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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Energy economics"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"World"
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EU-Staaten
Volatility
ARCH-Modell
World
Estimation
8
Schätzung
8
Volatilität
6
Aktienmarkt
4
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Oil price
4
Share price
4
Stock market
4
Ölpreis
4
ARCH model
3
Schock
3
Shock
3
Welt
3
Business cycle
2
Cointegration
2
Kointegration
2
Konjunktur
2
Oil market
2
Time series analysis
2
VAR model
2
VAR-Modell
2
Zeitreihenanalyse
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2
Ankündigungseffekt
1
Announcement effect
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Arabische Golf-Staaten
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Clean energy stocks
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Common cycles
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Common features
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7
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Bouri, Elie
Gupta, Rangan
Ma, Feng
7
Wang, Yudong
6
Hammoudeh, Shawkat
5
Lee, Chien-chiang
4
Shahbaz, Muhammad
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Apergēs, Nikolaos
3
Chevallier, Julien
3
Gozgor, Giray
3
Ji, Qiang
3
Liu, Li
3
Nonejad, Nima
3
Park, Sung Y.
3
Ren, Xiaohang
3
Wang, Shouyang
3
Wei, Yu
3
Xu, Yahua
3
Zhu, Huiming
3
Arouri, Mohamed
2
Balcilar, Mehmet
2
Das, Debojyoti
2
Dutta, Anupam
2
Guo, Yawei
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
2
Lau, Chi Keung
2
Liddle, Brantley
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
Mohammadi, Hassan
2
Nasir, Muhammad Ali
2
Nikitopoulos, Christina Sklibosios
2
Otero, Jesús G.
2
Roubaud, David
2
Sadorsky, Perry A.
2
Shahzad, Syed Jawad Hussain
2
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Energy economics
Department of Economics working paper series
26
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Research in international business and finance
5
International review of economics & finance : IREF
4
Economics letters
3
International review of financial analysis
3
Journal of multinational financial management
3
The European journal of finance
3
Working papers / University of Connecticut, Department of Economics
3
Applied economics letters
2
Economic modelling
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Structural change and economic dynamics : SC+ED
2
Annals of economics and finance
1
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Defence and peace economics
1
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1
Economic systems
1
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Finmap working paper
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Global Research Unit working paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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ECONIS (ZBW)
7
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1
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:
2
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:
3
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
4
Extreme return connectedness and its determinants between clean/green and dirty energy investments
Saeed, Tareq
;
Bouri, Elie
;
Alsulami, Hamed
- In:
Energy economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012817914
Saved in:
5
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
6
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
7
The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
Saved in:
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