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~isPartOf:"Energy economics"
~language:"eng"
~person:"Demirer, Rıza"
~person:"Kang, Sang Hoon"
~person:"Narayan, Paresh Kumar"
~subject:"Risk"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Risk
Volatilität
Oil price
28
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27
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19
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19
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19
Spillover effect
12
Spillover-Effekt
12
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Demirer, Rıza
Kang, Sang Hoon
Narayan, Paresh Kumar
Hammoudeh, Shawkat
19
Ma, Feng
19
Tiwari, Aviral Kumar
18
Wang, Yudong
14
Bouri, Elie
13
Gupta, Rangan
13
Ji, Qiang
12
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10
Wen, Fenghua
10
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Wei, Yu
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7
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7
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7
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7
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6
Dai, Zhifeng
6
Gong, Xu
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Naeem, Muhammad Abubakr
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Roubaud, David
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Filis, George
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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
8
Economics letters
5
Emerging markets review
5
Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
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Research in international business and finance
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Borsa Istanbul Review
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China economic review : an international journal
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Dae oe gyeong je yeon gu
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International journal of emerging markets
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International journal of finance & economics : IJFE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economic behavior & organization : JEBO
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
21
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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 beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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