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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Energy economics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Commodity derivative"
~subject:"Erdöl"
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Kapitaleinkommen
ARCH model
ARCH-Modell
Commodity derivative
Erdöl
Estimation
485
Schätzung
485
Oil price
196
Ölpreis
196
Volatility
144
Volatilität
144
Welt
118
World
118
Energiekonsum
84
Energy consumption
84
Theorie
76
Theory
76
Cointegration
62
Kointegration
62
Panel
62
Panel study
62
Börsenkurs
61
Share price
61
Greenhouse gas emissions
56
Treibhausgas-Emissionen
56
Forecasting model
54
Prognoseverfahren
54
Time series analysis
54
Zeitreihenanalyse
54
Oil market
49
Rohstoffderivat
49
Petroleum
48
Economic growth
47
Wirtschaftswachstum
46
Ölmarkt
46
China
44
Electric power industry
41
Elektrizitätswirtschaft
41
VAR model
41
VAR-Modell
41
Preiselastizität
38
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Undetermined
108
Free
1
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Article
129
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129
Aufsatz in Zeitschrift
129
Conference paper
2
Konferenzbeitrag
2
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English
129
Author
All
Ma, Feng
6
Bouri, Elie
5
Wang, Yudong
4
Yoon, Seong-min
4
Lee, Chien-chiang
3
Wei, Yu
3
Xu, Yahua
3
Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Guo, Yawei
2
Ji, Qiang
2
Kang, Boda
2
Kumar, Pawan
2
Liu, Li
2
Lu, Xinjie
2
Miao, Hong
2
Nikitopoulos, Christina Sklibosios
2
Nonejad, Nima
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
Wang, Lu
2
Wang, Shouyang
2
Wang, Xunxiao
2
Wen, Fenghua
2
Xiao, Jihong
2
Xie, Qichang
2
You, Wan-hai
2
Zhang, Bing
2
Zhu, Huiming
2
Aastveit, Knut Are
1
Abuzayed, Bana
1
Aktas, Elvan
1
Al-Fayoumi, Nedal
1
Alam, Md. Samsul
1
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Energy economics
Finance research letters
192
International review of financial analysis
162
International review of economics & finance : IREF
158
Applied economics
157
Journal of banking & finance
157
Journal of empirical finance
144
Journal of financial economics
128
Economic modelling
126
Applied economics letters
117
The North American journal of economics and finance : a journal of financial economics studies
116
Applied financial economics
115
Journal of international financial markets, institutions & money
101
NBER working paper series
100
Working paper / National Bureau of Economic Research, Inc.
94
Research in international business and finance
89
Pacific-Basin finance journal
80
Journal of econometrics
75
NBER Working Paper
75
The European journal of finance
74
Review of quantitative finance and accounting
69
The journal of futures markets
67
Journal of international money and finance
66
Working paper
63
International journal of finance & economics : IJFE
59
Economics letters
58
Journal of risk and financial management : JRFM
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Management science : journal of the Institute for Operations Research and the Management Sciences
54
International journal of economics and finance
52
CESifo working papers
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Cogent economics & finance
44
International journal of economics and financial issues : IJEFI
44
International journal of forecasting
44
Research paper series / Swiss Finance Institute
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of financial markets
41
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
10
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
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