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Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach

JOURNAL ARTICLE published March 2020 in Resources Policy

Authors: Yufeng Chen | Biao Zheng | Fang Qu

https://doi.org/10.1016/j.resourpol.2019.101545 Actions

Do rare earths drive volatility spillover in crude oil, renewable energy, and high-technology markets? — A wavelet-based BEKK- GARCH-X approach

JOURNAL ARTICLE published July 2022 in Energy

Authors: Biao Zheng | Yuquan W. Zhang | Fang Qu | Yong Geng | Haishan Yu

https://doi.org/10.1016/j.energy.2022.123951 Actions

Volatility integration of crude oil, gold, and interest rates on the exchange rate: DCC GARCH and BEKK GARCH applications

JOURNAL ARTICLE published 31 December 2024 in Cogent Business & Management

Authors: Shailesh Rastogi | Jagjeevan Kanoujiya | Adesh Doifode

https://doi.org/10.1080/23311975.2023.2289700 Actions

Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach

JOURNAL ARTICLE published March 2023 in Resources Policy

Authors: Yufeng Chen | Jing Xu | Jiafeng Miao

https://doi.org/10.1016/j.resourpol.2023.103296 Actions

A study on information transfer of international crude oil futures price base on VAR-GARCH-BEKK model

PROCEEDINGS ARTICLE published August 2015 in 2015 IEEE International Conference on Grey Systems and Intelligent Services (GSIS)

Authors: Xiao Longjie

https://doi.org/10.1109/gsis.2015.7301820 Actions

Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach

JOURNAL ARTICLE published October 2021 in Energy Economics

Authors: Qiwei Xie | Ranran Liu | Tao Qian | Jingyu Li

https://doi.org/10.1016/j.eneco.2021.105484 Actions

Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach

JOURNAL ARTICLE published July 2015 in Energy Economics

Authors: Afees A. Salisu | Tirimisiyu F. Oloko

https://doi.org/10.1016/j.eneco.2015.03.031 Actions

Volatility Co-Movement between Bitcoin and Stablecoins: BEKK–GARCH and Copula–DCC–GARCH Approaches

JOURNAL ARTICLE published 29 May 2022 in Axioms

Authors: Kuo-Shing Chen | Shen-Ho Chang

https://doi.org/10.3390/axioms11060259 Actions

Hedging crude oil using refined product: A regime switching asymmetric DCC approach

JOURNAL ARTICLE published November 2014 in Energy Economics

Research funded by National Natural Science Foundation of China (71071131,71090402,71371157) | doctoral program of higher education fund special research (20120184110020)

Authors: Zhiyuan Pan | Yudong Wang | Li Yang

https://doi.org/10.1016/j.eneco.2014.05.014 Actions

Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach

JOURNAL ARTICLE published August 2021 in Journal of Emerging Market Finance

Authors: M. Thenmozhi | Shipra Maurya

https://doi.org/10.1177/0972652720927623 Actions

Connectedness between crude oil, coal, rare earth, new energy and technology markets: a GARCH-vine-copula-EVT analysis

JOURNAL ARTICLE published 15 August 2023 in Applied Economics

Authors: Feng Jin | Jingwei Li | Guangchen Li

https://doi.org/10.1080/00036846.2022.2129572 Actions

Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model

JOURNAL ARTICLE published March 2012 in Energy Economics

Authors: Sajjadur Rahman | Apostolos Serletis

https://doi.org/10.1016/j.eneco.2011.08.014 Actions

Is new energy driven by crude oil, high-tech sector or low-carbon notion? New evidence from high-frequency data

JOURNAL ARTICLE published September 2021 in Energy

Authors: Fang Qu | Yufeng Chen | Biao Zheng

https://doi.org/10.1016/j.energy.2021.120770 Actions

Information Transmission between U.S. and China Index Futures Markets: An Asymmetric DCC GARCH Approach

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Yang Hou | Steven Li

https://doi.org/10.2139/ssrn.2627468 Actions

Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models

JOURNAL ARTICLE published December 2016 in Resources Policy

Authors: Shelly Singhal | Sajal Ghosh

https://doi.org/10.1016/j.resourpol.2016.10.001 Actions

Volatility Spillovers Between Oil and Stock Market Returns in G7 Countries: A VAR-DCC-GARCH Model

BOOK CHAPTER published 2020 in Regulations in the Energy Industry

Authors: Göknur Büyükkara | Onur Enginar | Hüseyin Temiz

https://doi.org/10.1007/978-3-030-32296-0_10 Actions

The Time-Varying Correlation between Crude oil Future and USA Bond Markets During 2005-2020: Evidence from a DCC-GARCH Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Konstantinos Tsiaras

https://doi.org/10.2139/ssrn.3843938 Actions

Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach

JOURNAL ARTICLE published January 2016 in Economic Modelling

Authors: Yang Hou | Steven Li

https://doi.org/10.1016/j.econmod.2015.10.025 Actions

Co-Movements between Eu Ets and the Energy Markets: A Var-Dcc-Garch Approach

JOURNAL ARTICLE published 28 July 2021 in Mathematics

Authors: Pilar Gargallo | Luis Lample | Jesús A. Miguel | Manuel Salvador

https://doi.org/10.3390/math9151787 Actions

Türkiye’de Koyun Eti, Besi Yemi, Benzin Reel Fiyatlarının ve Döviz Kurunun Koşullu Varyanslarındaki Oynaklığın VAR – Asimetrik BEKK – GARCH (1, 1) Modeli İle Tahmin Edilmesi

JOURNAL ARTICLE published 31 October 2020 in Kahramanmaraş Sütçü İmam Üniversitesi Tarım ve Doğa Dergisi

Authors: Ferda Nur ÖZDEMİR | Faruk URAK | Abdulbaki BİLGİÇ | Fahri YAVUZ

https://doi.org/10.18016/ksutarimdoga.vi.631256 Actions
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