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~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~isPartOf:"The energy journal"
~subject:"Börsenkurs"
~subject:"Oil price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Oil price
ARCH model
381
ARCH-Modell
381
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302
Volatilität
302
Ölpreis
180
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109
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Ma, Feng
15
Bouri, Elie
7
Hammoudeh, Shawkat
6
Yoon, Seong-min
6
Zhang, Yaojie
6
Sadorsky, Perry A.
5
Serletis, Apostolos
5
Wang, Yudong
5
Wei, Yu
5
Filis, George
4
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4
Lin, Boqiang
4
Lu, Xinjie
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4
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3
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3
Elder, John
3
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Liu, Jing
3
Mensi, Walid
3
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Rahman, Sajjadur
3
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3
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3
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3
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3
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3
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2
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2
Chang, Chia-Lin
2
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2
Chatziantoniou, Ioannis
2
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2
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Applied economics letters
Energy economics
The empirical economics letters : a monthly international journal of economics
The energy journal
Finance research letters
67
International review of economics & finance : IREF
62
Economic modelling
58
Applied economics
55
International review of financial analysis
50
Research in international business and finance
50
The North American journal of economics and finance : a journal of financial economics studies
49
International Journal of Energy Economics and Policy : IJEEP
42
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36
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36
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24
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric Institute research papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
2
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
3
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
4
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
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5
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
6
Financial markets, energy shocks, and extreme volatility spillovers
Boubaker, Sabri
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014487450
Saved in:
7
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
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8
Unveiling the relationship between oil and green bonds : spillover dynamics and implications
Su, Yun Hsuan
;
Rizvi, Kumail Abbas
;
Umar, Muhammad
; …
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014487988
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9
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
10
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
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