Narrow search
Showing 1 - 5 of 5
Cover Image
Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach
Fan, Ying; Zhang, Yue-Jun; Tsai, Hsien-tang; Wei, Yi-Ming - In: Energy economics 30 (2008) 6, pp. 3156-3171
Persistent link: https://www.econbiz.de/10003777034
Cover Image
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-Jun; Li, Shu-Hui - In: Quantitative finance 19 (2019) 8, pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
Cover Image
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-Jun; Bouri, Elie; Gupta, Rangan; Ma, Shu-Jiao - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Cover Image
The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains
Zhang, Yue-Jun; Yan, Xing-Xing - In: International review of economics & finance : IREF 69 (2020), pp. 750-768
Persistent link: https://www.econbiz.de/10012487449
Cover Image
How to effectively estimate the time-varying risk spillover between crude oil and stock markets? : Evidence from the expectile perspective
Zhang, Yue-Jun; Ma, Shu-Jiao - In: Energy economics 84 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012183423