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~language:"eng"
~person:"Kang, Sang Hoon"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Risikomaß"
~subject:"Spillover-Effekt"
~type_genre:"Article in journal"
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ARCH-Modell
Risikomaß
Spillover-Effekt
Volatility
171
Volatilität
171
ARCH model
108
Estimation
96
Schätzung
95
Theorie
95
Theory
95
Forecasting model
92
Prognoseverfahren
92
Spillover effect
80
Welt
77
World
77
Aktienmarkt
74
Stock market
74
Börsenkurs
70
Share price
70
Capital income
63
Kapitaleinkommen
63
Portfolio selection
63
Portfolio-Management
63
Oil price
51
Ölpreis
50
Time series analysis
47
Zeitreihenanalyse
47
Commodity derivative
43
Rohstoffderivat
43
Estimation theory
37
Schätztheorie
37
Hedging
36
USA
36
United States
36
Risk measure
32
Stochastic process
32
Stochastischer Prozess
32
Risk
27
Risiko
26
China
23
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Undetermined
115
Free
18
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Article
186
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Working Paper
217
Arbeitspapier
204
Graue Literatur
203
Non-commercial literature
203
Aufsatz in Zeitschrift
186
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
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English
Author
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Kang, Sang Hoon
McAleer, Michael
Zhang, Yaojie
Gupta, Rangan
80
Ma, Feng
69
Mensi, Walid
66
Bouri, Elie
64
Tiwari, Aviral Kumar
64
Hammoudeh, Shawkat
59
Xuan Vinh Vo
56
Yoon, Seong-min
47
Hamori, Shigeyuki
40
Lucey, Brian M.
37
Audretsch, David B.
36
Ji, Qiang
36
Kumar, Dilip
36
McMillan, David G.
35
Nguyen, Duc Khuong
33
Umar, Zaghum
33
Caporin, Massimiliano
31
Guesmi, Khaled
31
Serletis, Apostolos
31
Balli, Faruk
29
Wei, Yu
29
Yousaf, Imran
29
Fabozzi, Frank J.
28
Wang, Ruodu
28
Wang, Yudong
28
Shahzad, Syed Jawad Hussain
27
Uddin, Mohammed Gazi Salah
26
Ur Rehman, Mobeen
25
Chevallier, Julien
24
Degiannakis, Stavros
24
Lau, Chi Keung
24
Liang, Chao
24
Francq, Christian
23
Živkov, Dejan
23
Chang, Chia-Lin
22
Chiang, Thomas C.
22
Naeem, Muhammad Abubakr
22
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Energy economics
23
The North American journal of economics and finance : a journal of financial economics studies
19
International review of economics & finance : IREF
10
Applied economics
9
Finance research letters
9
Journal of forecasting
8
International journal of forecasting
7
Journal of economic surveys
6
Pacific-Basin finance journal
6
Research in international business and finance
5
Econometrics : open access journal
4
Economic modelling
4
Financial innovation : FIN
4
Journal of risk and financial management : JRFM
4
The Korean economic review
4
Econometric reviews
3
Econometric theory
3
International review of financial analysis
3
Journal of econometrics
3
Journal of international financial markets, institutions & money
3
Korea and the world economy
3
The quarterly review of economics and finance
3
Borsa Istanbul Review
2
Dae oe gyeong je yeon gu
2
International journal of emerging markets
2
Risks : open access journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics letters
1
Applied financial economics
1
Bulletin of economic research
1
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
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ECONIS (ZBW)
186
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186
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1
Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression
Ziadat, Salem Adel
;
Mensi, Walid
;
Al Kharusi, Sami
; …
- In:
Energy economics
136
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015046934
Saved in:
2
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
3
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
4
Extreme connectedness across Chinese stock and commodity futures markets
Mensi, Walid
;
Ahmadian-Yazdi, Farzaneh
;
Al Kharusi, Sami
; …
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10015053388
Saved in:
5
Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets : a sectoral analysis
Mensi, Walid
;
Ziadat, Salem Adel
;
Xuan Vinh Vo
;
Kang, …
- In:
International journal of emerging markets
19
(
2024
)
6
,
pp. 1586-1625
Persistent link: https://www.econbiz.de/10014575558
Saved in:
6
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
7
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
8
Frequency connectedness between DeFi and cryptocurrency markets
Mensi, Walid
;
Gubareva, Mariya
;
Kang, Sang Hoon
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 12-27
Persistent link: https://www.econbiz.de/10014494633
Saved in:
9
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
10
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
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