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isPartOf:"Journal of econometrics"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~subject:"Stochastischer Prozess"
~subject:"USA"
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Search: subject_exact:"Volatility"
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Stochastischer Prozess
USA
Volatility
1,147
Volatilität
1,147
Oil price
389
Ölpreis
389
ARCH model
301
ARCH-Modell
301
Estimation
292
Schätzung
292
Börsenkurs
274
Share price
274
Theorie
256
Theory
256
Capital income
248
Kapitaleinkommen
248
Welt
240
World
240
Forecasting model
187
Prognoseverfahren
187
Time series analysis
182
Zeitreihenanalyse
182
Commodity derivative
156
Rohstoffderivat
156
Stochastic process
152
Stock market
139
Aktienmarkt
137
Estimation theory
124
Schätztheorie
124
Oil market
119
Spillover effect
118
Spillover-Effekt
118
Ölmarkt
118
United States
105
Risk
104
Risiko
102
Erdöl
85
Option pricing theory
85
Optionspreistheorie
85
Petroleum
85
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1
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Article
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249
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English
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Todorov, Viktor
12
Tauchen, George Eugene
8
Bollerslev, Tim
6
McAleer, Michael
6
Andersen, Torben
5
Asai, Manabu
4
Aït-Sahalia, Yacine
4
Ghysels, Eric
4
Baum, Christopher F.
3
Carriero, Andrea
3
Chan, Joshua
3
Clark, Todd E.
3
Engle, Robert F.
3
Fleming, Jeff
3
Fusari, Nicola
3
Jacobs, Kris
3
Li, Jia
3
Ma, Feng
3
Marcellino, Massimiliano
3
Ostdiek, Barbara
3
Renò, Roberto
3
Sadorsky, Perry A.
3
Shephard, Neil G.
3
Xiu, Dacheng
3
Yu, Jun
3
Zerilli, Paola
3
Zhou, Hao
3
Albulescu, Claudiu Tiberiu
2
Amengual, Dante
2
Bates, David S.
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Brandt, Michael W.
2
Chan, Kalok
2
Chang, Chia-Lin
2
Chen, Liyuan
2
Chib, Siddhartha
2
Christensen, Bent Jesper
2
Christensen, Kimberly
2
Christoffersen, Peter F.
2
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Journal of econometrics
Energy economics
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
179
The journal of futures markets
152
International journal of theoretical and applied finance
142
Journal of banking & finance
92
Quantitative finance
91
The review of financial studies
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Discussion paper / Tinbergen Institute
71
Discussion paper / Centre for Economic Policy Research
69
Journal of empirical finance
68
The North American journal of economics and finance : a journal of financial economics studies
68
Working paper
68
Finance research letters
66
Applied mathematical finance
63
Applied financial economics
62
The journal of finance : the journal of the American Finance Association
61
The journal of computational finance
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Econometric reviews
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
53
Journal of economic dynamics & control
52
Applied economics
51
Economics letters
51
Computational economics
50
Journal of financial and quantitative analysis : JFQA
49
Economic modelling
47
Finance and stochastics
47
International review of financial analysis
46
International review of economics & finance : IREF
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
European journal of operational research : EJOR
40
NBER working paper series
40
Research paper series / Swiss Finance Institute
40
Journal of risk and financial management : JRFM
39
Journal of mathematical finance
38
Insurance / Mathematics & economics
35
International journal of financial engineering
35
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ECONIS (ZBW)
249
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1
Renewable energy investment under stochastic interest rate with regime-switching volatility
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
;
Reppen, A. Max
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046931
Saved in:
2
Oil price uncertainty shocks and the gender gap in U.S. unemployment
Elder, John
;
Payne, James E.
- In:
Energy economics
131
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015045052
Saved in:
3
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators : evidence from the US and EU
Shang, Jin
;
Hamori, Shigeyuki
- In:
Energy economics
132
(
2024
),
pp. 1-42
Persistent link: https://www.econbiz.de/10015047391
Saved in:
4
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
7
The impact of climate policy on U.S. environmentally friendly firms : a firm-level examination of stock return, volatility, volume, and connectedness
Pham, Linh
;
Wei, Hao
;
Ha Truong
;
Hai Hong Trinh
- In:
Energy economics
119
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014279743
Saved in:
8
Economic policy uncertainty, jump dynamics, and oil price volatility
Liu, Feng
;
Shao, Shuai
;
Li, Xin
;
Pan, Na
;
Qi, Yu
- In:
Energy economics
120
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014284019
Saved in:
9
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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