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accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~subject:"Volatilität"
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Kapitaleinkommen
Theory
Volatilität
Markov chain
53
Markov-Kette
53
Volatility
32
Estimation
22
Schätzung
22
Oil price
16
Ölpreis
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Gupta, Rangan
2
Ji, Qiang
2
Luo, Jiawen
2
Ma, Feng
2
Sadorsky, Perry A.
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Shahzad, Syed Jawad Hussain
2
Uddin, Mohammed Gazi Salah
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Energy economics
Review of quantitative finance and accounting
European journal of operational research : EJOR
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
International journal of production research
29
Journal of econometrics
29
Operations research
28
Journal of economic dynamics & control
27
Mathematics of operations research
26
Operations research letters
26
Finance research letters
25
Insurance / Mathematics & economics
24
Quantitative finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computational economics
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Economics letters
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International journal of forecasting
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Applied economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Discussion paper / Centre for Economic Policy Research
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Management science : journal of the Institute for Operations Research and the Management Sciences
16
International review of financial analysis
15
Journal of empirical finance
15
International review of economics & finance : IREF
14
Operational research : an international journal
14
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics letters
11
Journal of forecasting
11
Macroeconomic dynamics
11
Scandinavian actuarial journal
11
Econometric reviews
10
IMA journal of management mathematics
10
International journal of production economics
10
International journal of theoretical and applied finance
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Journal of banking & finance
10
Journal of the Operational Research Society
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Research in international business and finance
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Journal of mathematical finance
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SpringerLink / Bücher
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Opsearch : journal of the Operational Research Society of India
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ECONIS (ZBW)
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31
Sources of time varying return comovements during different economic regimes : evidence from the emerging Indian equity market
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 859-892
Persistent link: https://www.econbiz.de/10011796919
Saved in:
32
Earnings quality and the heterogeneous relation between earnings and stock returns
Isidro, Helena
;
Dias, José G.
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1143-1165
Persistent link: https://www.econbiz.de/10011797598
Saved in:
33
Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo
;
Rodriguez, Alejandro
;
Pino, Gabriel
- In:
Energy economics
63
(
2017
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
Saved in:
34
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
35
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
36
The impact of oil shocks on exchange rates : a Markov-switching approach
Basher, Syed Abul
;
Haug, Alfred Albert
;
Sadorsky, Perry A.
- In:
Energy economics
54
(
2016
),
pp. 11-23
Persistent link: https://www.econbiz.de/10011662720
Saved in:
37
Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
Saved in:
38
Impact of the financial crisis on Indian commodity markets : structural breaks and volatility dynamics
Shalini, Velappan
;
Prasanna, Krishna
- In:
Energy economics
53
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011660433
Saved in:
39
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
40
A spot-forward model for electricity prices with regime shifts
Paraschiv, Florentina
;
Fleten, Stein-Erik
;
Schürle, Michael
- In:
Energy economics
47
(
2015
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011527263
Saved in:
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