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source:"econis"
~isPartOf:"Applied financial economics"
~isPartOf:"Bank of England Working Paper"
~isPartOf:"Energy economics"
~subject:"Commodity derivative"
~subject:"Volatilität"
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| 6 applied filters
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Subject
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Commodity derivative
Volatilität
Estimation
970
Schätzung
970
Volatility
221
Oil price
200
Ölpreis
200
Theorie
180
Theory
180
Börsenkurs
147
Share price
147
Welt
145
World
145
USA
137
United States
137
Capital income
125
Kapitaleinkommen
125
Aktienmarkt
97
Stock market
97
ARCH model
93
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93
Energiekonsum
84
Energy consumption
84
Time series analysis
82
Zeitreihenanalyse
82
Cointegration
80
Forecasting model
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Kointegration
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Prognoseverfahren
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Panel
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Panel study
70
Großbritannien
65
United Kingdom
65
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61
Deutschland
60
Germany
60
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59
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59
Greenhouse gas emissions
56
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2
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English
243
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Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Wang, Yudong
4
Yoon, Seong-min
4
Apergēs, Nikolaos
3
Chatrath, Arjun
3
Lee, Chien-chiang
3
McMillan, David G.
3
Ramchander, Sanjay
3
Wei, Yu
3
Wohar, Mark E.
3
Xu, Yahua
3
Adrangi, Bahram
2
Arouri, Mohamed
2
Chevallier, Julien
2
Clements, Adam
2
Das, Debojyoti
2
Dutta, Anupam
2
Fraser, Patricia
2
Gozgor, Giray
2
Guo, Yawei
2
Gupta, Rangan
2
Jiang, Christine X.
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
2
Lau, Chi Keung
2
Lee, Hsiang-tai
2
Liu, Li
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
Malik, Farooq
2
Miao, Hong
2
Niizeki, Mikiyo Kii
2
Nikitopoulos, Christina Sklibosios
2
Nonejad, Nima
2
Park, Sung Y.
2
Phylaktis, Kate
2
Sadorsky, Perry A.
2
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Applied financial economics
Bank of England Working Paper
Energy economics
Finance research letters
135
Applied economics
132
Economic modelling
121
International review of economics & finance : IREF
118
International review of financial analysis
109
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
100
Journal of banking & finance
89
Applied economics letters
84
The journal of futures markets
84
Working paper / National Bureau of Economic Research, Inc.
83
Journal of empirical finance
82
NBER working paper series
78
Working paper
76
Journal of international money and finance
72
NBER Working Paper
71
Research in international business and finance
71
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
59
CESifo working papers
57
Discussion paper / Tinbergen Institute
57
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
52
International journal of forecasting
49
The European journal of finance
48
International journal of finance & economics : IJFE
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
International Journal of Energy Economics and Policy : IJEEP
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of financial economics
38
Pacific-Basin finance journal
35
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Journal of financial econometrics
31
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ECONIS (ZBW)
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243
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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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