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~subject:"Commodity derivative"
~subject:"EU-Staaten"
~subject:"VAR-Modell"
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Commodity derivative
EU-Staaten
VAR-Modell
Volatilität
314
Spillover-Effekt
308
Volatility
306
Spillover effect
302
Volatility spillovers
206
ARCH model
180
ARCH-Modell
180
volatility spillovers
170
Aktienmarkt
109
Stock market
105
Börsenkurs
90
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86
Capital income
85
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85
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60
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60
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53
Schätzung
53
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52
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50
Finanzmarkt
45
Welt
45
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43
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42
Volatility Spillovers
40
Rohstoffderivat
36
USA
35
United States
34
multivariate GARCH
32
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31
China
29
Schwellenländer
29
VAR model
29
Emerging economies
27
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26
EU countries
26
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Caporale, Guglielmo Maria
8
Spagnolo, Fabio
8
Spagnolo, Nicola
8
Nguyen, Duc Khuong
4
Hammoudeh, Shawkat
3
Mensi, Walid
3
Abakah, Emmanuel Joel Aikins
2
Boubaker, Adel
2
Chang, Chia-Lin
2
Chevallier, Julien
2
Da̜browski, Marek A.
2
Fijorek, Kamil
2
Floros, Christos
2
Gillas, Konstantinos Gkillas
2
González-Urteaga, Ana
2
Ielpo, Florian
2
Kang, Sang Hoon
2
McAleer, Michael
2
Papież, Monika
2
Tiwari, Aviral Kumar
2
Todorova, Neda
2
Tsouknidis, Dimitris A.
2
Śmiech, Sławomir
2
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1
Abrokwah, Ama Agyeiwaa
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Ali, Shoaib
1
Alkan, Nazlan Belemir
1
Alp, Ozge Sezgin
1
Amzile, Karim
1
Andrikopulos, Andreas A.
1
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1
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Energy economics
7
International review of financial analysis
7
Research in international business and finance
5
CESifo working papers
3
International Journal of Energy Economics and Policy : IJEEP
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of futures markets
3
Annals of financial economics
2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
1
Frontiers of economics in China : selected publications from Chinese universities
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International journal of financial research
1
Journal of advances in management research : JAMR
1
Journal of agricultural and applied economics : JAEE
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
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1
Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
Kočenda, Evžen
;
Moravcová, Michala
-
2024
We analyze (frequency) connectedness and portfolio hedging among U.S. energy commodities from 1997 to 2023. We show that the total connectedness increased over time, likely due to the increasing financialization of energy commodities. It fluctuates with respect to (i) different investment...
Persistent link: https://www.econbiz.de/10014456134
Saved in:
2
Directional spillover of fossil fuels prices on a hydrothermal power generation market
Oviedo-Gómez, Andrés
;
Londoño-Hernández, Sandra Milena
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 85-90
Persistent link: https://www.econbiz.de/10014247760
Saved in:
3
Volatility spillover effects of the US, European and Chinese financial markets in the context of the Russia-Ukraine conflict
Beraich, Mohamed
;
Amzile, Karim
;
Laamire, Jaouad
; …
- In:
International Journal of Financial Studies : open …
10
(
2022
)
4
,
pp. 1-18
The present study aims to investigate the volatility spillover effects in the international financial markets before and during the Russia-Ukraine conflict. The subject of this paper is the study of the influence of the recent war between Russia and Ukraine on the transmission of volatility...
Persistent link: https://www.econbiz.de/10013459985
Saved in:
4
Financial Implications of the EU Emission Trading System : an analysis of wavelet coherence and
volatility
spillovers
De Ponti, Pietro
;
Romagnoli, Matteo
-
2022
industries subject to the System; to this end, we employWavelet Coherence and
Volatility
Spillovers
Analyses. Despite spotting …
Persistent link: https://www.econbiz.de/10013361266
Saved in:
5
Volatility
spillovers
across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
6
Volatility
spillovers
between oil and coal prices and its implications for energy portfolio management in China
Guo, Yanfeng
;
Zhao, Huanyu
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 446-457
Persistent link: https://www.econbiz.de/10014446777
Saved in:
7
Volatility
spillovers
among cryptocurrencies
Smales, Lee A.
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
10
,
pp. 1-12
-MGARCH model to examine the return and
volatility
spillovers
across three distinct classes of cryptocurrencies: coins, tokens, and …
Persistent link: https://www.econbiz.de/10012792439
Saved in:
8
Identifying structural shocks to volatility through a proxy-MGARCH model
Fengler, Matthias
;
Polivka, Jeannine
-
2021
Persistent link: https://www.econbiz.de/10012516889
Saved in:
9
Dynamics of a newly established agricultural commodities market : financialization, hedging and portfolio diversification in Turkey
Acikgoz, Turker
;
Alp, Ozge Sezgin
;
Alkan, Nazlan Belemir
- In:
Annals of financial economics
18
(
2023
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014442630
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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