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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Energy economics"
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Volatilität
Zeitreihenanalyse
Estimation
1,635
Schätzung
1,635
USA
392
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391
Theorie
317
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317
Welt
290
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290
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216
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Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Wang, Yudong
4
Yoon, Seong-min
4
Bianchi, Francesco
3
Ghysels, Eric
3
Lettau, Martin
3
Ludvigson, Sydney C.
3
Marcellino, Massimiliano
3
Wei, Yu
3
Xu, Yahua
3
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2
Balcilar, Mehmet
2
Besley, Timothy
2
Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Forni, Mario
2
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2
Gozgor, Giray
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Nonejad, Nima
2
Park, Donghyun
2
Park, Sung Y.
2
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2
Sun, Yuying
2
Thai-Ha Le
2
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Finance research letters
137
Economic modelling
128
Applied economics
124
Journal of econometrics
111
International review of economics & finance : IREF
110
The North American journal of economics and finance : a journal of financial economics studies
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
International review of financial analysis
82
Economics letters
78
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76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Research in international business and finance
68
International journal of forecasting
67
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55
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55
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54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
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43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of economic dynamics & control
37
International journal of finance & economics : IJFE
36
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36
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35
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33
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33
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31
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27
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27
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26
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26
The European journal of finance
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24
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23
International journal of economics and finance
21
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ECONIS (ZBW)
204
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1
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:
2
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
3
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:
4
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
Saved in:
5
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
6
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
7
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:
8
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
9
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
10
Is timing everything? : assessing the evidence on whether energy/electricity demand elasticities are time-varying
Liddle, Brantley
- In:
Energy economics
124
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014481095
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