//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARCH-Modell"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Time series analysis
Welt
ARCH model
338
ARCH-Modell
338
Volatility
269
Volatilität
269
Oil price
167
Ölpreis
167
Estimation
99
Schätzung
99
Forecasting model
94
Prognoseverfahren
94
World
93
Commodity derivative
87
Rohstoffderivat
87
Börsenkurs
71
Share price
71
Stock market
67
Aktienmarkt
66
Capital income
64
Kapitaleinkommen
64
Spillover effect
58
Spillover-Effekt
58
Theory
39
Erdöl
37
Petroleum
37
Oil market
36
Zeitreihenanalyse
36
Risikomaß
35
Risk measure
35
Ölmarkt
35
GARCH
34
Volatility forecasting
30
Correlation
27
Korrelation
27
Risk
27
China
26
Risiko
26
Energiemarkt
24
more ...
less ...
Online availability
All
Undetermined
94
Free
2
Type of publication
All
Article
149
Type of publication (narrower categories)
All
Article in journal
Sammlung
Aufsatz in Zeitschrift
149
Language
All
English
149
Author
All
Ma, Feng
6
Bouri, Elie
4
Hammoudeh, Shawkat
4
Wei, Yu
4
Gong, Xu
3
Ji, Qiang
3
Klein, Tony
3
Sadorsky, Perry A.
3
Uddin, Mohammed Gazi Salah
3
Wang, Yudong
3
Zhang, Yue-jun
3
Baum, Christopher F.
2
Chevallier, Julien
2
Cifarelli, Giulio
2
Corbet, Shaen
2
Dimpfl, Thomas
2
Fan, Ying
2
Filis, George
2
Gasbarro, Dominic
2
Hasanov, Akram Shavkatovich
2
Hassan, Kamrul
2
Hoque, Ariful
2
Kang, Sang Hoon
2
Li, Xiafei
2
Liang, Chao
2
Liao, Yin
2
Lin, Boqiang
2
Liu, Jing
2
Lu, Xinjie
2
Luo, Jiawen
2
Nguyen, Duc Khuong
2
Okorie, David Iheke
2
Olson, Eric
2
Poon, Wai Ching
2
Shin, Dong-wan
2
Tamvakis, Michael
2
Wang, Lu
2
Wang, Xunxiao
2
Wu, Chongfeng
2
Wu, Xinyu
2
more ...
less ...
Published in...
All
Applied economics letters
Energy economics
Finance research letters
86
Journal of empirical finance
83
Journal of econometrics
80
Applied economics
72
Economic modelling
65
International journal of forecasting
65
International review of economics & finance : IREF
55
International review of financial analysis
55
Journal of forecasting
53
The North American journal of economics and finance : a journal of financial economics studies
53
Economics letters
52
Research in international business and finance
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of banking & finance
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Journal of risk and financial management : JRFM
42
Econometric theory
41
Journal of international financial markets, institutions & money
38
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Econometric reviews
35
International Journal of Energy Economics and Policy : IJEEP
33
The econometrics journal
28
Journal of applied econometrics
27
Computational economics
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
International journal of finance & economics : IJFE
24
Journal of financial econometrics
24
Quantitative finance
24
Applied financial economics
23
Journal of international money and finance
22
Journal of risk
21
Journal of economic dynamics & control
20
International journal of economics and financial issues : IJEFI
18
Journal of time series econometrics
18
Econometrics : open access journal
16
The journal of futures markets
16
Review of quantitative finance and accounting
15
more ...
less ...
Source
All
ECONIS (ZBW)
149
Showing
1
-
10
of
149
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
2
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
3
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:
4
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
5
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:
6
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
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
Saved in:
8
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:
9
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
10
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->