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~isPartOf:"Energy economics"
~subject:"Spillover effect"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Spillover effect
Oil price
929
Ölpreis
929
Welt
445
World
445
Volatility
422
Volatilität
422
Commodity derivative
270
Rohstoffderivat
270
Oil market
224
Ölmarkt
224
Estimation
214
Schätzung
214
ARCH model
187
ARCH-Modell
187
Forecasting model
151
Prognoseverfahren
151
Erdöl
149
Petroleum
149
Börsenkurs
148
Share price
148
Theorie
140
Theory
140
Schock
121
Shock
121
VAR model
119
VAR-Modell
119
Hedging
116
USA
112
United States
111
Stock market
109
Spillover-Effekt
106
Aktienmarkt
105
Oil prices
105
Capital income
96
Kapitaleinkommen
96
China
94
Time series analysis
93
Zeitreihenanalyse
92
Risk
88
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Undetermined
92
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Article
106
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Article in journal
106
Aufsatz in Zeitschrift
106
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English
106
Author
All
Kang, Sang Hoon
8
Bouri, Elie
7
Hammoudeh, Shawkat
6
Mensi, Walid
5
Shahzad, Syed Jawad Hussain
5
Yoon, Seong-min
5
Ji, Qiang
4
Roubaud, David
4
Tiwari, Aviral Kumar
4
Dai, Zhifeng
3
Kumar, Pawan
3
Lin, Boqiang
3
Maitra, Debasish
3
Nazlıoğlu, Şaban
3
Singh, Vipul Kumar
3
Uddin, Mohammed Gazi Salah
3
Wang, Xunxiao
3
Albulescu, Claudiu Tiberiu
2
Antonakakis, Nikolaos
2
Arouri, Mohamed
2
Awartani, Basel
2
Corbet, Shaen
2
Dash, Saumya Ranjan
2
Elsayed, Ahmed H.
2
Filis, George
2
Gong, Xu
2
Guhathakurta, Kousik
2
Gupta, Rangan
2
Hernandez, Jose Arreola
2
Hou, Yang
2
Klein, Tony
2
Krištoufek, Ladislav
2
Maghyereh, Aktham I.
2
McIver, Ron
2
Nguyen, Duc Khuong
2
Nishant, Shreyank
2
Okorie, David Iheke
2
Sadorsky, Perry A.
2
Sousa, Ricardo M.
2
Umar, Muhammad
2
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Energy economics
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
22
Finance research letters
17
International review of economics & finance : IREF
17
Economic modelling
16
International Journal of Energy Economics and Policy : IJEEP
14
Research in international business and finance
14
Applied economics
12
Journal of international financial markets, institutions & money
11
Econometric Institute research papers
10
The journal of futures markets
10
Journal of commodity markets
8
Journal of risk and financial management : JRFM
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Discussion paper / Tinbergen Institute
6
IMF working papers
6
CESifo working papers
5
Cogent economics & finance
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Pacific-Basin finance journal
5
Annals of financial economics
4
Economies : open access journal
4
Emerging markets, finance and trade : EMFT
4
Financial innovation : FIN
4
International journal of finance & economics : IJFE
4
International journal of financial research
4
Applied economics letters
3
Department of Economics discussion papers
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
Global business review
3
International Journal of Financial Studies : open access journal
3
International journal of economics and financial issues : IJEFI
3
Journal of commodity markets : JCM
3
The empirical economics letters : a monthly international journal of economics
3
The journal of applied business research
3
Transportation research / E : an international journal
3
Working paper
3
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ECONIS (ZBW)
106
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1
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10
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106
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1
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:
2
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:
3
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
4
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Kang, Sang Hoon
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183270
Saved in:
5
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
6
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
7
Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong
;
Yu, Cindy L.
;
Hayes, Dermot James
- In:
Energy economics
33
(
2011
)
3
,
pp. 497-503
Persistent link: https://www.econbiz.de/10009266859
Saved in:
8
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Ren, Xiaohang
;
Li, Yiying
;
Sun, Xianming
;
Bu, Ruijun
; …
- In:
Energy economics
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483599
Saved in:
9
Network connectedness between China's crude oil futures and sector stock indices
Wang, Zi-Xin
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014485223
Saved in:
10
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
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