Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Crude oil market efficiency: A...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
68
Volatilität
67
Aktienmarkt
65
Stock market
65
Spillover effect
63
Spillover-Effekt
63
Welt
49
World
49
Portfolio selection
38
Portfolio-Management
38
Börsenkurs
35
Share price
35
Hedging
34
Oil price
29
Ölpreis
29
ARCH-Modell
24
Coronavirus
23
Estimation
23
Schätzung
23
Oil market
20
Ölmarkt
20
Gold
19
Virtual currency
19
Virtuelle Währung
19
COVID-19
17
Risiko
16
Risk
16
Spillovers
14
Stock markets
14
Oil
13
USA
13
United States
13
Capital income
12
Commodity derivative
12
International financial market
12
Internationaler Finanzmarkt
12
Kapitaleinkommen
12
Rohstoffderivat
12
Multivariate Verteilung
11
more ...
less ...
Online availability
All
Undetermined
15
Free
5
CC license
2
Type of publication
All
Article
23
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
24
Author
All
Mensi, Walid
24
Kang, Sang Hoon
16
Vo Xuan Vinh
10
Hammoudeh, Shawkat
8
Al-Yahyaee, Khamis Hamed
6
Yoon, Seong-min
5
Al Kharusi, Sami
2
Al-Jarrah, Idries Mohammad Wanas
2
Ko, Hee-Un
2
Nekhili, Ramzi
2
Nguyen, Duc Khuong
2
Aslan, Aylin
1
Beljid, Makram
1
Boubaker, Adel
1
El Khoury, Rim
1
Enilov, Martin
1
Gemici, Eray
1
Gubareva, Mariya
1
Gök, Remzi
1
Hamdi, Atef
1
Jiang, Zhuhua
1
Kumar, Anoop S.
1
Managi, Shunsuke
1
Sensoy, Ahmet
1
Stankov, Petar
1
Suleman, Tahir
1
Tiwari, Aviral Kumar
1
Ur Rehman, Mobeen
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
4
Energy economics
3
Australian economic papers
1
Borsa Istanbul Review
1
ERF working papers series : working paper
1
Economic modelling
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance research letters
1
Financial innovation : FIN
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Research in international business and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Vo Xuan Vinh
; …
- In:
International economics : the quarterly journal in …
180
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015166867
Saved in:
2
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Vo Xuan Vinh
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
3
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Vo Xuan Vinh
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
4
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
5
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcements
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
6
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:
7
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
8
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
9
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
10
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
