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subject:"ARCH-Modell"
~isPartOf:"Energy economics"
~subject:"Volatility"
~subject:"Welt"
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Search: subject_exact:"Stock index"
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ARCH-Modell
Volatility
Welt
Aktienindex
14
Stock index
14
Oil price
11
Volatilität
11
Ölpreis
11
Aktienmarkt
6
Börsenkurs
6
Share price
6
Stock market
6
World
6
ARCH model
5
Capital income
5
Kapitaleinkommen
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Commodity derivative
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Multivariate Verteilung
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Multivariate distribution
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Rohstoffderivat
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Copula
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Oil prices
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Risikomaß
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Risk measure
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Dependence
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Estimation
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Index
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Schätzung
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12
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Tiwari, Aviral Kumar
2
Al-Yahyaee, Khamis Hamed
1
Alqahtani, Faisal
1
Belkacem, Lotfi
1
Bouri, Elie
1
Dai, Zhifeng
1
Fan, Ying
1
Gasbarro, Dominic
1
Hassan, Kamrul
1
Hoque, Ariful
1
Ji, Qiang
1
Kayalar, Derya Ezgi
1
Kyrtsou, Catherine
1
Küçüközmen, C. Coşkun
1
Leatham, David J.
1
Li, Leon
1
Liang, Chao
1
Liu, Bing-Yue
1
Madaleno, Mara
1
Mensi, Walid
1
Mikropoulou, Christina
1
Mokni, Khaled
1
Papana, Angeliki
1
Pinho, Carlos
1
Raheem, Ibrahim Dolapo
1
Roubaud, David
1
Selcuk-Kestel, A. Sevtap
1
Sukcharoen, Kunlapath
1
Trabelsi, Nader
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Wali, Muammer
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Wen, Fenghua
1
Wen, Fengming
1
Wu, Ximing
1
Xiao, Jihong
1
Youssef, Manel
1
Zhang, Xiaotong
1
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1
Zohrabyan, Tatevik
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Energy economics
Applied financial economics
33
International review of financial analysis
31
Finance research letters
29
The North American journal of economics and finance : a journal of financial economics studies
29
The journal of futures markets
27
International review of economics & finance : IREF
23
Applied economics
22
Journal of banking & finance
22
Applied economics letters
20
Journal of international financial markets, institutions & money
20
Journal of risk and financial management : JRFM
19
Economic modelling
18
Research in international business and finance
15
Journal of empirical finance
14
Discussion paper / Tinbergen Institute
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
Finance India : the quarterly journal of Indian Institute of Finance
12
International Journal of Energy Economics and Policy : IJEEP
12
The empirical economics letters : a monthly international journal of economics
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Cogent economics & finance
11
International journal of forecasting
11
Journal of forecasting
11
International journal of economics and finance
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of econometrics
10
CESifo working papers
9
Financial innovation : FIN
9
International journal of economics and financial issues : IJEFI
9
Pacific-Basin finance journal
9
The European journal of finance
9
Working paper
9
Economics letters
8
Emerging markets, finance and trade : EMFT
8
International Journal of Financial Studies : open access journal
8
Investment management and financial innovations
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Review of Pacific Basin financial markets and policies
8
The review of financial studies
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ECONIS (ZBW)
12
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1
Efficient predictability of oil price : the role of VIX-based panic index shadow line difference
Dai, Zhifeng
;
Zhang, Xiaotong
;
Liang, Chao
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558919
Saved in:
2
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Li, Leon
- In:
Energy economics
105
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013201954
Saved in:
3
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:
4
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:
5
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:
6
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
7
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:
8
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:
9
Does the S&P500 index lead the crude oil dynamics? : a complexity-based approach
Kyrtsou, Catherine
;
Mikropoulou, Christina
;
Papana, Angeliki
- In:
Energy economics
56
(
2016
),
pp. 239-246
Persistent link: https://www.econbiz.de/10011664236
Saved in:
10
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
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