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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Energy economics"
~person:"Arouri, Mohamed"
~person:"Chevallier, Julien"
~person:"Kang, Boda"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Book review"
~type_genre:"Conference proceedings"
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United States
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Prognoseverfahren
Volatility
Estimation
7
Schätzung
7
Volatilität
6
Oil price
5
Ölpreis
5
Commodity derivative
4
Erdöl
4
Petroleum
4
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4
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3
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3
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2
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USA
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1
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1
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1
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Article in journal
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7
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Arouri, Mohamed
Chevallier, Julien
Kang, Boda
Ma, Feng
7
Wang, Yudong
7
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Liu, Li
3
Nonejad, Nima
3
Salisu, Afees A.
3
Wang, Shouyang
3
Wei, Yu
3
Xiao, Jihong
3
Xu, Yahua
3
Zhang, Yue-jun
3
Aloui, Chaker
2
Apergēs, Nikolaos
2
Das, Debojyoti
2
Dutta, Anupam
2
Frondel, Manuel
2
Gozgor, Giray
2
Guo, Yawei
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Joo, Young C.
2
Kumar, Pawan
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Li, Yang
2
Liao, Yin
2
Lu, Xinjie
2
Madlener, Reinhard
2
Maghyereh, Aktham I.
2
Nikitopoulos, Christina Sklibosios
2
Pan, Zhiyuan
2
Park, Sung Y.
2
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2
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Energy economics
Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Applied economics letters
1
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1
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European business review : EBR ; the official journal of the International Management Centres, Europe
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ECONIS (ZBW)
7
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1
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
2
Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan
;
Chevallier, Julien
;
Wei, Yigang
;
Li, Jing
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
Saved in:
3
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
4
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
5
On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram
;
Arouri, Mohamed
;
Teulon, Frédéric
- In:
Energy economics
45
(
2014
),
pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
Saved in:
6
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
7
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
Saved in:
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