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subject:"Volatility"
~isPartOf:"Energy economics"
~person:"Lau, Chi Keung"
~person:"Singh, Vipul Kumar"
~subject:"United Kingdom"
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Volatility
United Kingdom
Estimation
5
Schätzung
5
Volatilität
4
Spillover effect
3
Spillover-Effekt
3
Australia
2
Australien
2
Crude oil
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Electric power industry
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Elektrizitätswirtschaft
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Energiemarkt
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Energy market
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Erdöl
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Exchange rate
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Implied volatility
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Network
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Oil price
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Petroleum
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Wechselkurs
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Welt
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ARCH model
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Asymmetric effects
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Australia National Electricity Market
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Australian electricity markets
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Business network
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Commodity derivative
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Connectedness
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Consumer price index
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Electricity
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Lau, Chi Keung
Singh, Vipul Kumar
Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Wang, Yudong
3
Wei, Yu
3
Xu, Yahua
3
Apergēs, Nikolaos
2
Arouri, Mohamed
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Chevallier, Julien
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Das, Debojyoti
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Dutta, Anupam
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Gozgor, Giray
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Guo, Yawei
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Joo, Young C.
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Kang, Boda
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Kumar, Pawan
2
Lee, Chien-chiang
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Lu, Xinjie
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Maghyereh, Aktham I.
2
Nikitopoulos, Christina Sklibosios
2
Nonejad, Nima
2
Park, Sung Y.
2
Sadorsky, Perry A.
2
Thai-Ha Le
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Todorova, Neda
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Wagner, Andreas
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Wang, Lu
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Wang, Shouyang
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Xiao, Jihong
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Xie, Qichang
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You, Wan-hai
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Energy economics
Decision
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International review of financial analysis
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Journal of international financial markets, institutions & money
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The journal of asset management
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
4
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1
Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective
Kumar, Pawan
;
Singh, Vipul Kumar
- In:
Energy economics
116
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013542126
Saved in:
2
Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
78
(
2019
),
pp. 129-142
Persistent link: https://www.econbiz.de/10012159895
Saved in:
3
Dynamic and directional network connectedness of crude oil and currencies : evidence from implied volatility
Singh, Vipul Kumar
;
Nishant, Shreyank
;
Kumar, Pawan
- In:
Energy economics
76
(
2018
),
pp. 48-63
Persistent link: https://www.econbiz.de/10011976582
Saved in:
4
Good volatility, bad volatility : what drives the asymmetric connectedness of Australian electricity markets?
Apergēs, Nikolaos
;
Baruník, Jozef
;
Lau, Chi Keung
- In:
Energy economics
66
(
2017
),
pp. 108-115
Persistent link: https://www.econbiz.de/10011896435
Saved in:
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