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  • Search: subject:"Volatility connectedness"
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Year of publication
Subject
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Volatility 66 Volatilität 66 Volatility connectedness 39 Welt 34 World 34 Spillover effect 21 Spillover-Effekt 21 volatility connectedness 17 China 16 Coronavirus 11 Stock market 11 ARCH model 10 ARCH-Modell 10 Aktienmarkt 10 Börsenkurs 10 Share price 10 Capital income 9 Commodity derivative 9 Kapitaleinkommen 9 Oil market 9 Portfolio selection 9 Portfolio-Management 9 Risiko 9 Risk 9 Rohstoffderivat 9 Ölmarkt 9 COVID-19 8 Erdöl 7 Oil price 7 Petroleum 7 Virtual currency 7 Virtuelle Währung 7 bootstrap-after-bootstrap procedure 7 portfolio composition and hedging 7 Ölpreis 7 Devisenmarkt 6 Energiemarkt 6 Energy market 6 Exchange rate 6 Foreign exchange market 6
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Online availability
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Undetermined 49 Free 25 CC license 4
Type of publication
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Article 62 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 60 Aufsatz in Zeitschrift 60 Working Paper 12 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article 1 research-article 1
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Language
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English 74
Author
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Kočenda, Evžen 14 Albrecht, Peter 9 Bartušek, Daniel 5 Bouri, Elie 4 Uddin, Mohammed Gazi Salah 4 Ji, Qiang 3 Khan, Muhammad Niaz 3 Liow, Kim Hiang 3 Pastorek, Daniel 3 Rubaszek, Michał 3 Shaik, Muneer 3 Szafranek, Karol 3 Bansal, Rohit 2 Bissoondoyal-Bheenick, Emawtee 2 Do, Hung 2 Do, Hung Xuan 2 Hu, Xiaolu 2 Jiang, Junhua 2 Kang, Sang Hoon 2 Li, Yanshuang 2 Lu, Min 2 Luo, Jiawen 2 Maurya, Prince Kumar 2 Mishra, Anand Kumar 2 Nguyen, Thao Thac Thanh 2 Ouyang, Zisheng 2 Pham, Son Duy 2 Roubaud, David 2 Shi, Huai-Long 2 Tiwari, Aviral Kumar 2 Zhong, Angel 2 Zhou, Xuewei 2 Äijö, Janne 2 Abdeltawab Mahran, Hisham 1 Abdollahi, Hooman 1 Abosedra, Salah 1 Alola, Andrew Adewale 1 Alshater, Muneer Maher 1 Anghel, Dan Gabriel 1 Ari, Yakup 1
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Published in...
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Energy economics 7 Finance research letters 6 International review of economics & finance : IREF 6 CESifo Working Paper 4 CESifo working papers 4 International review of financial analysis 4 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 3 Applied economics 2 Asia Pacific financial markets 2 Journal of international financial markets, institutions & money 2 Journal of multinational financial management 2 The North American journal of economics and finance : a journal of financial economics studies 2 The quarterly review of economics and finance 2 Applied economics letters 1 Asia-Pacific journal of regional science 1 CSEI working paper 1 Collegium of Economic Analysis working paper series 1 East Asian Economic Review (EAER) 1 East Asian economic review 1 Economic change & restructuring 1 Economic modelling 1 Economics letters 1 Future business journal 1 Global finance journal 1 IES Working Paper 1 IES working paper 1 International Journal of Energy Economics and Policy : IJEEP 1 Journal of Chinese economic and business studies 1 Journal of behavioral and experimental finance 1 Journal of commodity markets : JCM 1 Journal of financial stability 1 Journal of international money and finance 1 Journal of open innovation : technology, market, and complexity 1 Quantitative finance 1 Quantitative finance and economics 1 Studies in Economics and Finance 1 Studies in economics and finance 1 The Australian economic review 1 The European journal of finance 1 The North American journal of economics and finance : a journal of theory and practice 1
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Source
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ECONIS (ZBW) 67 EconStor 6 Other ZBW resources 1
Showing 1 - 10 of 74
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Static and dynamic return and volatility connectedness between transportation tokens and transportation indices : evidence from quantile connectedness approach
Ustaoglu, Erkan - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10015359868
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Volatility connectedness on the Central European forex markets
Albrecht, Peter; Kočenda, Evžen - 2023
We provide a comprehensive assessment of volatility connectedness between the currencies of Central European (CE …
Persistent link: https://www.econbiz.de/10014414188
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Unpacking clean and dirty energy market linkages : fresh evidence from quantile-on-quantile connectedness and causality-in-quantiles
Raggad, Bechir; Neffati, Mohamed; Ben Salha, Ousama - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 6, pp. 129-143
Persistent link: https://www.econbiz.de/10015481246
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Volatility Connectedness on the Central European Forex Markets
Albrecht, Peter; Kočenda, Evžen - 2023
We provide a comprehensive assessment of volatility connectedness between the currencies of Central European (CE …
Persistent link: https://www.econbiz.de/10014469483
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Event-driven changes in volatility connectedness in global forex markets
Albrecht, Peter; Kočenda, Evžen - 2025
Using novel methods, we comprehensively analyze volatility connectedness among most traded currencies using high …
Persistent link: https://www.econbiz.de/10015179220
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Private equity market dynamics : beyond the surface
Díaz Pérez, Antonio; Esparcia, Carlos; Tegtmeier, Lars - In: International review of economics & finance : IREF 100 (2025), pp. 1-21
Persistent link: https://www.econbiz.de/10015455647
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Disentangling timing uncertainty of event-driven connectedness among oil-based energy commodities
Kočenda, Evžen; Bartušek, Daniel - In: The Australian economic review 58 (2025) 2, pp. 65-90
Persistent link: https://www.econbiz.de/10015457987
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Energy, metals, cereals and G7 indices : Russia-Ukraine conflict and risk spillovers
Leone, Maria; Manelli, Alberto; Pace, Roberta - In: Finance research letters 82 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015506751
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Intraday volatility connectedness on the forex market : the role of uncertainty
Rubaszek, Michał; Szafranek, Karol; Uddin, Mohammed … - In: Journal of international money and finance 157 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015573402
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Geopolitical risk and extreme spillovers among oil-based energy commodities
Kočenda, Evžen; Albrecht, Peter; Pastorek, Daniel - 2025
We investigate the impact and propagation of geopolitical risk among oil-based energy commodities. First, we endogenously identify key geopolitical events affecting the connectedness among the oil-based commodities and then evaluate their transitory and persistent impacts. We identify four major...
Persistent link: https://www.econbiz.de/10015458304
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