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~subject:"ARCH model"
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ARCH model
Welt
975
World
975
Oil price
396
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396
Greenhouse gas emissions
254
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254
Volatility
209
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Bouri, Elie
4
Ma, Feng
4
Hammoudeh, Shawkat
3
Sadorsky, Perry A.
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Uddin, Mohammed Gazi Salah
3
Wei, Yu
3
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Energy economics
Research in international business and finance
30
Finance research letters
27
Economic modelling
24
Applied economics
20
International review of economics & finance : IREF
20
The North American journal of economics and finance : a journal of financial economics studies
19
International Journal of Energy Economics and Policy : IJEEP
18
International review of financial analysis
17
Journal of risk and financial management : JRFM
17
Journal of international financial markets, institutions & money
14
Journal of empirical finance
13
Journal of international money and finance
12
Econometric Institute research papers
11
Journal of banking & finance
11
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10
Applied economics letters
8
Department of Economics working paper series
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of forecasting
8
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8
Cogent economics & finance
6
Economics letters
6
International journal of finance & economics : IJFE
6
Studies in economics and finance
6
The journal of futures markets
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of multinational financial management
5
The European journal of finance
5
Global finance journal
4
Journal of East Asian economic integration
4
Journal of commodity markets
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
Defence and peace economics
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Economic research
3
Emerging markets review
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Emerging markets, finance and trade : EMFT
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
84
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1
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
2
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Saved in:
3
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
4
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
5
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
6
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
Saved in:
7
Volatility spillover across Chinese carbon markets : evidence from quantile connectedness method
Li, Zheng-Zheng
;
Li, Yameng
;
Huang, Chia-Yun
; …
- In:
Energy economics
119
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014280144
Saved in:
8
Economic policy uncertainty, jump dynamics, and oil price volatility
Liu, Feng
;
Shao, Shuai
;
Li, Xin
;
Pan, Na
;
Qi, Yu
- In:
Energy economics
120
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014284019
Saved in:
9
The role of China's crude oil futures in
world
oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
10
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
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