Keywords: انتقال نوسانی; F02; F21; F3; F4; Stock market linkage; Volatility transmission; VAR-GARCH; BEKK-GARCH;
مقالات ISI انتقال نوسانی (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: انتقال نوسانی; Transfer entropy; Volatility transmission; Oil market; Forecast averaging; C32; C35; G19;
Keywords: انتقال نوسانی; Stock market spillovers; Realized volatility; Spillover index; VAR; Volatility transmission; G15; F30;
Keywords: انتقال نوسانی; Q4; C5; High-yield bonds; Gradual structural shifts; Volatility transmission; Energy markets;
Keywords: انتقال نوسانی; volatility transmission; price transmission; grain commodity prices; domestic markets;
Keywords: انتقال نوسانی; C32; C58; Q4; Volatility transmission; Crude oil; Equity sectors; Contagion; Realized volatility; Structural breaks;
Keywords: انتقال نوسانی; G15; C32; F36; Stock return; Volatility transmission; Spillovers; Variance decomposition;
Keywords: انتقال نوسانی; C32; G15; Greater China region; Volatility transmission; Volatility impulse response function; Stock market;
Keywords: انتقال نوسانی; C5; G1; G15; Volatility transmission; Jumps; Leverage effects; Realized volatility;
Keywords: انتقال نوسانی; C5; G1; G15; Keywords:; Volatility transmission; HAR model; Intraday data; Realized volatility; Non-ferrous base metals; London metal exchange;
Keywords: انتقال نوسانی; G1; Volatility transmission; Oil volatility; Gold volatility; Structural breaks; GARCH;
Keywords: انتقال نوسانی; Q42; Q11; C32; Volatility transmission; Biofuels; Corn; Multivariate GARCH;
Keywords: انتقال نوسانی; G01; F34; Sovereign CDS; Volatility transmission; Default risk premium;
Keywords: انتقال نوسانی; Markov switching; Commodities; FX; US uncertainty measures; Volatility transmission
Keywords: انتقال نوسانی; Dry bulk shipping; Multi-variate GARCH; Volatility transmission; Portfolio management
Keywords: انتقال نوسانی; Electricity market integration; Energy transition; Fractional integration; Time-varying correlations; Volatility transmission;
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity
Keywords: انتقال نوسانی; Precious metals; Oil; Spillovers; Volatility transmission; F30; F65; G12;
Intraday exchange rate volatility transmissions across QE announcements
Keywords: انتقال نوسانی; C50; E58; F31; G15; Quantitative easing; Announcements; Foreign exchange; Intraday; Volatility transmission;
Is world oil market “one great pool”?: An example from China's and international oil markets
Keywords: انتقال نوسانی; Crude oil; Market integration; Nonlinear correlation; Threshold VECM; Volatility transmission; F21; F41;
Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach
Keywords: انتقال نوسانی; Volatility transmission; HAR model; Equity markets; Energy markets; Dynamic conditional correlation; C5; G1; G15;
Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain
Keywords: انتقال نوسانی; C10; C32; G14; L97; Natural gas; Oil; Electricity; Cointegration; Volatility transmission;
Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis
Keywords: انتقال نوسانی; G13; G14; G15; G17; CO2 emission allowances; Volatility transmission; Spot and futures prices; Causality;
Volatility transmission between oil prices and equity sector returns
Keywords: انتقال نوسانی; G1; Volatility transmission; Oil volatility; GARCH; Sector indexes;
The dynamics of volatility transmission and information flow between ADRs and their underlying stocks
Keywords: انتقال نوسانی; C32; G15; ADRs; Volatility transmission; Information flow; GARCH; Cross-listed stocks;
Influence of structural changes in transmission of information between stock markets: A European empirical study
Keywords: انتقال نوسانی; C32; G14; G15; Volatility transmission; Structural changes in variance; Asymmetric bivariate GARCH;
Determinants of returns and volatility of Chinese ADRs at NYSE
Keywords: انتقال نوسانی; F3; G11; G15ADRs; Price determination; Volatility transmission; GARCH modeling
The intraday behaviors and relationships with its underlying assets: evidence on option market in Taiwan
Keywords: انتقال نوسانی; G14; ARIMA model; GARCH model; Options market; Volatility transmission; Information asymmetric effect;
Volatility linkages across three major equity markets: A financial arbitrage approach
Keywords: انتقال نوسانی; F30; F40; G15; Multivariate GARCH; Volatility transmission; Stock market exuberance;