×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
厦门大学 [2]
科技战略咨询研究院 [2]
山东大学 [1]
湖南大学 [1]
上海财经大学 [1]
内容类型
期刊论文 [7]
发表日期
2022 [1]
2019 [1]
2018 [1]
2017 [1]
2014 [2]
2009 [1]
更多...
学科主题
Artificial... [1]
Computer S... [1]
Informatio... [1]
Interdisci... [1]
Operations... [1]
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共7条,第1-7条
帮助
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
发表日期升序
发表日期降序
提交时间升序
提交时间降序
题名升序
题名降序
作者升序
作者降序
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
收藏
  |  
浏览/下载:0/0
  |  
提交时间:2023/05/30
Futures markets
MHAR-CSV model
Co-volatility
Time-varying volatility connectedness
Asymmetric volatility spillover
Commodity markets
Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management
期刊论文
RESOURCES POLICY, 2019, 卷号: 62, 页码: 22-32
作者:
Khalfaoui, Rabeh
;
Sarwar, Suleman
;
Tiwari, Aviral Kumar
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/11
Volatility spillover
Oil market
Stock markets
Oil-importing and
oil-exporting countries
Portfolio and hedging implications
Symmetric
and asymmetric DCC-GARCH models
Asymmetric volatility spillovers between crude oil and international financial markets
期刊论文
ENERGY ECONOMICS, 2018, 卷号: 74, 页码: 592-604
作者:
Wang, Xunxiao
;
Wu, Chongfeng
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
Volatility spillover
Asymmetry
Oil market
Stock market
VAR
Asymmetric spillover effects between the Shanghai and Hong Kong stock markets: evidence from quantile lagged regression
期刊论文
Applied Economics, 2017, 卷号: Vol.49 No.9, 页码: 886-902
作者:
Zhu, HM
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/12/31
Return spillovers
volatility spillovers
currency spillovers
the 2008 global financial crisis
quantile lagged regression
政策不确定性与股票市场波动溢出效应
期刊论文
2014
陈国进
;
张润泽
;
姚莲莲
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2016/05/17
波动溢出效应
政策不确定性
volatility spillover effect
economic policy uncertainty
Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness
期刊论文
http://dx.doi.org/10.1016/j.eneco.2013.12.017, 2014
Lin, Boqiang
;
Wesseh, Presley K., Jr.
;
Appiah, Michael Owusu
;
林伯强
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2015/07/22
INTERNATIONAL TOURISM DEMAND
CRUDE-OIL
STOCK MARKETS
EXCHANGE-RATES
INTERFUEL SUBSTITUTION
FINANCIAL-MARKETS
ASYMPTOTIC THEORY
GENERALIZED ARCH
EMERGING MARKET
ENERGY SHOCKS
MODELING DYNAMIC CORRELATIONS AND SPILLOVER EFFECTS OF COUNTRY RISK: EVIDENCE FROM RUSSIA AND KAZAKHSTAN
期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2009, 卷号: 8, 期号: 4, 页码: 16,803-818
作者:
Li, JP
;
Sun, XL
;
He, W
;
Tang, L
;
Xu, WX
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2012/11/12
Country Risk
Oil Economy
Dynamic Correlation
Structural Break
Spillovers
©版权所有 ©2017 CSpace - Powered by
CSpace