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科研机构
数学与系统科学研究院 [3]
山东大学 [3]
内容类型
期刊论文 [6]
发表日期
2019 [6]
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The return and volatility nexus among stock market and macroeconomic fundamentals for China
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
作者:
Abbas, Ghulam
;
Bashir, Usman
;
Wang, Shouyang
;
Zebende, Gilney Figueira
;
Ishfaq, Muhammad
收藏
  |  
浏览/下载:18/0
  |  
提交时间:2020/01/10
Returns
Volatility
Macroeconomic variables
Generalized VAR
China
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries
期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2019, 卷号: 28, 期号: 1, 页码: 1-36
作者:
Abbas, Ghulam
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad Hussain
;
Wang, Shouyang
;
Wei, Yunjie
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2019/03/11
G-7 return
volatility
connectedness
macroeconomic factors
generalized VAR
Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea
期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 668-679
作者:
Yun, Xiao
;
Yoon, Seong-Min
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
Crude oil price
Airlines
Transport
Return and volatility spillover
effect
VAR-GARCH-BEKK
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
Volatility spillovers and hedging: Evidence from Asian oil-importing countries
期刊论文
RESOURCES POLICY, 2019, 卷号: 61, 页码: 479-488
作者:
Sarwar, Suleman
;
Khalfaoui, Rabeh
;
Waheed, Rida
;
Dastgerdi, Hamidreza Ghorbani
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
Stock market returns
Oil prices
Volatility spillover
Portfolio
Hedge
ratio
returnandvolatilityconnectednessbetweenstockmarketsandmacroeconomicfactorsintheg7countries
期刊论文
journalofsystemsscienceandsystemsengineering, 2019, 卷号: 28, 期号: 1, 页码: 1
作者:
Abbas Ghulam
;
Hammoudeh Shawkat
;
Shahzad Syed Jawad Hussain
;
Wang Shouyang
;
Wei Yunjie
收藏
  |  
浏览/下载:23/0
  |  
提交时间:2020/01/10
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