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accessRights:"restricted"
~isPartOf:"Energy economics"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~subject:"Volatilität"
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Kapitaleinkommen
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Markov chain
40
Markov-Kette
40
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28
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17
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Gupta, Rangan
2
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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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Alizadeh-Masoodian, Amir H.
1
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Energy economics
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
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International review of financial analysis
15
Journal of empirical finance
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International review of economics & finance : IREF
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Operational research : an international journal
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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
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IMA journal of management mathematics
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International journal of production economics
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International journal of theoretical and applied finance
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Journal of the Operational Research Society
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ECONIS (ZBW)
32
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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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7
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:
8
Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach
Alizadeh-Masoodian, Amir H.
;
Huang, Chih-Yueh
;
Marsh, Ian
- In:
Energy economics
93
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012643308
Saved in:
9
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:
10
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
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