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~isPartOf:"Energy economics"
~language:"eng"
~person:"Demirer, Rıza"
~person:"Kang, Sang Hoon"
~person:"Narayan, Paresh Kumar"
~person:"Sadorsky, Perry A."
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Oil price
41
Ölpreis
40
Welt
27
World
27
Volatility
24
Börsenkurs
18
Share price
18
Commodity derivative
13
Rohstoffderivat
13
Capital income
12
Kapitaleinkommen
12
Spillover effect
12
Spillover-Effekt
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ARCH model
10
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Prognoseverfahren
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Erneuerbare Energie
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USA
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United States
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Energiewirtschaft
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Energy sector
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Estimation
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Oil market
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Schätzung
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Cointegration
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Hedging
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Kointegration
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Aktienmarkt
5
Capital market returns
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Crude oil
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Erdölindustrie
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Greenhouse gas emissions
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Kapitalmarktrendite
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Undetermined
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Article
24
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Article in journal
Aufsatz in Zeitschrift
24
Language
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English
Author
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Demirer, Rıza
Kang, Sang Hoon
Narayan, Paresh Kumar
Sadorsky, Perry A.
Ma, Feng
19
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Bouri, Elie
13
Wang, Yudong
13
Gupta, Rangan
12
Ji, Qiang
11
Wei, Yu
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Lin, Boqiang
7
Mensi, Walid
7
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Liu, Bing-Yue
5
Lucey, Brian M.
5
Nguyen, Duc Khuong
5
Soytaş, Uǧur
5
Yin, Libo
5
Batten, Jonathan A.
4
Chang, Chia-Lin
4
Dutta, Anupam
4
Huang, Dengshi
4
Klein, Tony
4
Lau, Chi Keung
4
Li, Xiafei
4
Liu, Li
4
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of international financial markets, institutions & money
7
Economic modelling
4
Emerging markets review
4
International review of economics & finance : IREF
4
Research in international business and finance
4
Applied economics
3
Applied economics letters
3
Economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance research letters
3
Financial innovation : FIN
3
International review of financial analysis
3
Journal of forecasting
3
Korea and the world economy
3
Pacific-Basin finance journal
3
The Korean economic review
3
Borsa Istanbul Review
2
Economic systems
2
Global finance journal
2
Journal of economics and finance : JEF
2
The journal of the Korean economy
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
China economic review : an international journal
1
Dae oe gyeong je yeon gu
1
Defence and peace economics
1
Economia politica : journal of analytical and institutional economics
1
Economics and Business Letters : EBL
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
Journal of Asian economics
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
Managerial finance
1
Modern economy
1
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ECONIS (ZBW)
24
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10
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24
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date (oldest first)
1
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
2
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
3
Oil price shocks and cost of capital : does market liquidity play a role?
Prodromou, Tina
;
Demirer, Rıza
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013540690
Saved in:
4
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
5
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:
6
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
7
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:
8
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:
9
Does the U.S. economic policy uncertainty connect financial markets? : evidence from oil and commodity currencies
Albulescu, Claudiu Tiberiu
;
Demirer, Rıza
;
Raheem, …
- In:
Energy economics
83
(
2019
),
pp. 375-388
Persistent link: https://www.econbiz.de/10012175739
Saved in:
10
The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
Badshah, Ihsan Ullah
;
Demirer, Rıza
;
Suleman, Muhammad …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182796
Saved in:
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