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~accessRights:"restricted"
~isPartOf:"Energy economics"
~subject:"Aktienmarkt"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Estimation
Oil price
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Time series analysis
Ölpreis
Volatility
503
Volatilität
503
Welt
183
World
183
ARCH model
168
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168
Schätzung
133
Commodity derivative
119
Rohstoffderivat
119
Börsenkurs
108
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108
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93
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92
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Ma, Feng
17
Tiwari, Aviral Kumar
13
Bouri, Elie
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Gupta, Rangan
9
Hammoudeh, Shawkat
8
Ji, Qiang
8
Uddin, Mohammed Gazi Salah
8
Wei, Yu
8
Wen, Fenghua
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6
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5
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5
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Yoon, Seong-min
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Do, Hung Xuan
4
Dutta, Anupam
4
Hasanov, Akram Shavkatovich
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Li, Xiafei
4
Liu, Bing-Yue
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Lu, Xinjie
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
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Roubaud, David
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Sitara Karim
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Soytaş, Uǧur
4
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Xiao, Jihong
4
Alqahtani, Faisal
3
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3
Elder, John
3
Fan, Ying
3
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3
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Energy economics
Finance research letters
291
The North American journal of economics and finance : a journal of financial economics studies
167
International review of financial analysis
165
International review of economics & finance : IREF
161
Applied economics
141
Economic modelling
131
Research in international business and finance
117
Journal of econometrics
105
Journal of empirical finance
81
Journal of international financial markets, institutions & money
79
International journal of forecasting
78
Economics letters
71
Applied economics letters
70
Journal of banking & finance
70
Pacific-Basin finance journal
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
61
International journal of finance & economics : IJFE
57
Journal of international money and finance
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Quantitative finance
48
Journal of financial econometrics
43
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43
The European journal of finance
42
Global finance journal
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Computational economics
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Journal of financial markets
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31
Journal of economic dynamics & control
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Econometric reviews
29
International journal of emerging markets
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International journal of economics and finance
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Review of quantitative finance and accounting
27
Theoretical economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
372
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1
Volatility spillovers across Russian oil and gas sector : evidence of the impact of global markets and extraordinary events
Balash, Vladimir
;
Faizliev, Alexey
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558943
Saved in:
2
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
3
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
4
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
5
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:
6
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
Saved in:
7
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
8
Shanghai oil futures prices and firms' investment decisions : evidence from Chinese manufacturing firms
Wang, Ziqi
;
Li, Rongrong
;
Kong, Qunxi
- In:
Energy economics
134
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015047044
Saved in:
9
Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar
;
Sharma, Gagan Deep
;
Rao, Amar
; …
- In:
Energy economics
134
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015047054
Saved in:
10
Time-varying relationship between international monetary policy and energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014637528
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