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person:"Engle, Robert F."
~isPartOf:"Energy economics"
~person:"Mensi, Walid"
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Search: subject_exact:"Volatility"
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Oil price
7
Volatility
7
Volatilität
7
Ölpreis
7
Spillover effect
5
Spillover-Effekt
5
ARCH model
3
ARCH-Modell
3
Aktienmarkt
2
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2
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2
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2
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2
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2
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2
Structural break
2
Structural breaks
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Aktienindex
1
Ankündigungseffekt
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Announcement effect
1
Asymmetric volatility spillovers
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Cereal
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China
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Chinese stock market
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Commodity implied volatility
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Commodity markets
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Conditional Value at Risk
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Crises
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Crude oil prices
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Dependence
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Engle, Robert F.
Mensi, Walid
Ma, Feng
20
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
18
Bouri, Elie
14
Gupta, Rangan
13
Wang, Yudong
13
Ji, Qiang
11
Uddin, Mohammed Gazi Salah
10
Wei, Yu
10
Demirer, Rıza
9
Kang, Sang Hoon
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Lin, Boqiang
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Gong, Xu
6
Lucey, Brian M.
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Dutta, Anupam
5
Filis, George
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Liu, Bing-Yue
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Jiqian
5
Yin, Libo
5
Abakah, Emmanuel Joel Aikins
4
Chang, Chia-Lin
4
Elder, John
4
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Energy economics
Discussion paper / Department of Economics, University of California San Diego
12
The North American journal of economics and finance : a journal of financial economics studies
9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International review of economics & finance : IREF
5
NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
Borsa Istanbul Review
3
Finance research letters
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Financial innovation : FIN
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International economics : the quarterly journal in international economics founded in 1980 by the CEPII
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
NYU Stern School of Business
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of economics and statistics
2
The review of financial studies
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers
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Advanced texts in econometrics
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Australian economic papers
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CREATES research paper
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Computing in Economics and Finance 2005
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Energy Economics
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Forecasting volatility in the financial markets
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HKUST Business School Research Paper
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International journal of emerging markets
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ECONIS (ZBW)
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1
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid
;
Al Rababa'a, Abdel Razzaq
;
Xuan Vinh Vo
; …
- In:
Energy economics
98
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
Saved in:
2
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
3
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
4
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
5
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
6
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:
7
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
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