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accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
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Kapitaleinkommen
Theory
Volatility
Markov chain
53
Markov-Kette
53
Volatilität
32
Estimation
22
Schätzung
22
Oil price
16
Ölpreis
16
ARCH model
15
ARCH-Modell
15
Forecasting model
12
Prognoseverfahren
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Welt
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World
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Rohstoffderivat
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Markov switching
6
Option pricing theory
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Optionspreistheorie
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40
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Gupta, Rangan
2
Ji, Qiang
2
Luo, Jiawen
2
Ma, Feng
2
Sadorsky, Perry A.
2
Shahzad, Syed Jawad Hussain
2
Uddin, Mohammed Gazi Salah
2
Alizadeh-Masoodian, Amir H.
1
Almansour, Abdullah
1
Apergēs, Nikolaos
1
Ausín, M. Concepción
1
Aye, Goodness C.
1
Bao Hoang Nguyen
1
Basher, Syed Abul
1
Baum, Christopher F.
1
Billio, Monica
1
Bouoiyour, Jamal
1
Bouri, Elie
1
Brix, Anne Floor
1
Cao, Yang
1
Casarin, Roberto
1
Chen, Chih-Nan
1
Chen, Liyuan
1
Chen, Louisa
1
Chen, Son-nan
1
Chevallier, Julien
1
Chiang, Mi-Hsiu
1
Chuang, Ming-Che
1
Dehler-Holland, Joris
1
Demirer, Rıza
1
Di Sanzo, Silvestro
1
Dias, José G.
1
Fleten, Stein-Erik
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Galeano, Pedro
1
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1
Gonzalez, Jhonny
1
Gozgor, Giray
1
Hammoudeh, Shawkat
1
Haug, Alfred Albert
1
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1
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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
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Computational economics
20
Economics letters
20
International journal of forecasting
20
Applied economics
19
Economic modelling
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
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
10
Journal of banking & finance
10
Journal of the Operational Research Society
10
Research in international business and finance
10
Journal of mathematical finance
9
Opsearch : journal of the Operational Research Society of India
8
Finance and stochastics
7
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ECONIS (ZBW)
40
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40
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao
;
Wei, Peihwang
;
Osmer, Eric
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
Saved in:
9
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu
;
Wu, Jiangbin
;
Cao, Yang
;
Hong, Yanran
- In:
Energy economics
111
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
Saved in:
10
Optimal carry trade portfolio choice under regime shifts
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 483-506
Persistent link: https://www.econbiz.de/10013459294
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