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subject:"Rohstoffderivat"
~isPartOf:"Finance research letters"
~subject:"ARCH-Modell"
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Search: subject_exact:"Rohöl"
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Rohstoffderivat
ARCH-Modell
Erdöl
36
Petroleum
36
Oil price
32
Ölpreis
32
Commodity derivative
22
Welt
22
World
22
Volatility
20
Volatilität
20
Crude oil
13
ARCH model
12
China
8
Forecasting model
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Prognoseverfahren
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Ölmarkt
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Coronavirus
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Hedging
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Crude oil futures
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Geopolitical risk
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Oil futures volatility
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Realized volatility
3
Risikomaß
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Risk measure
3
Spillover effect
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Spillover-Effekt
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Treibhausgas-Emissionen
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English
23
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Ji, Qiang
3
Wei, Yu
2
Zhang, Dayong
2
Ahonen, Elena
1
Bai, Lan
1
Chen, Yongfei
1
Corbet, Shaen
1
Coughlan, Joseph
1
Das, Debojyoti
1
Dutta, Anupam
1
Ewald, Christian
1
Fang, Libing
1
Goodell, John W.
1
Günay, Samet
1
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1
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1
Haugom, Erik
1
Hu, Min
1
Huang, Dengshi
1
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1
Huang, Lixin
1
Huang, Xiao
1
Huang, Xiaozhou
1
Huang, Zhuo
1
Jana, R. K.
1
Jiang, Wei
1
Jin, Xuejun
1
Lang, Qiaoqi
1
Larkin, Charles
1
Le Roux, Corlise L.
1
Li, Chao
1
Li, Jianping
1
Li, Jie
1
Li, Ping
1
Li, Ziwei
1
Liang, Fang
1
Lien, Gudbrand
1
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1
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1
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Finance research letters
Energy economics
101
The journal of futures markets
17
The energy journal
16
International Journal of Energy Economics and Policy : IJEEP
14
International review of economics & finance : IREF
13
Applied economics
11
International review of financial analysis
11
Economic modelling
10
Journal of banking & finance
7
The review of financial studies
7
Applied financial economics
6
OPEC energy review
6
International journal of finance & economics : IJFE
5
Journal of forecasting
5
Research in international business and finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Financial modeling and risk management of energy and environmental instruments and derivates
4
Working paper
4
Applied economics letters
3
Energy strategy reviews
3
Finance India : the quarterly journal of Indian Institute of Finance
3
International journal of forecasting
3
Journal of commodity markets
3
Journal of emerging market finance
3
Journal of energy finance & development
3
Journal of international money and finance
3
NBER working paper series
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The empirical economics letters : a monthly international journal of economics
3
Theoretical economics letters
3
Working paper / Department of Economics, Uppsala University
3
Economics letters
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
IES working paper
2
International journal of economics and finance
2
International journal of trade and global markets
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
23
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1
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
2
Macroeconomic attention and oil futures volatility prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
Saved in:
3
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian
;
Hadina, Jelena
;
Haugom, Erik
;
Lien, …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
Saved in:
4
Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
Pan, Qunxing
;
Sun, Yujia
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014583950
Saved in:
5
Crude oil volatility forecasting : new evidence from world uncertainty index
Yao, Zhigang
;
Liu, Yao
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014584782
Saved in:
6
Can China's national carbon trading market hedge the risks of light and medium crude oil? : a comparative analysis with the European carbon market
Zhu, Pengfei
;
Lu, Tuantuan
;
Shang, Yue
;
Zhang, Zerong
; …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014580529
Saved in:
7
Geopolitical uncertainty and crude oil volatility : evidence from oil-importing and oil-exporting countries
Pan, Zhiyuan
;
Huang, Xiao
;
Liu, Li
;
Huang, Juan
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472150
Saved in:
8
Global economic policy uncertainty and oil futures volatility prediction
Zhao, Ling
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
Saved in:
9
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
10
Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach
Jiang, Wei
;
Tang, Wanqing
;
Liu, Xiao
- In:
Finance research letters
57
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014526701
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