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~isPartOf:"Agrekon"
~isPartOf:"Applied economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Emerging markets review"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Modern economy"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~source:"econis"
~subject:"ARCH model"
~subject:"Financial market"
~subject:"Forecasting model"
~subject:"Oil market"
~subject:"Stock market"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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Volatility
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316
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316
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567
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567
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Gupta, Rangan
16
Ma, Feng
15
Hammoudeh, Shawkat
11
Bouri, Elie
10
Roubaud, David
7
Tiwari, Aviral Kumar
7
Zhang, Yaojie
7
Balcilar, Mehmet
6
McAleer, Michael
6
Mensi, Walid
6
Kang, Sang Hoon
5
Liang, Chao
5
Nguyen, Duc Khuong
5
Wang, Yudong
5
Wohar, Mark E.
5
Yoon, Seong-min
5
Zhu, Huiming
5
Ahmed, Walid M. A.
4
Brooks, Robert
4
Caporin, Massimiliano
4
Goutte, Stéphane
4
Huang, Alex
4
Kumar, Dilip
4
Lu, Xinjie
4
Malik, Farooq
4
Salisu, Afees A.
4
Sosvilla-Rivero, Simón
4
Wang, Jiqian
4
Wei, Yu
4
Xuan Vinh Vo
4
Yin, Libo
4
Abakah, Emmanuel Joel Aikins
3
Ajmi, Ahdi Noomen
3
Al-Yahyaee, Khamis Hamed
3
Apergēs, Nikolaos
3
Boughrara, Adel
3
Chen, Wang
3
Chuliá, Helena
3
Corbet, Shaen
3
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3
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Agrekon
Applied economics
CESifo Working Paper Series
DIW Berlin Discussion Paper
Emerging markets review
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
Modern economy
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
483
Finance research letters
307
International review of financial analysis
231
The North American journal of economics and finance : a journal of financial economics studies
207
Economic modelling
202
Research in international business and finance
172
Journal of empirical finance
154
International Journal of Energy Economics and Policy : IJEEP
149
Journal of international financial markets, institutions & money
133
Journal of banking & finance
129
International journal of forecasting
126
Applied financial economics
120
Journal of forecasting
120
Applied economics letters
119
Journal of risk and financial management : JRFM
119
Journal of econometrics
117
The journal of futures markets
95
Pacific-Basin finance journal
93
Economics letters
87
International journal of finance & economics : IJFE
87
The European journal of finance
75
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
71
Journal of international money and finance
70
International journal of economics and finance
65
Global finance journal
62
International journal of economics and financial issues : IJEFI
62
Emerging markets, finance and trade : EMFT
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Cogent economics & finance
58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Quantitative finance
55
Journal of financial economics
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
The empirical economics letters : a monthly international journal of economics
49
Review of quantitative finance and accounting
48
Investment management and financial innovations
45
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ECONIS (ZBW)
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
Saved in:
5
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
6
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
7
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
8
Stock market returns and oil price shocks : a CoVaR analysis based on dynamic vine copula models
Kielmann, Julia
;
Manner, Hans
;
Min, Aleksey
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1543-1574
Persistent link: https://www.econbiz.de/10013197238
Saved in:
9
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef
;
Christie-David, Rohan
;
Koslowsky, David
- In:
Applied economics
54
(
2022
)
13
,
pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
Saved in:
10
Institutional investor attention and stock market volatility and liquidity : international evidence
El Ouadghiri, Imane
;
Erragragui, Elias
;
Jaballah, Jamil
; …
- In:
Applied economics
54
(
2022
)
42
,
pp. 4839-4854
Persistent link: https://www.econbiz.de/10013411048
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