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~language:"eng"
~person:"Guesmi, Khaled"
~person:"Yoon, Seong-min"
~subject:"Volatility"
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Search: subject_exact:"Mineralölmarkt"
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Volatility
Oil market
14
Ölmarkt
14
Oil price
11
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11
Volatilität
10
ARCH model
5
ARCH-Modell
5
OPEC countries
5
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4
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4
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Capital income
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1998-2018
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Guesmi, Khaled
Yoon, Seong-min
Gupta, Rangan
16
Wang, Yudong
13
Wei, Yu
12
Reitz, Stefan
9
Yin, Libo
9
Hammoudeh, Shawkat
8
Xu, Yahua
8
Ji, Qiang
7
Ma, Feng
7
Peersman, Gert
7
Tiwari, Aviral Kumar
7
Baumeister, Christiane
6
Brunetti, Celso
6
Liu, Li
6
Lyu, Yongjian
6
Mensi, Walid
6
Molnár, Peter
6
Valenti, Daniele
6
Zhang, Yaojie
6
Zhang, Yue-jun
6
Balcilar, Mehmet
5
Corbet, Shaen
5
Hu, Yang
5
Joëts, Marc
5
Krusell, Per
5
Lin, Boqiang
5
Pierru, Axel
5
Stadtmann, Georg
5
Wen, Fenghua
5
Wohar, Mark E.
5
Zhang, Bing
5
Baffes, John
4
Bornstein, Gideon
4
Bouri, Elie
4
Dutta, Anupam
4
Gong, Xu
4
Harrison, Andre
4
Kshirsagar, Varun
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Energy economics
3
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Australian economic papers
1
International review of financial analysis
1
Revue Gestion 2000 : management & prospective
1
The journal of applied business research
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1
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
2
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
3
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
4
How do Bitcoin price fluctuations affect crude oil markets?
Kaabia, Olfa
;
Abid, Ilyes
;
Guesmi, Khaled
;
Sahut, …
- In:
Revue Gestion 2000 : management & prospective
37
(
2020
)
1/2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10012372792
Saved in:
5
OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
6
Volatility spillovers and macroeconomic announcements : evidence from crude oil markets
Belgacem, Aymen
;
Creti, Anna
;
Guesmi, Khaled
;
Lahiani, Amine
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 2974-2984
Persistent link: https://www.econbiz.de/10011289395
Saved in:
7
Dynamic spillover between the oil and stock markets of emerging oil-exporting countries
Teulon, Frédéric
;
Guesmi, Khaled
- In:
The journal of applied business research
30
(
2014
)
1
,
pp. 51-57
Persistent link: https://www.econbiz.de/10010252114
Saved in:
8
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
9
Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
10
Forecasting volatility of crude oil markets
Kang, Sang Hoon
;
Kang, Sang-mok
;
Yoon, Seong-min
- In:
Energy economics
31
(
2009
)
1
,
pp. 119-125
Persistent link: https://www.econbiz.de/10003803810
Saved in:
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