//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Chang, Chia-Lin"
~person:"Bouri, Elie"
~person:"Dutta, Anupam"
~person:"Guesmi, Khaled"
~subject:"Ölpreis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"GARCH-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Ölpreis
ARCH model
149
ARCH-Modell
149
Volatility
120
Volatilität
120
Estimation
47
Schätzung
47
Oil price
45
Welt
42
World
42
Spillover effect
41
Spillover-Effekt
41
Capital income
34
Kapitaleinkommen
34
Commodity derivative
33
Rohstoffderivat
33
Aktienmarkt
31
Stock market
31
Börsenkurs
26
Share price
26
Forecasting model
24
Prognoseverfahren
24
Hedging
22
Time series analysis
19
Zeitreihenanalyse
19
Taiwan
18
Theorie
18
Theory
18
Portfolio selection
16
Portfolio-Management
16
Spot market
14
Spotmarkt
14
Financial crisis
13
Finanzkrise
13
International tourism
13
Internationaler Tourismus
13
Bitcoin
12
Risikomaß
12
Risk measure
12
USA
12
more ...
less ...
Online availability
All
Undetermined
19
Free
17
Type of publication
All
Article
25
Book / Working Paper
20
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
45
Author
All
Chang, Chia-Lin
Bouri, Elie
Dutta, Anupam
Guesmi, Khaled
Ma, Feng
35
McAleer, Michael
29
Wang, Yudong
14
Zhang, Yaojie
13
Filis, George
12
Hammoudeh, Shawkat
12
Ji, Qiang
12
Serletis, Apostolos
12
Wei, Yu
12
Gupta, Rangan
11
Mensi, Walid
9
Nguyen, Duc Khuong
9
Degiannakis, Stavros
8
Liang, Chao
8
Salisu, Afees A.
8
Tansuchat, Roengchai
8
Elder, John
7
Liu, Jing
7
Nonejad, Nima
7
Roengchai Tansuchat
7
Wang, Lu
7
Zagaglia, Paolo
7
Chen, Chi-chung
6
Huang, Dengshi
6
Kang, Sang Hoon
6
Lu, Xinjie
6
Marzo, Massimiliano
6
Sadorsky, Perry A.
6
Wahab, M. I. M.
6
Wen, Fenghua
6
Yoon, Seong-min
6
Zhang, Yue-jun
6
Al-Maadid, Alanoud
5
Chen, Ping-yu
5
Chen, Wang
5
Chevallier, Julien
5
Gong, Xu
5
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Energy economics
12
Econometric Institute research papers
10
Working paper
4
Cogent economics & finance
1
Discussion paper / Tinbergen Institute
1
Economia politica : journal of analytical and institutional economics
1
Economic modelling
1
Economic research
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economic integration
1
Journal of economic studies
1
Journal of forecasting
1
Revue Gestion 2000 : management & prospective
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tinbergen Institute Discussion Paper 2018-052/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
2
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:
3
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:
4
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:
5
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
6
In search of time-varying jumps during the turmoil periods : evidence from crude oil futures markets
Dutta, Anupam
;
Soytaş, Uǧur
;
Das, Debojyoti
; …
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477590
Saved in:
7
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
8
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
9
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
10
Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Yousaf, Imran
;
Ali, Shoaib
;
Bouri, Elie
;
Saeed, Tareq
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1913-1934
Persistent link: https://www.econbiz.de/10014381000
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->