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Commodity derivative
Volatility
103
Volatilität
101
Spillover effect
95
Spillover-Effekt
94
Aktienmarkt
85
Stock market
85
Welt
58
World
58
Portfolio selection
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Portfolio-Management
55
ARCH model
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ARCH-Modell
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Börsenkurs
45
Share price
45
Estimation
40
Schätzung
40
Hedging
39
Oil price
31
Ölpreis
31
Virtual currency
25
Virtuelle Währung
25
Coronavirus
23
Risiko
22
Risk
22
Spillovers
19
Theorie
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Theory
19
COVID-19
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Rohstoffderivat
18
USA
17
United States
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Capital income
16
Correlation
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Financial crisis
16
Kapitaleinkommen
16
Korrelation
16
South Korea
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Südkorea
16
Time series analysis
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English
18
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Kang, Sang Hoon
16
Mensi, Walid
10
Yoon, Seong-min
5
Al-Yahyaee, Khamis Hamed
4
Vo Xuan Vinh
3
Al-Jarrah, Idries Mohammad Wanas
2
Hammoudeh, Shawkat
2
Ahmadian-Yazdi, Farzaneh
1
Al Kharusi, Sami
1
Alshater, Muneer Maher
1
Arif, Muhammad
1
Arreola Hernandez, Jose
1
Aslan, Aylin
1
Bhattacherjee, Purba
1
El Khoury, Rim
1
Gemici, Eray
1
Gupta, Rangan
1
Gök, Remzi
1
Hamdi, Atef
1
Hasan, Mudassar
1
McIver, Ron
1
Mishra, Sibanjan
1
Naeem, Muhammad Abubakr
1
Nguyen, Duc Khuong
1
Ozcelebi, Oguzhan
1
Roudari, Soheil
1
Sensoy, Ahmet
1
Suleman, Muhammad Tahir
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Ur Rehman, Mobeen
1
Yousaf, Imran
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Energy economics
4
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
Applied economics
1
Global finance journal
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
Pacific-Basin finance journal
1
Research in international business and finance
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
18
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1
Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
2
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
3
Spillovers and portfolio optimization of agricultural commodity and global equity markets
Arreola Hernandez, Jose
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
53
(
2021
)
12
,
pp. 1326-1341
Persistent link: https://www.econbiz.de/10012485196
Saved in:
4
A time-frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets
Ur Rehman, Mobeen
;
Kang, Sang Hoon
- In:
Global finance journal
49
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012887193
Saved in:
5
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Vo Xuan Vinh
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
6
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Vo Xuan Vinh
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
7
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
8
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
Saved in:
9
Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Sensoy, Ahmet
; …
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
Saved in:
10
Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets
Mensi, Walid
;
Gök, Remzi
;
Gemici, Eray
;
Kang, Sang Hoon
- In:
International economics : the quarterly journal in …
181
(
2025
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015329622
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