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subject:"ARCH-Modell"
~isPartOf:"Energy economics"
~source:"econis"
~subject:"Aktienmarkt"
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Search: subject_exact:"Stock index"
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ARCH-Modell
Aktienmarkt
Aktienindex
17
Stock index
17
Oil price
11
Volatility
11
Volatilität
11
Ölpreis
11
Welt
8
World
8
Börsenkurs
7
Share price
7
Stock market
7
ARCH model
5
Capital income
5
Kapitaleinkommen
5
Multivariate Verteilung
5
Multivariate distribution
5
Commodity derivative
4
Rohstoffderivat
4
Copula
3
Oil prices
3
Risikomaß
3
Risk measure
3
China
2
Commodity exchange
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Emerging economies
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Energiewirtschaft
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Finanzmarkt
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Index
2
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Oil market
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Schwellenländer
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Alqahtani, Faisal
1
Belkacem, Lotfi
1
Cao, Hong
1
Fan, Ying
1
Gasbarro, Dominic
1
Hassan, Kamrul
1
Hoque, Ariful
1
Ji, Qiang
1
Kayalar, Derya Ezgi
1
Küçüközmen, C. Coşkun
1
Leatham, David J.
1
Liu, Bing-Yue
1
Madaleno, Mara
1
Mokni, Khaled
1
Pinho, Carlos
1
Raheem, Ibrahim Dolapo
1
Selcuk-Kestel, A. Sevtap
1
Sukcharoen, Kunlapath
1
Tiwari, Aviral Kumar
1
Trabelsi, Nader
1
Wali, Muammer
1
Wen, Fenghua
1
Wen, Fengming
1
Wu, Ximing
1
Xiao, Jihong
1
Yin, Libo
1
Youssef, Manel
1
Zhou, Min
1
Zohrabyan, Tatevik
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Energy economics
Applied financial economics
32
Finance research letters
31
International review of financial analysis
26
The North American journal of economics and finance : a journal of financial economics studies
25
Applied economics
21
International review of economics & finance : IREF
21
Research in international business and finance
21
Applied economics letters
19
Economic modelling
19
International journal of economics and finance
19
Journal of international financial markets, institutions & money
19
Journal of risk and financial management : JRFM
19
Investment management and financial innovations
16
Cogent economics & finance
15
Journal of empirical finance
14
International journal of economics and financial issues : IJEFI
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Finance India : the quarterly journal of Indian Institute of Finance
11
International Journal of Financial Studies : open access journal
11
Pacific-Basin finance journal
11
The empirical economics letters : a monthly international journal of economics
11
International journal of finance & economics : IJFE
10
The European journal of finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Afro-Asian Journal of Finance and Accounting : AAJFA
8
CESifo working papers
8
Journal of forecasting
8
The journal of futures markets
8
Economies : open access journal
7
International Journal of Energy Economics and Policy : IJEEP
7
International business and economics research journal
7
Journal of banking & finance
7
Research bulletin / The Institute of Cost Accountants of India
7
Risks : open access journal
7
Theoretical and applied economics : GAER review
7
Discussion paper / Tinbergen Institute
6
European financial management : the journal of the European Financial Management Association
6
Global finance journal
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International journal of business
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ECONIS (ZBW)
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1
The propagation effect of climate risks on global stock markets : evidence from the time and space domains
Yin, Libo
;
Cao, Hong
- In:
Energy economics
132
(
2024
),
pp. 1-31
Persistent link: https://www.econbiz.de/10015047716
Saved in:
2
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
3
Islamic stocks, conventional stocks, and crude oil : directional volatility spillover analysis in BRICS
Hassan, Kamrul
;
Hoque, Ariful
;
Wali, Muammer
;
Gasbarro, …
- In:
Energy economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520036
Saved in:
4
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index
Xiao, Jihong
;
Zhou, Min
;
Wen, Fengming
;
Wen, Fenghua
- In:
Energy economics
74
(
2018
),
pp. 777-786
Persistent link: https://www.econbiz.de/10011972968
Saved in:
5
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
6
The impact of crude oil prices on financial market indicators : copula approach
Kayalar, Derya Ezgi
;
Küçüközmen, C. Coşkun
; …
- In:
Energy economics
61
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011737705
Saved in:
7
Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
Saved in:
8
Interdependence of oil prices and stock market indices : a copula approach
Sukcharoen, Kunlapath
;
Zohrabyan, Tatevik
;
Leatham, David J.
- In:
Energy economics
44
(
2014
),
pp. 331-339
Persistent link: https://www.econbiz.de/10010457169
Saved in:
9
Wavelet dynamics for oil-stock world interactions
Madaleno, Mara
;
Pinho, Carlos
- In:
Energy economics
45
(
2014
),
pp. 120-133
Persistent link: https://www.econbiz.de/10010504783
Saved in:
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