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~isPartOf:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Volatilität"
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Forecasting model
Kapitaleinkommen
Volatility
891
Volatilität
891
ARCH model
267
ARCH-Modell
267
Börsenkurs
265
Share price
265
Estimation
264
Schätzung
264
Aktienmarkt
199
Stock market
199
Capital income
195
Oil price
175
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175
Welt
169
World
169
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147
Wechselkurs
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143
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107
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Spillover-Effekt
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Time series analysis
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USA
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United States
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Stochastischer Prozess
55
Financial crisis
54
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54
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49
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English
273
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Ma, Feng
8
Zhang, Yaojie
6
Liang, Chao
5
McMillan, David G.
5
Bouri, Elie
4
Aloui, Chaker
3
Kim, Jong-Min
3
Li, Yan
3
Molnár, Peter
3
Narayan, Paresh Kumar
3
Nartea, Gilbert V.
3
Nguyen, Duc Khuong
3
Russel, Edwin
3
Zhu, Huiming
3
Apergēs, Nikolaos
2
Bley, Jorg
2
Bonaparte, Yosef
2
Chkili, Walid
2
Du, Ding
2
Fameliti, Stavroula P.
2
Filis, George
2
Fung, Hung-gay
2
Ghysels, Eric
2
Guo, Haifeng
2
Gupta, Rangan
2
He, Mengxi
2
Hsu, Yuan-Teng
2
Hu, Ou
2
Huang, Alex
2
Hwang, Sun Young
2
Kambouroudis, Dimos S.
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Lee, Chien-chiang
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Li, Matthew C.
2
Lien, Da-hsiang Donald
2
Liu, Hung-Chun
2
Liu, Li
2
Lu, Xinjie
2
Luu Duc Toan Huynh
2
Lyócsa, Štefan
2
Mansur Masih
2
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Applied economics
International Journal of Energy Economics and Policy : IJEEP
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of international financial markets, institutions & money
Finance research letters
213
Energy economics
181
International review of financial analysis
170
International review of economics & finance : IREF
139
Journal of empirical finance
135
International journal of forecasting
133
Journal of banking & finance
130
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of forecasting
118
Economic modelling
112
Journal of econometrics
103
Applied financial economics
100
Research in international business and finance
88
Applied economics letters
85
Journal of financial economics
84
NBER working paper series
83
Journal of risk and financial management : JRFM
75
Working paper / National Bureau of Economic Research, Inc.
75
Pacific-Basin finance journal
72
NBER Working Paper
65
The European journal of finance
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
The journal of futures markets
61
Working paper
58
Economics letters
54
International journal of finance & economics : IJFE
51
Quantitative finance
46
Discussion paper / Tinbergen Institute
45
Journal of financial econometrics
44
Journal of international money and finance
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Department of Economics working paper series
42
Journal of financial markets
38
Review of quantitative finance and accounting
38
Investment management and financial innovations
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
273
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1
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
2
Crude oil prices and the Egyptian economy evidence from the stock market
Bataineh, Khaled
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 383-392
Persistent link: https://www.econbiz.de/10014486442
Saved in:
3
The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment
Shabbir, Malik Shahzad
;
Said, Laila Refiana
;
Pelit, Irem
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 560-565
Persistent link: https://www.econbiz.de/10014368310
Saved in:
4
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
5
The effects of energy prices on oil-gas sectoral stock returns for BRIC countries : evidence from space state models
Helmi, Mohamad Husam
;
Catik, A. Nazif
;
Kosedagli, Begum …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 430-440
Persistent link: https://www.econbiz.de/10014435145
Saved in:
6
Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan
;
Hariharan, C.
;
Srinivasan, S.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10014235194
Saved in:
7
Comparative analysis of volatility structures of stock index and energy company returns in Kazakhstan
Sabenova, Baltaim
;
Baubekova, Indira
;
Issayeva, Gulmira
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 200-206
Persistent link: https://www.econbiz.de/10014321382
Saved in:
8
Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS
Qabhobho, Thobekile
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10014321451
Saved in:
9
Volatility spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN
Alexandri, Mohammad Benny
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 126-133
Persistent link: https://www.econbiz.de/10013169343
Saved in:
10
High frequency return and risk patterns in US sector ETFs during COVID-19
Gurrib, Ikhlaas
;
Kamalov, Firuz
;
Elshareif, Elgilani Eltahir
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 441-456
Persistent link: https://www.econbiz.de/10013450588
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