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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Energy economics"
~subject:"Kapitaleinkommen"
~subject:"Korrelation"
~subject:"Share price"
~subject:"World"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Korrelation
Share price
World
ARCH model
318
ARCH-Modell
318
Volatility
252
Volatilität
252
Oil price
157
Ölpreis
157
Estimation
89
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Ma, Feng
9
Bouri, Elie
7
Hammoudeh, Shawkat
5
Wang, Yudong
5
Sadorsky, Perry A.
4
Tiwari, Aviral Kumar
4
Wei, Yu
4
Yoon, Seong-min
4
Baum, Christopher F.
3
Engle, Robert F.
3
Lin, Boqiang
3
Uddin, Mohammed Gazi Salah
3
Wu, Chongfeng
3
Zerilli, Paola
3
Zhang, Bing
3
Alqahtani, Faisal
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Chen, Liyuan
2
Chen, Yi-ting
2
Chevallier, Julien
2
Demirer, Rıza
2
Dimpfl, Thomas
2
Fan, Ying
2
Filis, George
2
Gasbarro, Dominic
2
Gong, Xu
2
Hassan, Kamrul
2
Hoque, Ariful
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Huang, Dengshi
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Ji, Qiang
2
Kang, Sang Hoon
2
Liu, Jing
2
Liu, Xiaochun
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Lu, Xinjie
2
Mansur, Iqbal
2
McAleer, Michael
2
Nguyen, Duc Khuong
2
Odusami, Babatunde Olatunji
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
Finance research letters
105
Research in international business and finance
85
International review of economics & finance : IREF
83
Applied economics
81
International review of financial analysis
81
Journal of empirical finance
81
The North American journal of economics and finance : a journal of financial economics studies
76
Economic modelling
74
Journal of international financial markets, institutions & money
69
Journal of risk and financial management : JRFM
56
Journal of banking & finance
52
International journal of forecasting
45
Journal of forecasting
42
Applied economics letters
41
Journal of econometrics
41
International Journal of Energy Economics and Policy : IJEEP
38
The European journal of finance
37
Economics letters
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Applied financial economics
33
Working paper
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Discussion paper / Tinbergen Institute
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Pacific-Basin finance journal
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Econometric Institute research papers
23
International journal of economics and finance
23
International journal of finance & economics : IJFE
23
Cogent economics & finance
22
Journal of international money and finance
22
The journal of futures markets
22
International Journal of Financial Studies : open access journal
21
Journal of financial econometrics
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Review of quantitative finance and accounting
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International journal of economics and financial issues : IJEFI
20
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
165
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1
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
2
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
3
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
4
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
5
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Saved in:
6
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
7
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
8
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
9
Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events
Wu, Xinyu
;
Jiang, Zhengting
- In:
Energy economics
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483676
Saved in:
10
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
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