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isPartOf:"Review of financial economics : RFE"
~isPartOf:"Energy economics"
~subject:"Ankündigungseffekt"
~subject:"Volatilität"
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Ankündigungseffekt
Volatilität
Capital income
238
Kapitaleinkommen
238
Börsenkurs
108
Share price
108
Volatility
104
Oil price
86
Ölpreis
86
Aktienmarkt
67
Stock market
67
Estimation
52
Schätzung
52
ARCH model
47
ARCH-Modell
47
USA
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Welt
43
World
43
Forecasting model
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Prognoseverfahren
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Portfolio selection
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Portfolio-Management
36
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Risiko
29
Stock returns
29
Capital market returns
24
Kapitalmarktrendite
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CAPM
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Commodity derivative
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Petroleum
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Anlageverhalten
18
Behavioural finance
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Theorie
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Theory
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Erdölindustrie
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Oil industry
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Oil market
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2
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2
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English
110
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Bouri, Elie
6
Tiwari, Aviral Kumar
5
Demirer, Rıza
4
Gupta, Rangan
4
Ma, Feng
4
Wang, Yudong
4
Chang, Chia-Lin
3
Hammoudeh, Shawkat
3
McAleer, Michael
3
Baum, Christopher F.
2
Chen, Liyuan
2
Guo, Yawei
2
Ji, Qiang
2
Lin, Boqiang
2
Liu, Li
2
Pham, Linh
2
Roengchai Tansuchat
2
Shahzad, Syed Jawad Hussain
2
Wei, Yu
2
Wen, Fenghua
2
Wu, Chongfeng
2
Xiao, Jihong
2
Xu, Yahua
2
Yoon, Seong-min
2
You, Wan-hai
2
Zerilli, Paola
2
Zhu, Huiming
2
Abakah, Emmanuel Joel Aikins
1
Abuzayed, Bana
1
Achleitner, Ann-Kristin
1
Agbeyegbe, Terence D.
1
Ahmed, Abdullahi Dahir
1
Al-Fayoumi, Nedal
1
AlSalman, Zeina
1
Alam, Md. Samsul
1
Almansour, Abdullah
1
Aloui, Riadh
1
Alqahtani, Faisal
1
Alsalman, Zeina
1
Alshater, Muneer Maher
1
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Review of financial economics : RFE
Energy economics
Finance research letters
203
International review of financial analysis
166
Journal of banking & finance
142
International review of economics & finance : IREF
121
Journal of empirical finance
120
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of financial economics
102
Applied economics
97
Research in international business and finance
94
Applied financial economics
88
NBER working paper series
83
Pacific-Basin finance journal
82
Journal of international financial markets, institutions & money
78
Economic modelling
77
The journal of finance : the journal of the American Finance Association
76
Working paper / National Bureau of Economic Research, Inc.
74
Applied economics letters
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Review of quantitative finance and accounting
71
Journal of econometrics
70
Journal of risk and financial management : JRFM
68
NBER Working Paper
64
The European journal of finance
61
International journal of forecasting
51
The review of financial studies
48
Investment management and financial innovations
47
Journal of financial and quantitative analysis : JFQA
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Economics letters
43
Journal of forecasting
42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Journal of international money and finance
41
Cogent economics & finance
40
International journal of economics and finance
40
International journal of finance & economics : IJFE
40
The journal of corporate finance : contracting, governance and organization
40
Working paper
39
Journal of economics and finance
36
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ECONIS (ZBW)
110
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110
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1
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:
2
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:
3
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:
4
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
5
Oil news shocks and the U.S. stock market
AlSalman, Zeina
;
Herrera, Ana María
;
Rangaraju, …
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483387
Saved in:
6
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:
7
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
8
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
9
Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic
Lu, Xunfa
;
Huang, Nan
;
Mo, Jianlei
;
Ye, Zhitao
- In:
Energy economics
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014485229
Saved in:
10
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
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