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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Energy economics"
~isPartOf:"International journal of economics and finance"
~subject:"Kapitaleinkommen"
~subject:"Korrelation"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Korrelation
Share price
ARCH model
377
ARCH-Modell
377
Volatility
296
Volatilität
296
Oil price
169
Ölpreis
169
Estimation
113
Schätzung
113
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100
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100
Welt
90
World
90
Commodity derivative
85
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Capital income
75
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65
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59
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59
Time series analysis
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41
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USA
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Bouri, Elie
6
Ma, Feng
5
Hammoudeh, Shawkat
4
Tiwari, Aviral Kumar
4
Wang, Yudong
4
Engle, Robert F.
3
Yoon, Seong-min
3
Alqahtani, Faisal
2
Balcilar, Mehmet
2
Baum, Christopher F.
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Liyuan
2
Chen, Yi-ting
2
Dai, Zhifeng
2
Demirer, Rıza
2
Gasbarro, Dominic
2
Hassan, Kamrul
2
Hoque, Ariful
2
Lin, Boqiang
2
Liu, Xiaochun
2
Mansur, Iqbal
2
McAleer, Michael
2
Nguyen, Duc Khuong
2
Odusami, Babatunde Olatunji
2
Roengchai Tansuchat
2
Sadorsky, Perry A.
2
Wang, Jiqian
2
Wang, Shouyang
2
Wu, Chongfeng
2
Yin, Zhujia
2
Zerilli, Paola
2
Zhang, Bing
2
Zhang, Xiaotong
2
Abakah, Emmanuel Joel Aikins
1
Abdalla, Suliman Zakaria Suliman
1
Abdelradi, Fadi
1
Abuzayed, Bana
1
Aguilar, Mike
1
Ahmed, Abdullahi Dahir
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
International journal of economics and finance
Finance research letters
102
International review of economics & finance : IREF
80
Journal of empirical finance
77
Research in international business and finance
76
International review of financial analysis
75
Applied economics
73
The North American journal of economics and finance : a journal of financial economics studies
68
Economic modelling
64
Journal of international financial markets, institutions & money
63
Journal of risk and financial management : JRFM
49
Journal of banking & finance
46
International journal of forecasting
41
Journal of econometrics
41
Applied economics letters
38
The European journal of finance
37
Journal of forecasting
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Applied financial economics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Economics letters
29
Discussion paper / Tinbergen Institute
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
International Journal of Energy Economics and Policy : IJEEP
26
Working paper
25
International journal of finance & economics : IJFE
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Pacific-Basin finance journal
23
Journal of financial econometrics
21
Review of quantitative finance and accounting
21
Cogent economics & finance
20
International journal of economics and financial issues : IJEFI
20
The journal of futures markets
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International Journal of Financial Studies : open access journal
19
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
18
The empirical economics letters : a monthly international journal of economics
18
Afro-Asian Journal of Finance and Accounting : AAJFA
17
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ECONIS (ZBW)
130
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1
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
2
Volatility spillovers across Russian oil and gas sector : evidence of the impact of global markets and extraordinary events
Balash, Vladimir
;
Faizliev, Alexey
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558943
Saved in:
3
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
4
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
5
China's futures market volatility and sectoral stock market volatility prediction
Zeng, Qing
;
Zhang, Jixiang
;
Zhong, Juandan
- In:
Energy economics
132
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015047525
Saved in:
6
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:
7
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
8
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
9
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
10
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
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