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~language:"eng"
~person:"Hernandez, Jose Arreola"
~person:"McAleer, Michael"
~subject:"Spillover effect"
~type_genre:"Article in journal"
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Spillover effect
Theorie
83
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83
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79
Volatilität
79
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51
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51
Estimation
46
Schätzung
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Hernandez, Jose Arreola
McAleer, Michael
Kang, Sang Hoon
59
Xuan Vinh Vo
45
Mensi, Walid
43
Bouri, Elie
38
Audretsch, David B.
34
Gupta, Rangan
34
Tiwari, Aviral Kumar
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29
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27
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25
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24
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22
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19
Ji, Qiang
19
Hamori, Shigeyuki
18
Lucey, Brian M.
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Uddin, Mohammed Gazi Salah
18
Wang, Gang-Jin
18
Lau, Chi Keung
17
Yarovaya, Larisa
17
Ur Rehman, Mobeen
16
Acs, Zoltán J.
15
Driffield, Nigel L.
15
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14
Gabauer, David
14
Goel, Rajeev K.
14
Lehmann, Erik
14
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14
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14
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13
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12
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12
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
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1
Finance research letters
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International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of forecasting
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ECONIS (ZBW)
24
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24
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1
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
2
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
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
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Mensi, Walid
; …
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
Saved in:
8
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
9
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
- In:
Journal of travel research : a quarterly publication of …
59
(
2020
)
2
,
pp. 335-351
Persistent link: https://www.econbiz.de/10012151658
Saved in:
10
Spillovers and diversification potential of bank equity returns from developed and emerging America
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Shahzad, Syed …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012663713
Saved in:
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