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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
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EU-Staaten
Volatility
ARCH-Modell
Estimation
1,352
Schätzung
1,352
Volatilität
329
Theorie
269
Theory
269
Börsenkurs
229
Share price
229
Capital income
220
Kapitaleinkommen
220
Oil price
220
Ölpreis
220
Welt
196
World
196
USA
181
United States
181
Aktienmarkt
177
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177
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86
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VAR-Modell
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72
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Deutschland
70
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70
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68
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2
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1
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391
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Chevallier, Julien
8
Ma, Feng
7
Bouri, Elie
6
Gupta, Rangan
5
Tiwari, Aviral Kumar
5
McMillan, David G.
4
Yoon, Seong-min
4
Aboura, Sofiane
3
Apergēs, Nikolaos
3
Balcilar, Mehmet
3
Chatrath, Arjun
3
Clements, Adam
3
Lee, Chien-chiang
3
Wang, Yudong
3
Wei, Yu
3
Wohar, Mark E.
3
Xu, Yahua
3
Adrangi, Bahram
2
Antonakakis, Nikolaos
2
Arouri, Mohamed
2
Avdulaj, Krenar
2
Barunik, Jozef
2
Caporale, Guglielmo Maria
2
Chiang, Thomas C.
2
Chung, Huimin
2
Das, Debojyoti
2
Dimpfl, Thomas
2
Dutta, Anupam
2
Fabozzi, Frank J.
2
Fraser, Patricia
2
Ftiti, Zied
2
Gozgor, Giray
2
Gubareva, Mariya
2
Guo, Yawei
2
Hammoudeh, Shawkat
2
Hamori, Shigeyuki
2
Ji, Qiang
2
Jiang, Christine X.
2
Joo, Young C.
2
Kang, Boda
2
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Applied financial economics
Energy economics
Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
210
Economic modelling
201
CESifo working papers
175
International review of economics & finance : IREF
154
Finance research letters
153
Applied economics letters
141
Discussion paper / Centre for Economic Policy Research
128
Working paper
127
International review of financial analysis
123
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of econometrics
114
Journal of banking & finance
110
Journal of international money and finance
108
Discussion paper series / IZA
104
Journal of empirical finance
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Working paper / National Bureau of Economic Research, Inc.
96
Working paper series / European Central Bank
95
NBER working paper series
94
Discussion paper / Tinbergen Institute
93
Journal of international financial markets, institutions & money
92
Economics letters
88
NBER Working Paper
85
Discussion paper
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
The journal of futures markets
70
The European journal of finance
68
International journal of finance & economics : IJFE
67
Journal of risk and financial management : JRFM
64
International journal of forecasting
61
ECB Working Paper
54
Empirica : journal of european economics
52
CESifo Working Paper Series
51
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49
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ECONIS (ZBW)
391
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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
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
3
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
4
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
5
New estimate of shadow economy based on the total energy consumption : evidence from the European Union countries
Achim, Monica Violeta
;
Postea, Mihaela Maria
;
Noja, …
- In:
Energy economics
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014559197
Saved in:
6
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:
7
Environmental productivity growth across European industries
Stergiou, Eirini
;
Rigas, Nikos
;
Kounetas, Konstantinos E.
- In:
Energy economics
123
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014475894
Saved in:
8
The time-varying effects of liquidity and market efficiency of the European Union carbon market : evidence from the TVP-SVAR-SV approach
Zhong, Meirui
;
Zhang, Rui
;
Ren, Xiaohang
- In:
Energy economics
123
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014476453
Saved in:
9
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:
10
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
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