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~isPartOf:"Energy economics"
~subject:"ARCH-Modell"
~subject:"Energy market"
~subject:"Rohstoffderivat"
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Search: subject_exact:"Übertragungseffekt"
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ARCH-Modell
Energy market
Rohstoffderivat
Spillover effect
214
Spillover-Effekt
214
Volatility
104
Volatilität
104
Oil price
83
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Kang, Sang Hoon
6
Yoon, Seong-min
5
Bouri, Elie
4
Tiwari, Aviral Kumar
4
Uddin, Mohammed Gazi Salah
4
Ji, Qiang
3
Lin, Boqiang
3
McIver, Ron
3
Shahzad, Syed Jawad Hussain
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Wang, Xunxiao
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Abakah, Emmanuel Joel Aikins
2
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2
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2
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2
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2
Hoque, Ariful
2
Hou, Yang
2
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2
Kumar, Pawan
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Lucey, Brian M.
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Maitra, Debasish
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Mensi, Walid
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2
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Sadorsky, Perry A.
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2
Wen, Fenghua
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2
Abdullah, Mohammad
1
Adewuyi, Adeolu O.
1
Ahmed, Abdullahi Dahir
1
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Energy economics
International review of financial analysis
39
Research in international business and finance
35
The North American journal of economics and finance : a journal of financial economics studies
35
Economic modelling
31
Finance research letters
29
International review of economics & finance : IREF
29
Journal of international financial markets, institutions & money
20
Applied economics
19
Journal of risk and financial management : JRFM
16
Econometric Institute research papers
15
International Journal of Energy Economics and Policy : IJEEP
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
Discussion paper / Tinbergen Institute
12
Global business review
11
Pacific-Basin finance journal
10
The journal of futures markets
10
Cogent economics & finance
9
International Journal of Financial Studies : open access journal
8
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7
Emerging markets review
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Financial innovation : FIN
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The empirical economics letters : a monthly international journal of economics
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CESifo working papers
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Economics letters
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Eurasian economic review : a journal in applied macroeconomics and finance
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International journal of finance & economics : IJFE
6
International journal of financial research
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Journal of economics and finance
6
Journal of emerging market finance
6
Theoretical economics letters
6
Emerging markets, finance and trade : EMFT
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance a úvěr
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Global finance journal
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International journal of economics and finance
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ECONIS (ZBW)
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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
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
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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