期刊論文1. | Miller, J. Isaac、Ratti, Ronald A.(2009)。Crude Oil and Stock Markets: Stability, Instability, and Bubbles。Energy Economics,31(4),559-568。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Fan, Ying、Xu, Jin-Hua(2011)。What Has Driven Oil Prices Since 2000? A Structural Change Perspective。Energy Economics,33(6),1082-1094。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Sari, R.、Hammoudeh, S.、Soytas, U.(2010)。Dynamics of Oil Price, Precious Metal Prices, and Exchange Rate。Energy Economics,32(2),351-362。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Andrews, Donald W. K.(1993)。Tests for Parameter Instability and Structural Change with Unknown Change Point。Econometrica: Journal of the Econometric Society,61(4),821-856。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Atkins, Frank J.、Coe, Patrick J.(2002)。An ARDL Bounds Test of the Long-Run Fisher Effect in the United States and Canada。Journal of Macroeconomics,24(2),255-266。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Kang, S. H.、Kang, S. M.、Yoon, S. M.(2009)。Forecasting volatility of crude oil markets。Energy Economics,31(1),119-125。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Chow, Gregory C.(1960)。Tests of Equality between Sets of Coefficients in Two Linear Regressions。Econometrica: Journal of the Econometric Society,28(3),591-605。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Perron, P.(1997)。Further Evidence on Breaking Trend Functions in Macroeconomic Variables。Journal of Econometrics,80(2),355-385。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Lee, J.、Strazicich, M. C.(2003)。Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks。The Review of Economics and Statistics,85(4),1082-1089。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Gregory, A. W.、Hansen, B. E.(1996)。Residual-based tests for cointegration in models with regime shifts。Journal of Econometrics,70(1),99-126。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Yao, Y. C.(1988)。Estimating the Number of Change-Points via Schwarz' Criterion。Statistics and Probability Letters,6,181-189。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Malik, F.、Ewing, B. T.(2009)。Volatility transmission between oil prices and equity sector returns。International Review of Financial Analysis,18,95-100。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Bai, Jushan、Perron, Pierre(2003)。Critical values for multiple structural change tests。The Econometrics Journal,6(1),72-78。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Basher, Syed Abul、Sadorsky, Perry(2016)。Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH。Energy Economics,54,235-247。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Liu, M.-L.、Ji, Q.、Fan, Y.(2013)。How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index。Energy,55(15),860-868。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Bai, Jushan、Perron, Pierre(1998)。Estimating and Testing Linear Models with Multiple Structural Changes。Econometrica,66(1),47-78。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Bai, Jushan、Perron, Pierre(2003)。Computation and Analysis of Multiple Structural Change Models。Journal of Applied Econometrics,18(1),1-22。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Aboura, S.、Chevallier, J.(2013)。Leverage vs. Feedback: Which Effect Drives the Oil Market?。Finance Research Letters,10,131-141。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Andrada-Félix, J.、Fernández-Pérez, A.、Sosvilla-Rivero, S.(2018)。Fear Connectedness among Asset Classes。Applied Economics,50,4234-4239。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Chen, Y.、He, K.、Yu, L.(2015)。The Information Content of OVX for Crude Oil Returns Analysis and Risk Measurement: Evidence from the Kalman Filter Model。Annals of Data Science,2,471-487。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Chen, Y.、Zou, Y.(2015)。Examination on the Relationship between OVX and Crude Oil Price with Kalman Filter。Procedia Computer Science,55,1359-1365。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Davig, Troy(2004)。Regime-switching Debt and Taxation。Journal of Monetary Economics,51,837-859。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Dutta, A.(2018)。Oil and Energy Sector Stock Markets: An Analysis of Implied Volatility Indexes。Journal of Multinational Financial Management,44,61-68。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Dutta, A.、Nikkinen, J.、Rothovius, T.(2017)。Impact of Oil Price Uncertainty on Middle East and African Stock Markets。Energy,123,189-197。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Ewing, B. T.、Malik, F.(2016)。Volatility Spillovers between Oil Prices and the Stock Market under Structural Breaks。Global Finance Journal,29,12-23。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Haugom, E.、Langeland, H.、Molnár, P.、Westgaard, S.(2014)。Forecasting Volatility of the US Oil Market。Journal of Banking & Finance,47,1-14。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Ji, Q.、Fan, Y.(2016)。Modelling the Joint Dynamics of Oil Prices and Investor Fear Gauge。Research in International Business and Finance,37,242-251。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
28. | Jin, H. J.、Miljkovic, D.(2010)。An Analysis of Multiple Structural Breaks in US Relative Farm Prices。Applied Economics,42,3253-3265。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
29. | Liu, Jian、Wu, Shiying、Zidek, James V.(19970400)。On Segmented Multivariate Regression。Statistica Sinica,7(2),497-525。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
30. | Maghyereh, A. I.、Awartani, B.、Bouri, E.(2016)。The Directional Volatility Connectedness between Crude Oil and Equity Markets: New Evidence from Implied Volatility Indexes。Energy Economics,57,78-93。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
31. | Sims, C. A.、Zha, T.(2006)。Were there regime switches in U.S. monetary policy?。American Economic Review,96(1),54-81。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
32. | Zeileis, A.、Kleiber, C.、Krämer, W.、Hornik, K.(2003)。Testing and Dating of Structural Changes in Practice。Computational Statistics & Data Analysis,44,109-123。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
33. | Zhou, Y.(2014)。Modeling the Joint Dynamics of Risk-neutral Stock Index and Bond Yield Volatilities。Journal of Banking & Finance,38,216-228。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
34. | Zivot, E.、Andrews, D. W. K.(2002)。Further Evidence on the Great Crash, the Oil-price shock, and the Unit-root Hypothesis。Journal of Business and Economic Statistics,20,25-44。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
35. | 李瑞琳、朱香蕙、劉榮芳、林益倍(20141200)。Threshold Cointegration and Dynamics of Crude Oil Futures Volatility and Financial Speculation。應用經濟論叢,96,1-34。 延伸查詢![new window](/gs32/images/newin.png) |
36. | Quandt, R. E.(1958)。The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes。Journal of the American Statistical Association,53(284),873-880。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
37. | Pesaran, M. Hashem、Shin, Yongcheol、Smith, Richard J.(2001)。Bounds testing approaches to the analysis of level relationships。Journal of Applied Econometrics,16(3),289-326。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
38. | Lumsdaine, Robin L.、Papell, David H.(1997)。Multiple Trend Breaks and the Unit-root Hypothesis。The Review of Economics and Statistics,79(2),212-218。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
39. | Perron, Pierre(1989)。The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis。Econometrica: Journal of the Econometric Society,57(6),1361-1401。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
40. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
41. | Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika,71(3),599-607。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |