mohammed Gazi Salah
2
Wohar, Mark E.
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Alagidede, Imhotep Paul
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Alkathery, Mohammed A.
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Belhassine, Olfa
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Berger, Theo
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
The European journal of finance
Economic modelling
15
International review of economics & finance : IREF
11
Finance research letters
8
International review of financial analysis
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
6
Applied economics letters
6
The empirical economics letters : a monthly international journal of economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Computational economics
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Emerging markets, finance and trade : EMFT
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Finance a úvěr
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Macroeconomics and finance in emerging market economies
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economic research
3
International journal of finance & economics : IJFE
3
Journal of empirical finance
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Annals of financial economics
2
Cogent business & management
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Emerging markets review
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Financial innovation : FIN
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Studies : open access journal
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International journal of Islamic and Middle Eastern finance and management
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International journal of emerging markets
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International journal of managerial finance : IJMF
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Journal of East Asian economic integration
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Journal of business economics and management
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Pacific-Basin finance journal
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Quantitative finance and economics
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Romanian journal of economic forecasting
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ECONIS (ZBW)
16
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1
Dependence between the GCC energy equities, global clean energy and emission markets : evidence from wavelet analysis
Alkathery, Mohammed A.
;
Chaudhuri, Kausik
;
Nasir, …
- In:
Energy economics
121
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014438722
Saved in:
2
Co-movement between dirty and clean energy : a time-frequency perspective
Farid, Saqib
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014280153
Saved in:
3
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
4
Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa
;
Karamti, Chiraz
- In:
Energy economics
102
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
Saved in:
5
Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries : two types of wavelet analysis
Jiang, Zhuhua
;
Yoon, Seong-min
- In:
Energy economics
90
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012517570
Saved in:
6
Commodities price cycles and their interdependence with equity markets
Boako, Gideon
;
Alagidede, Imhotep Paul
;
Sjo, Bo
;
Uddin, …
- In:
Energy economics
91
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012518586
Saved in:
7
Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012054891
Saved in:
8
Fluctuations in the UK equity market : what drives stock returns?
Rambaccussing, Dooruj
;
Power, David M.
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 499-516
Persistent link: https://www.econbiz.de/10012244343
Saved in:
9
A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets
Boubaker, Heni
;
Raza, Syed Ali
- In:
Energy economics
64
(
2017
),
pp. 105-117
Persistent link: https://www.econbiz.de/10011758081
Saved in:
10
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
Saved in:
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