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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~subject:"ARCH model"
~subject:"Erdöl"
~subject:"Volatility"
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Kapitaleinkommen
ARCH model
Erdöl
Volatility
Estimation
1,213
Schätzung
1,213
Theorie
218
Theory
218
Oil price
211
Ölpreis
211
Volatilität
187
Welt
185
World
185
Panel
147
Panel study
147
Cointegration
144
Kointegration
144
USA
141
United States
141
Time series analysis
132
Zeitreihenanalyse
132
Economic growth
110
Wirtschaftswachstum
109
Deutschland
97
Germany
97
VAR model
94
VAR-Modell
94
Forecasting model
92
Prognoseverfahren
92
ARCH-Modell
90
Börsenkurs
89
Share price
89
Energiekonsum
87
Energy consumption
87
EU countries
70
EU-Staaten
70
Estimation theory
66
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Schätztheorie
66
Schock
65
Shock
65
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1
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231
Conference paper
3
Konferenzbeitrag
3
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English
231
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Ma, Feng
7
Bouri, Elie
5
Wang, Yudong
5
Lee, Chien-chiang
4
Tiwari, Aviral Kumar
4
Wei, Yu
4
Yoon, Seong-min
4
Nonejad, Nima
3
Park, Sung Y.
3
Wang, Shouyang
3
Xiao, Jihong
3
Xu, Yahua
3
Alaali, Fatema
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Balcilar, Mehmet
2
Chevallier, Julien
2
Ciarreta, Aitor
2
Clements, Adam
2
Das, Debojyoti
2
Dutta, Anupam
2
Edwards, Jeffrey A.
2
Gozgor, Giray
2
Guo, Yawei
2
Holmes, Mark J.
2
Ji, Qiang
2
Joo, Young C.
2
Kanas, Angelos
2
Kang, Boda
2
Klaassen, Franc
2
Kumar, Pawan
2
Lau, Chi Keung
2
Liesenfeld, Roman
2
Liu, Li
2
Lu, Xinjie
2
Lux, Thomas
2
Maghyereh, Aktham I.
2
Miao, Hong
2
Nikitopoulos, Christina Sklibosios
2
Raheem, Ibrahim Dolapo
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Finance research letters
231
Applied economics
214
International review of financial analysis
194
International review of economics & finance : IREF
192
Journal of banking & finance
183
Economic modelling
174
Journal of empirical finance
166
Working paper / National Bureau of Economic Research, Inc.
163
NBER working paper series
157
The North American journal of economics and finance : a journal of financial economics studies
153
Applied economics letters
151
Applied financial economics
149
Journal of financial economics
140
NBER Working Paper
131
Journal of econometrics
130
Journal of international financial markets, institutions & money
122
Research in international business and finance
112
Journal of international money and finance
109
Working paper
105
The European journal of finance
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Economics letters
93
Pacific-Basin finance journal
90
CESifo working papers
85
The journal of futures markets
79
Journal of risk and financial management : JRFM
78
International journal of finance & economics : IJFE
76
Review of quantitative finance and accounting
76
Discussion paper / Centre for Economic Policy Research
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Discussion paper / Tinbergen Institute
67
International journal of economics and finance
67
Management science : journal of the Institute for Operations Research and the Management Sciences
64
International journal of forecasting
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Cogent economics & finance
58
Research paper series / Swiss Finance Institute
58
International journal of economics and financial issues : IJEFI
57
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ECONIS (ZBW)
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1
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
2
Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures
Chang, Chiu-Lan
- In:
Energy economics
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014559245
Saved in:
3
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
4
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
5
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
6
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:
7
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
8
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
9
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
10
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
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