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type:"article"
~person:"Maghyereh, Aktham I."
~person:"Wu, Chongfeng"
~subject:"VAR model"
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Search: subject_exact:"Erdölpreis"
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VAR model
Oil price
32
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32
Volatility
13
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13
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13
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10
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10
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Maghyereh, Aktham I.
Wu, Chongfeng
Gupta, Rangan
15
Kang, Wensheng
12
Kilian, Lutz
11
Ratti, Ronald A.
11
Serletis, Apostolos
11
Filis, George
6
Ji, Qiang
6
Perez de Gracia, Fernando
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Sheng, Xin
6
Wang, Yudong
6
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5
Cross, Jamie
5
Hammoudeh, Shawkat
5
Manera, Matteo
5
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4
Catik, A. Nazif
4
Kim, Won Joong
4
Koh, Wee Chian
4
Mignon, Valérie
4
Nguyen, Duc Khuong
4
Rahman, Sajjadur
4
Shahzad, Syed Jawad Hussain
4
Yin, Libo
4
Abdel-Latif, Hany
3
Algaeed, Abdulaziz Hamad
3
Aruna, Bhagavatula
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Aye, Goodness C.
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Bao Hoang Nguyen
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El-Gamal, Mahmoud A.
3
Elder, John
3
Farzanegan, Mohammad Reza
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Jiang, Yong
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Energy economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global stock markets and portfolio management
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of empirical finance
1
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ECONIS (ZBW)
9
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1
Do structural shocks in the crude oil market affect biofuel prices?
Maghyereh, Aktham I.
;
Sweidan, Osama Daifalla
- In:
International economics : a journal published by CEPII …
164
(
2020
),
pp. 183-193
Persistent link: https://www.econbiz.de/10014515243
Saved in:
2
Oil price uncertainty and real output growth : new evidence from selected oil-importing countries in the Middle East
Maghyereh, Aktham I.
;
Awartani, Basil
;
Sweidan, Osama …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
5
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10012052209
Saved in:
3
Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
Saved in:
4
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
5
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
Energy economics
66
(
2017
),
pp. 337-348
Persistent link: https://www.econbiz.de/10011896505
Saved in:
6
Disentangling the determinants of real oil prices
Liu, Li
;
Wang, Yudong
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Energy economics
56
(
2016
),
pp. 363-373
Persistent link: https://www.econbiz.de/10011664264
Saved in:
7
Oil price shocks and agricultural commodity prices
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Energy economics
44
(
2014
),
pp. 22-35
Persistent link: https://www.econbiz.de/10010457248
Saved in:
8
Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
Awartani, Basel
;
Maghyereh, Aktham I.
- In:
Energy economics
36
(
2013
),
pp. 28-42
Persistent link: https://www.econbiz.de/10009724768
Saved in:
9
Oil price shocks and emerging stock markets : a generalized VAR approach
Maghyereh, Aktham I.
- In:
Global stock markets and portfolio management
,
(pp. 55-68)
.
2006
Persistent link: https://www.econbiz.de/10003370409
Saved in:
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