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~subject:"Spillover effect"
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Spillover effect
Volatility
105
Volatilität
103
Spillover-Effekt
100
Aktienmarkt
88
Stock market
88
Welt
66
World
66
Portfolio selection
62
Portfolio-Management
62
ARCH model
53
ARCH-Modell
53
Börsenkurs
49
Share price
49
Estimation
42
Schätzung
42
Hedging
39
Oil price
32
Ölpreis
32
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26
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26
Virtual currency
26
Virtuelle Währung
26
Coronavirus
23
Theorie
23
Theory
23
Capital income
22
Kapitaleinkommen
22
Spillovers
20
USA
19
United States
19
COVID-19
18
Commodity derivative
18
Correlation
18
Financial crisis
18
Korrelation
18
Rohstoffderivat
18
Time series analysis
18
Zeitreihenanalyse
18
South Korea
17
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Undetermined
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Article
89
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12
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88
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English
100
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1
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Kang, Sang Hoon
78
Mensi, Walid
47
Yoon, Seong-min
37
Vo Xuan Vinh
28
Hernandez, Jose Arreola
13
Hanif, Waqas
9
Al-Yahyaee, Khamis Hamed
8
Shahzad, Syed Jawad Hussain
8
Hammoudeh, Shawkat
7
Alshater, Muneer Maher
6
Maitra, Debasish
6
McIver, Ron
6
Nekhili, Ramzi
6
Uddin, Mohammed Gazi Salah
6
Ziadat, Salem Adel
6
Ko, Hee-Un
5
Ur Rehman, Mobeen
5
Al Kharusi, Sami
4
El Khoury, Rim
4
Al Rababa'a, Abdel Razzaq
3
Al-Jarrah, Idries Mohammad Wanas
3
Bekiros, Stelios
3
Bouri, Elie
3
Choi, Ki-hong
3
Gubareva, Mariya
3
Tian, Maoxi
3
Troster, Victor
3
Yoon, Seong-Min
3
mensi, walid
3
Areola Hernandez, Jose
2
Arreola Hernández, José
2
Boubaker, Ferihane Zaraa
2
Dash, Saumya Ranjan
2
Jain, Prachi
2
Jiang, Zhuhua
2
Kang, Sanghoon
2
Nguyen, Duc Khuong
2
Roubaud, David
2
Sadorsky, Perry A.
2
Sensoy, Ahmet
2
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Energy economics
17
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
5
Applied economics
4
Financial innovation : FIN
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Journal of international financial markets, institutions & money
3
Korea and the world economy
3
The quarterly review of economics and finance
3
Applied economics letters
2
Borsa Istanbul Review
2
International journal of emerging markets
2
International review of financial analysis
2
Australian economic papers
1
Computational economics
1
Dae oe gyeong je yeon gu
1
Economic modelling
1
Economics letters
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 Journal of Financial Studies : open access journal
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
Journal of quantitative economics
1
Physica A: Statistical Mechanics and its Applications
1
Review of international economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
100
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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:
2
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
Saved in:
3
Who leads the inflation cycle in Europe? : inflation cycle and spillover influence among Eurozone and non-Eurozone economies
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Yoon, Seong-min
- In:
International economics : a journal published by CEPII …
160
(
2019
),
pp. 56-71
Persistent link: https://www.econbiz.de/10012318865
Saved in:
4
Spillovers and diversification potential of bank equity returns from developed and emerging America
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Shahzad, Syed …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012663713
Saved in:
5
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
Saved in:
6
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
7
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:
8
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
9
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
10
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
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