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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Energy economics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Kapitaleinkommen
ARCH model
ARCH-Modell
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
Commodity derivative
49
Oil market
49
Rohstoffderivat
49
Erdöl
48
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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1
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Article
92
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92
Conference paper
2
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2
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English
92
Author
All
Bouri, Elie
5
Ma, Feng
5
Yoon, Seong-min
4
Xu, Yahua
3
Chevallier, Julien
2
Guo, Yawei
2
Lu, Xinjie
2
Nonejad, Nima
2
Park, Sung Y.
2
Rahman, Md Lutfur
2
Thai-Ha Le
2
Tiwari, Aviral Kumar
2
Todorova, Neda
2
Wang, Xunxiao
2
Wang, Yudong
2
Wei, Yu
2
Wen, Fenghua
2
Xiao, Jihong
2
Xie, Qichang
2
You, Wan-hai
2
Zhang, Bing
2
Zhu, Huiming
2
Abuzayed, Bana
1
Aktas, Elvan
1
Al-Fayoumi, Nedal
1
Alam, Md. Samsul
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Alsulami, Hamed
1
Amin, Md. Ruhul
1
Apergēs, Nikolaos
1
Arouri, Mohamed
1
Avdulaj, Krenar
1
Awartani, Basel
1
Balcilar, Mehmet
1
Barunik, Jozef
1
Baruník, Jozef
1
Batten, Jonathan A.
1
Baum, Christopher F.
1
Belhassine, Olfa
1
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Energy economics
Finance research letters
183
International review of financial analysis
157
Journal of banking & finance
151
International review of economics & finance : IREF
150
Applied economics
143
Journal of empirical finance
143
Journal of financial economics
128
Economic modelling
117
The North American journal of economics and finance : a journal of financial economics studies
111
Applied economics letters
108
Applied financial economics
108
NBER working paper series
98
Journal of international financial markets, institutions & money
97
Working paper / National Bureau of Economic Research, Inc.
91
Research in international business and finance
84
Pacific-Basin finance journal
77
Journal of econometrics
74
The European journal of finance
74
NBER Working Paper
73
Review of quantitative finance and accounting
68
Journal of international money and finance
62
Journal of risk and financial management : JRFM
58
Working paper
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Economics letters
56
International journal of finance & economics : IJFE
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Management science : journal of the Institute for Operations Research and the Management Sciences
53
International journal of economics and finance
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
International journal of economics and financial issues : IJEFI
44
Research paper series / Swiss Finance Institute
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
International journal of forecasting
42
CESifo working papers
41
Cogent economics & finance
41
Journal of financial markets
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
9
Does oil price uncertainty affect corporate innovation?
Amin, Md. Ruhul
;
Wang, Xinyu
;
Aktas, Elvan
- In:
Energy economics
118
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014247717
Saved in:
10
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
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