Results 271 to 280 of about 641,406 (300)

VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS

2017
Bu çalışmada ABD, Kanada, Çin,Japonya, Güney Kore, Almanya, İngiltere, İsviçre ve Yunanistan hisse senedipiyasalarından kırılgan sekizlilerin (Brezilya, Hindistan,Endonezya, Güney Afrika, Türkiye, Macaristan, Polonya ve Şili) hisse senedipiyasalarına doğru oynaklık yayılımı 2006-2015 dönemine ilişkin haftalık veriseti kullanılarak incelenmiştir ...
DEĞİRMENCİ, Nurdan, ABDİOĞLU, Zehra
openaire   +1 more source

Volatility spillover effects amongsix Asian countries

Applied Economics Letters, 2009
This article examines the volatility spillover effects among six Asian country stock markets using bivariate vector autoregression-generalized autoregressive conditional heteroskedasticity [VAR(p)-...
openaire   +1 more source

Volatility spillover and hedging effectiveness

2019
[No abstract available]
openaire   +1 more source

Oil price shocks and the return and volatility spillover between industrial and precious metals

Energy Economics, 2021
Zaghum Umar, Francisco Jareño, Ana Escribano   +2 more
semanticscholar   +1 more source

Modeling return and volatility spillover networks of global new energy companies

, 2021
Jiang-bo Geng, Ya-Juan Du, Qiang Ji, Dayong Zhang   +3 more
semanticscholar   +1 more source

Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector

International Review of Financial Analysis, 2021
Feng He, Feng Ma, Ziwei Wang, Boguang Yang   +3 more
semanticscholar   +1 more source

The effect of oil and gas price and price volatility on rig activity in tight formations and OPEC strategy

Nature Energy, 2019
Robert K Kaufmann
exaly  

Better to give than to receive: Predictive directional measurement of volatility spillovers

International Journal of Forecasting, 2012
Kamil Yilmaz
exaly  

Estimation of the year-on-year volatility and the unpredictability of the United States energy system

Nature Energy, 2018
Evan D Sherwin, Max Henrion, Inês Lima Azevedo   +2 more
exaly  

The Cross-Section of Volatility and Expected Returns

Journal of Finance, 2006
Andrew Ang, Robert J Hodrick, Yuhang Xing   +2 more
exaly