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accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Kapitaleinkommen"
~subject:"Markov chain"
~subject:"Theory"
~subject:"Volatilität"
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Kapitaleinkommen
Markov chain
Theory
Volatilität
Markov-Kette
53
Volatility
32
Estimation
22
Schätzung
22
Oil price
16
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Gupta, Rangan
3
Bao Hoang Nguyen
2
Hou, Chenghan
2
Ji, Qiang
2
Luo, Jiawen
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Ma, Feng
2
Sadorsky, Perry A.
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Shahzad, Syed Jawad Hussain
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Energy economics
Review of quantitative finance and accounting
European journal of operational research : EJOR
137
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Operations research letters
52
Mathematics of operations research
51
Operations research
47
International journal of production research
42
Journal of econometrics
41
Discussion paper / Centre for Economic Policy Research
40
Journal of economic dynamics & control
34
Computational economics
33
Quantitative finance
33
Applied economics
32
Economics letters
31
Finance research letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
30
Insurance / Mathematics & economics
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Economic modelling
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International journal of forecasting
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Dynamic games and applications : DGA
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of financial analysis
23
Applied economics letters
21
International review of economics & finance : IREF
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Operational research : an international journal
20
Opsearch : journal of the Operational Research Society of India
20
The North American journal of economics and finance : a journal of financial economics studies
20
International journal of theoretical and applied finance
18
Physica A: Statistical Mechanics and its Applications
18
Annals of the Institute of Statistical Mathematics
16
Journal of empirical finance
16
Journal of the Operational Research Society
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Research in international business and finance
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IMA journal of management mathematics
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Journal of forecasting
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Macroeconomic dynamics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of production economics
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ECONIS (ZBW)
53
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1
A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
Stokes, Jeffrey R.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 855-878
Persistent link: https://www.econbiz.de/10014342115
Saved in:
2
Attaining stochastic optimal control over debt ratios in U.S. markets
Liu, Wei-han
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 967-993
Persistent link: https://www.econbiz.de/10014342125
Saved in:
3
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
Saved in:
4
Herd and causality dynamics between energy commodities and ethical investment : evidence from the different phases of the COVID-19 pandemic
Azhar Mohamad
;
Fromentin, Vincent
- In:
Energy economics
126
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483678
Saved in:
5
Financial stress and commodity price volatility
Chen, Louisa
;
Verousis, Thanos
;
Wang, Kai
;
Zhou, Zhiping
- In:
Energy economics
125
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485240
Saved in:
6
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
7
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Li, Leon
- In:
Energy economics
105
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013201954
Saved in:
8
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
Saved in:
9
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
10
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
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