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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Applied economics letters"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"Capital income"
~subject:"Korrelation"
~subject:"World"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Capital income
Korrelation
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ARCH model
207
ARCH-Modell
207
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140
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140
Estimation
70
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70
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Azhar, Rialdi
2
Babu, Manivannan
2
Chen, Yi-ting
2
Engle, Robert F.
2
Indhumathi, G.
2
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Supriyanto
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Tanattrin Bunnag
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics letters
International Journal of Energy Economics and Policy : IJEEP
Energy economics
127
Finance research letters
102
Research in international business and finance
70
International review of economics & finance : IREF
69
International review of financial analysis
69
Journal of empirical finance
66
The North American journal of economics and finance : a journal of financial economics studies
62
Applied economics
60
Economic modelling
59
Journal of international financial markets, institutions & money
54
Journal of banking & finance
44
International journal of forecasting
41
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41
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37
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32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper
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Journal of econometrics
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Applied financial economics
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Economics letters
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of finance & economics : IJFE
23
Journal of international money and finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
Journal of financial econometrics
20
Review of quantitative finance and accounting
20
International journal of economics and finance
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Pacific-Basin finance journal
19
Cogent economics & finance
18
Discussion paper / Tinbergen Institute
18
Econometric Institute research papers
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The journal of futures markets
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Journal of multinational financial management
17
International journal of economics and financial issues : IJEFI
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
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1
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:
2
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:
3
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
4
Examining the volatility of conventional cryptocurrencies and sustainable cryptocurrency during Covid-19 : based on energy consumption
Anandhabalaji, V.
;
Babu, Manivannan
;
Gayathri, J.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 344-352
Persistent link: https://www.econbiz.de/10014434129
Saved in:
5
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
Saved in:
6
Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan
;
Hariharan, C.
;
Srinivasan, S.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10014235194
Saved in:
7
Volatility spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN
Alexandri, Mohammad Benny
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 126-133
Persistent link: https://www.econbiz.de/10013169343
Saved in:
8
Forecasting uncertainty intervals for return period of extreme daily electricity consumption
Makatjane, Katleho
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 217-225
Persistent link: https://www.econbiz.de/10013366091
Saved in:
9
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
10
Modelling and forecasting crude oil prices during COVID-19 Pandemic
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 149-154
Persistent link: https://www.econbiz.de/10012608864
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