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isPartOf:"The review of financial studies"
~isPartOf:"Energy economics"
~subject:"Korrelation"
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Korrelation
Stock market
238
Aktienmarkt
234
Volatility
114
Volatilität
114
Börsenkurs
101
Share price
101
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100
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Buss, Adrian
1
Christoffersen, Peter F.
1
Creti, Anna
1
Disli, Mustafa
1
Errunza, Vihang R.
1
Farid, Saqib
1
Fałdziński, Marcin
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The review of financial studies
Energy economics
Finance research letters
25
Economic modelling
24
International review of economics & finance : IREF
21
International review of financial analysis
17
Research in international business and finance
17
Journal of empirical finance
16
Applied economics letters
14
Journal of international financial markets, institutions & money
13
Applied economics
11
Journal of risk and financial management : JRFM
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of international money and finance
10
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
CESifo working papers
8
International journal of finance & economics : IJFE
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Finance a úvěr
7
Economics letters
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Computational economics
5
Emerging markets, finance and trade : EMFT
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Global finance journal
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Managerial finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Investment management and financial innovations
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Journal of financial and quantitative analysis : JFQA
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Review of finance : journal of the European Finance Association
4
Review of quantitative finance and accounting
4
The empirical economics letters : a monthly international journal of economics
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The journal of asset management
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Working papers
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Applied financial economics
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Borsa Istanbul Review
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CREATES research paper
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China finance review international
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ECONIS (ZBW)
13
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1
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:
2
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
3
Comomentum : inferring arbitrage activity from return correlations
Lou, Dong
;
Polk, Christopher
- In:
The review of financial studies
35
(
2022
)
7
,
pp. 3272-3302
Persistent link: https://www.econbiz.de/10013350042
Saved in:
4
Spillover effects and nonlinear correlations between carbon emissions and stock markets : an empirical analysis of China's carbon-intensive industries
Xu, Lin
;
Wu, Chenyang
;
Qin, Quande
;
Lin, Xiaoying
- In:
Energy economics
111
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013350179
Saved in:
5
Separating BRIC using Islamic stocks and crude oil : dynamic conditional correlation and volatility spillover analysis
Hassan, Kamrul
;
Hoque, Ariful
;
Gasbarro, Dominic
- In:
Energy economics
80
(
2019
),
pp. 950-969
Persistent link: https://www.econbiz.de/10012173757
Saved in:
6
Recent hikes in oil-equity market correlations : transitory or permanent?
Zhang, Bing
;
Li, Xiaoming
- In:
Energy economics
53
(
2016
),
pp. 305-315
Persistent link: https://www.econbiz.de/10011660562
Saved in:
7
On the dynamic links between commodities and Islamic equity
Nagayev, Ruslan
;
Disli, Mustafa
;
Inghelbrecht, Koen
; …
- In:
Energy economics
58
(
2016
),
pp. 125-140
Persistent link: https://www.econbiz.de/10011698847
Saved in:
8
Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael
;
Todorova, Neda
- In:
Energy economics
40
(
2013
),
pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
Saved in:
9
On the links between stock and commodity markets' volatility
Creti, Anna
;
Joëts, Marc
;
Mignon, Valérie
- In:
Energy economics
37
(
2013
),
pp. 16-28
Persistent link: https://www.econbiz.de/10009759403
Saved in:
10
Measuring equity risk with option-implied correlations
Buss, Adrian
;
Vilkov, Grigory
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3113-3140
Persistent link: https://www.econbiz.de/10009630175
Saved in:
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