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subject:"Auslandsinvestition"
type:"article"
~isPartOf:"Energy economics"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~person:"Maitra, Debasish"
~subject:"Volatility"
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Auslandsinvestition
Volatility
Oil price
4
Volatilität
4
Welt
4
World
4
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4
Portfolio selection
3
Portfolio-Management
3
Spillover effect
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Rohstoffderivat
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ARCH-Modell
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Asymmetric volatility spillover
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Commodity prices
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Crude oil
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Crude oil implied volatility
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Erdöl
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Estimation
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Financial stress
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Petroleum
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Portfolio implications
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State space model
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Volatility spillover
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Maitra, Debasish
Hammoudeh, Shawkat
8
Tiwari, Aviral Kumar
8
Wang, Yudong
7
Bouri, Elie
6
Kang, Sang Hoon
6
Ma, Feng
6
Shahzad, Syed Jawad Hussain
6
Roubaud, David
5
Uddin, Mohammed Gazi Salah
5
Filis, George
4
Gupta, Rangan
4
Ji, Qiang
4
Sadorsky, Perry A.
4
Wei, Yu
4
Dai, Zhifeng
3
De Soysa, Indra
3
Demirer, Rıza
3
Do, Hung Xuan
3
Fan, Ying
3
Kumar, Pawan
3
Liu, Feng
3
Lucey, Brian M.
3
Neumayer, Eric
3
Singh, Vipul Kumar
3
Wohar, Mark E.
3
Yin, Libo
3
An, Haizhong
2
Batten, Jonathan A.
2
Cajueiro, Daniel Oliveira
2
Chatziantoniou, Ioannis
2
Chen, Jinyu
2
Corbet, Shaen
2
Dash, Saumya Ranjan
2
Degiannakis, Stavros
2
Dimpfl, Thomas
2
Dutta, Anupam
2
Ferrer, Román
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Gabauer, David
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Gasbarro, Dominic
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Energy economics
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
Journal of commodity markets
1
The North American journal of economics and finance : a journal of financial economics studies
1
Transportation research / E : an international journal
1
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ECONIS (ZBW)
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Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework
Das, Debojyoti
;
Maitra, Debasish
;
Dutta, Anupam
;
Basu, …
- In:
Energy economics
115
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013541818
Saved in:
2
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
3
Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
Energy economics
102
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013162436
Saved in:
4
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
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