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subject:"natural gas"
~isPartOf:"Economic modelling"
~subject:"Estimation"
~subject:"Volatilität"
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natural gas
Estimation
Volatilität
Erdöl
18
Petroleum
18
Oil price
12
Ölpreis
12
Commodity derivative
10
Rohstoffderivat
10
Schätzung
10
Volatility
10
Welt
9
World
9
Oil market
6
Ölmarkt
6
Capital income
5
Kapitaleinkommen
5
ARCH model
4
ARCH-Modell
4
Crude oil
4
Derivat
4
Derivative
4
Correlation
3
Hedging
3
Korrelation
3
Schock
3
Shock
3
Aktienmarkt
2
Börsenkurs
2
Capital market returns
2
Causality analysis
2
China
2
Cointegration
2
Commodity exchange
2
Crude oil price
2
Economic growth
2
Estimation theory
2
Forecasting model
2
Kapitalmarktrendite
2
Kausalanalyse
2
Kointegration
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English
14
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Wang, Yudong
3
Park, Sung Y.
2
Zhang, Yaojie
2
Chen, Ching-cheng
1
Chen, Chuang
1
Compton, Ryan A.
1
De, Kuhelika
1
Ding, Haoyuan
1
Giedeman, Daniel C.
1
Haugom, Erik
1
He, Chengting
1
Isah, Kazeem O.
1
Kim, Hyung-Gun
1
Kim, Hyung-gun
1
Li, Haiqi
1
Li, Meng
1
Lien, Gudbrand
1
Liu, Li
1
Ma, Feng
1
Mitra, Subrata Kumar
1
Niu, Tianjiao
1
Nonejad, Nima
1
Pal, Debdatta
1
Salisu, Afees A.
1
Tsuji, Chikashi
1
Veka, Steinar
1
Wan, Jieqiu
1
Wang, Lu
1
Wen, Danyan
1
Westgaard, Sjur
1
Wu, Chongfeng
1
Yang, Liang
1
Yu, Dan
1
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Economic modelling
Energy economics
100
International Journal of Energy Economics and Policy : IJEEP
26
Finance research letters
18
Applied economics
15
The energy journal
12
International review of financial analysis
9
International journal of finance & economics : IJFE
8
International review of economics & finance : IREF
8
The North American journal of economics and finance : a journal of financial economics studies
8
Research in international business and finance
6
The journal of futures markets
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
CESifo working papers
5
Journal of commodity markets
5
Journal of forecasting
5
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of energy sector management
4
Journal of banking & finance
4
OPEC energy review
4
Applied financial economics
3
Cogent economics & finance
3
Energy strategy reviews
3
FRB of Dallas Working Paper
3
Global business review
3
IMF working papers
3
International journal of economics and finance
3
International journal of forecasting
3
Journal of economic studies
3
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3
Working paper
3
Working paper / Federal Reserve Bank of Dallas, Research Department
3
ADB Reports
2
CAMA working paper series
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ECONIS (ZBW)
14
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1
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
Oil shocks and the U.S. economy in a data-rich model
De, Kuhelika
;
Compton, Ryan A.
;
Giedeman, Daniel C.
- In:
Economic modelling
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013347912
Saved in:
3
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
4
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
5
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
6
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
7
Revisiting the oil price and stock market nexus : a nonlinear Panel ARDL approach
Salisu, Afees A.
;
Isah, Kazeem O.
- In:
Economic modelling
66
(
2017
),
pp. 258-271
Persistent link: https://www.econbiz.de/10011813734
Saved in:
8
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
9
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
10
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik
;
Lien, Gudbrand
;
Veka, Steinar
;
Westgaard, Sjur
- In:
Economic modelling
43
(
2014
),
pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Saved in:
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