//--> //--> //--> //-->
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:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~person:"Chevallier, Julien"
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:"Volatility"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
29
Volatilität
29
ARCH model
12
ARCH-Modell
12
Theorie
10
Theory
10
Commodity derivative
8
Estimation
8
Rohstoffderivat
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
Capital income
6
Kapitaleinkommen
6
Börsenkurs
5
Oil price
5
Share price
5
Time series analysis
5
USA
5
United States
5
Zeitreihenanalyse
5
Ölpreis
5
Erdöl
4
Forecasting model
4
Greenhouse gas emissions
4
Multivariate Analyse
4
Multivariate analysis
4
Petroleum
4
Prognoseverfahren
4
Treibhausgas-Emissionen
4
Emissions trading
3
Emissionshandel
3
Natural gas
3
Air pollution
2
CAPM
2
Correlation
2
Crude oil
2
Crude oil futures
2
EU countries
2
EU-Staaten
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
28
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
29
Author
All
McAleer, Michael
Chevallier, Julien
Ma, Feng
28
Tiwari, Aviral Kumar
28
Gupta, Rangan
27
Bouri, Elie
25
Hammoudeh, Shawkat
18
Ji, Qiang
18
Wang, Yudong
18
Wei, Yu
17
Lucey, Brian M.
15
Roubaud, David
15
Shahzad, Syed Jawad Hussain
12
Yoon, Seong-min
12
Zhang, Yaojie
12
Corbet, Shaen
11
Kang, Sang Hoon
11
Wen, Fenghua
11
Lyócsa, Štefan
10
Mensi, Walid
10
Sensoy, Ahmet
10
Uddin, Mohammed Gazi Salah
10
Demirer, Rıza
9
Liang, Chao
9
Molnár, Peter
9
Wang, Jiqian
9
Klein, Tony
8
Lau, Chi Keung
8
Lin, Boqiang
8
Lu, Xinjie
8
Pierdzioch, Christian
8
Todorova, Neda
8
Wohar, Mark E.
8
Wu, Chongfeng
8
Asai, Manabu
7
Clements, Adam
7
Dai, Zhifeng
7
Do, Hung Xuan
7
Filis, George
7
Gillas, Konstantinos Gkillas
7
more ...
less ...
Published in...
All
Annals of financial economics
Econometric reviews
Energy economics
Finance research letters
International journal of forecasting
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
41
Econometric Institute Research Papers
11
Working Papers in Economics
11
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
Journal of econometrics
9
Documentos de Trabajo del ICAE
7
Journal of risk and financial management : JRFM
6
The North American journal of economics and finance : a journal of financial economics studies
6
Research in international business and finance
5
International review of economics & finance : IREF
4
Tinbergen Institute Discussion Papers
4
Applied economics
3
Applied economics letters
3
Econometrics : open access journal
3
Economic modelling
3
Journal of Risk and Financial Management
3
Mathematics and Computers in Simulation (MATCOM)
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American Journal of Economics and Finance
3
Working papers / School of Business, Edith Cowan University
3
Economics Papers from University Paris Dauphine
2
Economics letters
2
International review of financial analysis
2
Journal of economic surveys
2
Managerial Finance
2
Managerial finance
2
Risks : open access journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
"Marco Fanno" Working Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
2
Pricing carbon emissions in China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011958479
Saved in:
3
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
4
Asymmetric volatility in cryptocurrency markets : new evidence from smooth transition GARCH models
Cheikh, Nidhaleddine Ben
;
Zaied, Younes Ben
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012438388
Saved in:
5
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
6
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
7
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
8
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
9
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
10
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->