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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~person:"Das, Debojyoti"
~subject:"ARCH model"
~subject:"Erdöl"
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Kapitaleinkommen
ARCH model
Erdöl
Commodity derivative
2
Estimation
2
Oil price
2
Rohstoffderivat
2
Schätzung
2
Volatility
2
Volatilität
2
Ölpreis
2
ARCH-Modell
1
Crude oil
1
Crude oil implied volatility
1
Financial crisis
1
Financial stress
1
Finanzkrise
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Jump intensities
1
Market crash
1
Oil prices
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Petroleum
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State space model
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Time-varying jumps
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Das, Debojyoti
Ma, Feng
7
Wang, Yudong
6
Bouri, Elie
5
Wei, Yu
4
Yoon, Seong-min
4
Nonejad, Nima
3
Xu, Yahua
3
Caporin, Massimiliano
2
Chevallier, Julien
2
Ciarreta, Aitor
2
Dai, Zhifeng
2
Dutta, Anupam
2
Guo, Yawei
2
Holmes, Mark J.
2
Ji, Qiang
2
Kanas, Angelos
2
Kang, Boda
2
Klaassen, Franc
2
Kumar, Pawan
2
Lee, Chien-chiang
2
Liu, Li
2
Lu, Xinjie
2
Lux, Thomas
2
Miao, Hong
2
Nikitopoulos, Christina Sklibosios
2
Pan, Zhiyuan
2
Park, Sung Y.
2
Rahman, Md Lutfur
2
Ramchander, Sanjay
2
Singh, Vipul Kumar
2
Thai-Ha Le
2
Tiwari, Aviral Kumar
2
Todorova, Neda
2
Uddin, Mohammed Gazi Salah
2
Wang, Lu
2
Wang, Shouyang
2
Wang, Xunxiao
2
Wen, Fenghua
2
Xiao, Jihong
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Finance research letters
2
International journal of emerging markets
1
International review of economics & finance : IREF
1
The journal of futures markets
1
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ECONIS (ZBW)
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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:
2
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
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