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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Research in international business and finance"
~isPartOf:"World oil : exploration, drilling, production"
~subject:"ARCH model"
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Search: subject_exact:"Mineralölmarkt"
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ARCH model
Oil market
72
Ölmarkt
72
Oil price
45
Ölpreis
45
Welt
39
World
39
Volatility
24
Volatilität
24
Erdöl
21
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16
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Schätzung
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Erdölindustrie
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Spillover effect
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Theorie
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Theory
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OPEC countries
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Aktienmarkt
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Cointegration
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Crude oil
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Ahmad, Wasim
1
Atukeren, Erdal
1
Bagirov, Miramir
1
Belhassine, Olfa
1
Ding, Qian
1
Ding, Zhihua
1
Guo, Yaoqi
1
Huang, Jianbai
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Liang, Chao
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Thiem, Christopher
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Wei, Yu
1
Zhai, Pengxiang
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Zhang, Bing
1
Zhang, Hongwei
1
Zhang, Xuhui
1
Zhang, Yifeng
1
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Applied economics
Discussion paper / Centre for Economic Policy Research
Research in international business and finance
World oil : exploration, drilling, production
Energy economics
34
Economic modelling
8
International Journal of Energy Economics and Policy : IJEEP
5
International review of financial analysis
5
Finance research letters
4
International review of economics & finance : IREF
4
The energy journal
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International journal of forecasting
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Cogent economics & finance
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International journal of finance & economics : IJFE
2
International journal of financial research
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International journal of managerial and financial accounting
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Journal of banking & finance
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Journal of empirical finance
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Macroeconomic dynamics
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The Journal of energy and development
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The North American journal of economics and finance : a journal of financial economics studies
2
The empirical economics letters : a monthly international journal of economics
2
The journal of futures markets
2
Agricultural and Food Economics : AFE
1
American journal of agricultural economics
1
Australian economic papers
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Bulletin of applied economics
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Collegium of Economic Analysis working paper series
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Comparative economic research : Central and Eastern Europe
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Contemporary economics
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Discussion paper / Department of Business and Management Science
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Discussion paper / Tinbergen Institute
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Discussion papers / Department of Economics, The University of Birmingham
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ECONIS (ZBW)
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1
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
2
Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir
;
Mateus, Cesario
- In:
Applied economics
54
(
2022
)
23
,
pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
Saved in:
3
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
4
Volatility spillovers between WTI and Brent spot crude oil prices : an analysis of granger causality in variance patterns over time
Atukeren, Erdal
;
Çevik, Emrah İsmail
;
Korkmaz, Turhan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013267899
Saved in:
5
Uncertainty and crude oil market volatility : new evidence
Liang, Chao
;
Wei, Yu
;
Li, Xiafei
;
Zhang, Xuhui
;
Zhang, …
- In:
Applied economics
52
(
2020
)
27
,
pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
Saved in:
6
Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors : a tale of two crises
Belhassine, Olfa
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012548919
Saved in:
7
The zero lower bound and market spillovers : evidence from the G7 and Norway
Kyritsis, Evangelos
;
Serletis, Apostolos
- In:
Research in international business and finance
44
(
2018
),
pp. 100-123
Persistent link: https://www.econbiz.de/10011983017
Saved in:
8
Oil price uncertainty and the business cycle : accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework
Thiem, Christopher
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3735-3751
Persistent link: https://www.econbiz.de/10012059407
Saved in:
9
On the dynamic dependence and investment performance of crude oil and clean energy stocks
Ahmad, Wasim
- In:
Research in international business and finance
42
(
2017
),
pp. 376-389
Persistent link: https://www.econbiz.de/10011750303
Saved in:
10
How do great shocks influence the correlation between oil and international stock markets?
Zhang, Bing
- In:
Applied economics
49
(
2017
)
15
,
pp. 1513-1526
Persistent link: https://www.econbiz.de/10011813622
Saved in:
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