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~isPartOf:"Annals of financial economics"
~isPartOf:"Energy economics"
~subject:"Energy market"
~subject:"Rohstoffderivat"
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Search: subject_exact:"Übertragungseffekt"
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Energy market
Rohstoffderivat
Spillover effect
222
Spillover-Effekt
222
Volatility
110
Volatilität
110
Oil price
85
Ölpreis
85
Welt
76
World
76
ARCH model
54
ARCH-Modell
54
China
53
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45
Aktienmarkt
44
Commodity derivative
38
Greenhouse gas emissions
30
Treibhausgas-Emissionen
30
Börsenkurs
28
Estimation
28
Schätzung
28
Share price
28
Energiemarkt
25
Theorie
24
Theory
24
Hedging
23
Oil market
23
Portfolio selection
22
Portfolio-Management
22
Ölmarkt
22
Erdöl
20
Petroleum
20
Spillovers
20
VAR model
19
VAR-Modell
19
Volatility spillover
19
Capital income
18
Crude oil
18
Kapitaleinkommen
18
Spillover
17
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English
59
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Kang, Sang Hoon
5
Tiwari, Aviral Kumar
4
Ji, Qiang
3
McIver, Ron
3
Uddin, Mohammed Gazi Salah
3
Yoon, Seong-min
3
Abakah, Emmanuel Joel Aikins
2
Bouri, Elie
2
Gong, Xu
2
Hou, Yang
2
Klein, Tony
2
Kumar, Pawan
2
Nishant, Shreyank
2
Shahzad, Syed Jawad Hussain
2
Singh, Vipul Kumar
2
Abdullah, Mohammad
1
Acikgoz, Turker
1
Adewuyi, Adeolu O.
1
Ahmed, Abdullahi Dahir
1
Akyildirim, Erdinc
1
Albulescu, Claudiu Tiberiu
1
Alkan, Nazlan Belemir
1
Alp, Ozge Sezgin
1
Andriosopoulos, Kostas
1
Apergēs, Nikolaos
1
Aromi, Daniel
1
Barbaglia, Luca
1
Baruník, Jozef
1
Boubaker, Sabri
1
Bruninx, Kenneth
1
Bu, Ruijun
1
Cadre, Hélène le
1
Cepni, Oguzhan
1
Chang, Chia-Lin
1
Chantziara, Thalia
1
Cheng, Natalie Fang Ling
1
Clements, Adam
1
Corbet, Shaen
1
Croux, Christophe
1
Delarue, Erik
1
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Annals of financial economics
Energy economics
International review of financial analysis
12
International review of economics & finance : IREF
11
International Journal of Energy Economics and Policy : IJEEP
9
The journal of futures markets
9
Applied economics
8
Econometric Institute research papers
7
Journal of international financial markets, institutions & money
7
Economic modelling
6
Research in international business and finance
6
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Discussion paper / Tinbergen Institute
4
Journal of commodity markets
4
Journal of commodity markets : JCM
3
The North American journal of economics and finance : a journal of theory and practice
3
Working paper
3
Applied economics letters
2
CESifo working papers
2
Department of Economics discussion papers
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Global business review
2
International Journal of Financial Studies : open access journal
2
International journal of financial research
2
Journal of banking & finance
2
Journal of risk and financial management : JRFM
2
Metamorphosis : a journal of management research
2
Pacific-Basin finance journal
2
Quantitative finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Transportation research / E : an international journal
2
Agricultural and resource economics review : ARER
1
Arbeitsberichte aus der VTI-Agrarökonomie
1
Arbeitsberichte aus der vTI-Agrarökonomie / VTI, Johann Heinrich von Thünen-Institut, Bundesforschungsinstitut für Ländliche Räume, Wald und Fischerei
1
Arthaniti : journal of economic theory and practice
1
Asia-Pacific journal of management research and innovation
1
BIS quarterly review : international banking and financial market developments
1
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1
Risk network of global energy markets
Uddin, Mohammed Gazi Salah
;
Luo, Tianqi
;
Yahya, Muhammad
; …
- In:
Energy economics
125
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014479169
Saved in:
2
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
3
Energy market reforms in China and the time-varying connectedness of domestic and international markets
Wang, Tiantian
;
Wu, Fei
;
Zhang, Dayong
;
Ji, Qiang
- In:
Energy economics
117
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014437145
Saved in:
4
Research on tail risk contagion in international energy markets : the quantile time-frequency volatility spillover perspective
Gong, Xiao-Li
;
Zhao, Min
;
Wu, Zhuo-Cheng
;
Jia, Kai-Wen
; …
- In:
Energy economics
121
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014438765
Saved in:
5
Dynamics of a newly established agricultural commodities market : financialization, hedging and portfolio diversification in Turkey
Acikgoz, Turker
;
Alp, Ozge Sezgin
;
Alkan, Nazlan Belemir
- In:
Annals of financial economics
18
(
2023
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014442630
Saved in:
6
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
7
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
8
Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications
Mohammad Enamul Hoque
;
Low, Soo Wah
;
Syed Mabruk Billah
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014490834
Saved in:
9
Dynamic volatility connectedness in the European electricity market
Sikorska-Pastuszka, Magdalena
;
Papież, Monika
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014487372
Saved in:
10
Financial markets, energy shocks, and extreme volatility spillovers
Boubaker, Sabri
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014487450
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