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~accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Chevallier, Julien"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~person:"Ignatieva, Ekaterina"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Spillover effect
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Time series analysis
Volatilität
Ölmarkt
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Volatility
23
Oil price
12
ARCH model
8
ARCH-Modell
8
Commodity derivative
8
Rohstoffderivat
8
Welt
7
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7
Forecasting model
5
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Aufsatz in Zeitschrift
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23
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23
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Chang, Chia-Lin
Chevallier, Julien
Hammoudeh, Shawkat
Huang, Dengshi
Ignatieva, Ekaterina
Ma, Feng
21
Tiwari, Aviral Kumar
17
Bouri, Elie
14
Ji, Qiang
11
Gupta, Rangan
10
Wang, Yudong
10
Demirer, Rıza
9
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Kang, Sang Hoon
7
Wei, Yu
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Liang, Chao
6
Lin, Boqiang
6
Lucey, Brian M.
6
Roubaud, David
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liu, Bing-Yue
5
Mensi, Walid
5
Naeem, Muhammad Abubakr
5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Jiqian
5
Wohar, Mark E.
5
Yin, Libo
5
Yoon, Seong-min
5
Batten, Jonathan A.
4
Dutta, Anupam
4
Escobar, Marcos
4
Gatheral, Jim
4
Klein, Tony
4
Lau, Chi Keung
4
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Energy economics
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International review of economics & finance : IREF
7
International review of financial analysis
6
Applied economics
5
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of banking & finance
3
Journal of econometrics
3
Journal of international financial markets, institutions & money
3
Pacific-Basin finance journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Economic modelling
2
Journal of multinational financial management
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The world economy : the leading journal on international economic relations
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China finance review international
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ECONIS (ZBW)
23
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1
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
2
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
3
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
4
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
5
Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh
;
Tiwari, Aviral Kumar
;
Kablan, …
- In:
Energy economics
101
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
Saved in:
6
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
7
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
8
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:
9
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:
10
What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal
;
Selmi, Refk
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
Saved in:
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