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~subject:"Spillover effect"
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Spillover effect
Volatility
80
Volatilität
80
Spillover-Effekt
79
Aktienmarkt
65
Stock market
65
Portfolio selection
44
Portfolio-Management
44
Welt
43
World
43
ARCH model
41
ARCH-Modell
41
Börsenkurs
34
Share price
34
Hedging
33
Estimation
24
Schätzung
24
Coronavirus
21
Virtual currency
21
Virtuelle Währung
21
Oil price
20
Ölpreis
20
COVID-19
17
South Korea
17
Südkorea
17
Commodity derivative
16
Rohstoffderivat
16
Spillovers
16
Theorie
16
Theory
16
USA
15
United States
15
Financial crisis
14
Finanzkrise
12
Gold
12
Commodity market
11
Risiko
11
Risk
11
Rohstoffmarkt
11
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10
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Undetermined
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Article
74
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6
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73
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English
79
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1
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Kang, Sang Hoon
78
Mensi, Walid
41
Vo Xuan Vinh
27
Yoon, Seong-min
23
Al-Yahyaee, Khamis Hamed
8
Hernandez, Jose Arreola
8
Hanif, Waqas
6
Maitra, Debasish
6
McIver, Ron
6
Ziadat, Salem Adel
6
Hammoudeh, Shawkat
5
Ko, Hee-Un
5
Nekhili, Ramzi
5
Uddin, Mohammed Gazi Salah
5
Ur Rehman, Mobeen
4
Al Kharusi, Sami
3
Al Rababa'a, Abdel Razzaq
3
Al-Jarrah, Idries Mohammad Wanas
3
Choi, Ki-hong
3
Gubareva, Mariya
3
Shahzad, Syed Jawad Hussain
3
Troster, Victor
3
Boubaker, Ferihane Zaraa
2
Bouri, Elie
2
Dash, Saumya Ranjan
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El Khoury, Rim
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Jain, Prachi
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Sadorsky, Perry A.
2
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Yoon, Seong-Min
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Yousaf, Imran
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mensi, walid
2
Ahmadian-Yazdi, Farzaneh
1
Al Mamun, Md
1
Al Mamun, Md.
1
Al-Maadid, Alanoud
1
Albulescu, Claudiu Tiberiu
1
Alomari, Mohammed
1
Alshater, Muneer Maher
1
Areola Hernandez, Jose
1
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Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
8
International review of economics & finance : IREF
7
Finance research letters
4
Financial innovation : FIN
4
Research in international business and finance
4
Journal of international financial markets, institutions & money
3
Korea and the world economy
3
Pacific-Basin finance journal
3
The quarterly review of economics and finance
3
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2
Borsa Istanbul Review
2
International journal of emerging markets
2
International review of financial analysis
2
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1
Computational economics
1
Dae oe gyeong je yeon gu
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Journal of multinational financial management
1
Physica A: Statistical Mechanics and its Applications
1
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ECONIS (ZBW)
79
RePEc
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1
Dynamic volatility spillover and network connectedness across ASX sector markets
Choi, Ki-hong
;
McIver, Ron
;
Ferraro, Salvatore
;
Xu, Lei
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
4
,
pp. 677-691
Persistent link: https://www.econbiz.de/10012656361
Saved in:
2
Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries
Choi, Ki-hong
;
Nekhili, Ramzi
;
Mensi, Walid
;
Boubaker, …
- In:
International review of economics & finance : IREF
96
(
2024
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10015202585
Saved in:
3
Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic
Mensi, Walid
;
Hanif, Waqas
;
Vo Xuan Vinh
;
Choi, Ki-hong
; …
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014484004
Saved in:
4
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
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
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
7
Quantile dependencies and connectedness between the gold and cryptocurrency markets : effects of the COVID-19 crisis
Mensi, Walid
;
El Khoury, Rim
;
Syed Riaz Mahmood Ali
;
Vo …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014432490
Saved in:
8
Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets
Mensi, Walid
;
Ziadat, Salem Adel
;
Vo Xuan Vinh
;
Kang, …
- In:
Computational economics
64
(
2024
)
4
,
pp. 2233-2262
Persistent link: https://www.econbiz.de/10015144010
Saved in:
9
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:
10
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Mensi, Walid
; …
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
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