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accessRights:"restricted"
~isPartOf:"Energy economics"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Aktienmarkt
Bayes-Statistik
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Markov chain
40
Markov-Kette
40
Volatility
28
Volatilität
28
Estimation
17
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17
Oil price
16
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Gupta, Rangan
2
Ausín, M. Concepción
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Aye, Goodness C.
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Azhar Mohamad
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Bao Hoang Nguyen
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Energy economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of econometrics
24
International journal of forecasting
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Economics letters
16
Applied economics
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Economic modelling
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Computational economics
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European journal of operational research : EJOR
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Finance research letters
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Applied economics letters
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
8
Journal of applied econometrics
7
Journal of banking & finance
7
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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International review of economics & finance : IREF
5
Journal of financial econometrics
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of economics and finance
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International journal of emerging markets
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International journal of production research
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Asia-Pacific journal of risk and insurance : APJRI
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
5
The response of CO2 emissions to the business cycle : new evidence for the U.S.
Klarl, Torben
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012510194
Saved in:
6
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
7
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
8
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
9
Bayesian estimation of stable CARMA spot models for electricity prices
Müller, Gernot
;
Seibert, Armin
- In:
Energy economics
78
(
2019
),
pp. 267-277
Persistent link: https://www.econbiz.de/10012159939
Saved in:
10
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
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