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~accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of management science and engineering"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH model
Oil price
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Ölpreis
Volatility
816
Volatilität
816
ARCH-Modell
263
Welt
240
World
240
Estimation
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224
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Ma, Feng
22
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18
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14
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13
Hammoudeh, Shawkat
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Mensi, Walid
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7
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7
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7
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7
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7
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6
Xuan Vinh Vo
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5
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4
Balcilar, Mehmet
4
Do, Hung Xuan
4
Dutta, Anupam
4
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4
Lu, Xinjie
4
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Energy economics
International journal of finance & economics : IJFE
Journal of management science and engineering
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
269
International review of financial analysis
144
International review of economics & finance : IREF
136
Applied economics
131
Research in international business and finance
123
Economic modelling
117
Journal of econometrics
100
International journal of forecasting
80
Journal of international financial markets, institutions & money
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
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64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Applied economics letters
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Pacific-Basin finance journal
57
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46
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Global finance journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international money and finance
30
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Theoretical economics letters
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Review of quantitative finance and accounting
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Econometric reviews
25
International journal of emerging markets
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Investment management and financial innovations
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The European journal of finance
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International journal of economics and finance
24
The journal of futures markets
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
577
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1
Crude oil market and Nigerian stocks : an asymmetric information spillover approach
Okorie, David Iheke
;
Lin, Boqiang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4002-4017
Persistent link: https://www.econbiz.de/10013461304
Saved in:
2
Implications of the overconfidence bias in presence of private information : evidence from MENA stock markets
Boussaidi, Ramzi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3660-3678
Persistent link: https://www.econbiz.de/10013330733
Saved in:
3
The effect of the US dollar exchange rate on oil prices : an oil financialization perspective
Wang, Panpan
;
Liu, Xiaoxing
;
Ho, Tsungwu
;
Li, Yishi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10014532662
Saved in:
4
Do stock market fluctuations lead to currency deflation in the South Asian region? : evidence beyond symmetry
Suleman, Muhammad Tahir
;
Tabash, Mosab I.
;
Sheikh, Umaid A.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1432-1450
Persistent link: https://www.econbiz.de/10014533233
Saved in:
5
Oil price uncertainty and unemployment dynamics : nonlinearities matter
Ahmed, M. Iqbal
;
Farah, Quazi Fidia
;
Kishan, Ruby P.
- In:
Energy economics
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014479113
Saved in:
6
The macroeconomic effects of oil price uncertainty
Abiad, Abdul
;
Aleem, Irfan
- In:
Energy economics
125
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014479176
Saved in:
7
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
8
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
9
Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Liu, Tao
;
Guan, Xinyue
;
Wei, Yigang
;
Xue, Shan
;
Xu, Liang
- In:
Energy economics
121
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014438458
Saved in:
10
Sustainability and stability : will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?
Liu, Min
;
Guo, Tongji
;
Ping, Weiying
;
Luo, Liangqing
- In:
Energy economics
121
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014438484
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