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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Energy economics"
~person:"Dutta, Anupam"
~person:"Gupta, Rangan"
~subject:"Migrants"
~subject:"Volatility"
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Zeitreihenanalyse
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Zimmermann, Klaus F.
Dutta, Anupam
Gupta, Rangan
Ma, Feng
6
Bouri, Elie
5
Wang, Yudong
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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:
2
Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework
Das, Debojyoti
;
Maitra, Debasish
;
Dutta, Anupam
;
Basu, …
- In:
Energy economics
115
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013541818
Saved in:
3
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
4
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
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