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isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
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Search: subject_exact:"Volatility"
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Volatility
523
Volatilität
523
Estimation
158
Schätzung
158
Theorie
157
Theory
157
Börsenkurs
143
Share price
143
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129
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126
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Bollerslev, Tim
19
Todorov, Viktor
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Tauchen, George Eugene
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Aït-Sahalia, Yacine
11
Härdle, Wolfgang
9
McAleer, Michael
9
Herwartz, Helmut
8
Meddahi, Nour
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Xiu, Dacheng
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Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Hawaldar, Iqbal Thonse
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
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Gouriéroux, Christian
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Hafner, Christian M.
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Hallin, Marc
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4
Barigozzi, Matteo
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Boswijk, Herman Peter
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Fengler, Matthias R.
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Francq, Christian
4
Jasiak, Joann
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Maheu, John M.
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Meher, Bharat Kumar
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Park, Joon Y.
4
Qabhobho, Thobekile
4
Rahbek, Anders
4
Renault, Eric
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International Journal of Energy Economics and Policy : IJEEP
Energy economics
642
Finance research letters
590
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484
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
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Applied economics
381
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International review of economics & finance : IREF
368
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Research in international business and finance
268
Applied financial economics
266
Journal of empirical finance
265
Applied economics letters
262
Working paper
255
Economics letters
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
MPRA Paper
171
The European journal of finance
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
IMF working papers
148
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
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ECONIS (ZBW)
523
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1
Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
2
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Saved in:
3
Crude oil prices and the Egyptian economy evidence from the stock market
Bataineh, Khaled
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 383-392
Persistent link: https://www.econbiz.de/10014486442
Saved in:
4
The effects of geopolitical risks on oil price volatility
Loc Dong Truong
;
Nhien Tuyet Doan
;
Nguyen Thi Kim Anh
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 427-432
Persistent link: https://www.econbiz.de/10014492208
Saved in:
5
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
Saved in:
6
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
7
Nigeria's volatile oil revenue : is there a cause for concern?
Ogunjumo, Rotimi Ayoade
;
Musa, Nuhu
;
Adama, Ibrahim
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 299-303
Persistent link: https://www.econbiz.de/10014496220
Saved in:
8
Time frequency and co-movements between global economic policy uncertainty, precious metals and agricultural prices : a wavelet coherence analysis and bootstrap rolling window gran...
El Abed, Riadh
;
Hamouda, Abderrazek Ben
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 546-561
Persistent link: https://www.econbiz.de/10014496867
Saved in:
9
Oil price volatility shocks and the macroeconomic indicators : evidence from Saudi Arabia
Gunwant, Darshita Fulara
;
Rather, Sartaj Rasool
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 138-141
Persistent link: https://www.econbiz.de/10014533148
Saved in:
10
Energy prices and their impact on US stock indices : a wavelet- based quantile-on-quantile regression approach
Ahmad Monir Abdullah
;
Aini Aman
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 216-234
Persistent link: https://www.econbiz.de/10014533190
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