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~isPartOf:"Applied economics letters"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"United States"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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ARCH model
Börsenkurs
United States
Oil price
67
Ölpreis
67
Estimation
44
Schätzung
44
Welt
43
World
43
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40
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40
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Chevallier, Julien
2
Gupta, Rangan
2
Ielpo, Florian
2
Ma, Feng
2
Sheng, Xin
2
Acharya, Ram N.
1
Alsalman, Zeina
1
Austin, Adrian
1
Baldi, Lucia
1
Bein, Murad A.
1
Bhar, Ramaprasad
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Bhaskara Rao, Buddhavarapu
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1
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1
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1
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1
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1
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1
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1
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Applied economics letters
Energy economics
393
The journal of futures markets
261
International Journal of Energy Economics and Policy : IJEEP
111
Finance research letters
77
Working paper / National Bureau of Economic Research, Inc.
76
Economic modelling
71
Applied economics
69
International review of economics & finance : IREF
68
The energy journal
63
International review of financial analysis
62
Working paper
51
American journal of agricultural economics
47
The review of financial studies
43
The North American journal of economics and finance : a journal of financial economics studies
42
Discussion paper / Centre for Economic Policy Research
39
Journal of banking & finance
37
Research in international business and finance
36
The journal of finance : the journal of the American Finance Association
35
Journal of international financial markets, institutions & money
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
CESifo working papers
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
International journal of finance & economics : IJFE
24
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
Applied financial economics
23
Journal of international money and finance
22
NBER working paper series
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Econometric Institute research papers
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CAMA working paper series
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Economic review
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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The empirical economics letters : a monthly international journal of economics
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Journal of agricultural and applied economics
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Journal of multinational financial management
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Cogent economics & finance
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Economics letters
17
OPEC energy review
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
40
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1
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
3
Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu
;
Lim, Seok
- In:
Applied economics letters
26
(
2019
)
5
,
pp. 351-357
Persistent link: https://www.econbiz.de/10012204211
Saved in:
4
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
5
Price discovery in commodity markets
Peri, Massimo
;
Baldi, Lucia
;
Vandone, Daniela
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 397-403
Persistent link: https://www.econbiz.de/10009708694
Saved in:
6
Examining the CRB index as a leading indicator for US inflation
Acharya, Ram N.
;
Gentle, Paul F.
;
Paudel, Krishna P.
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1493-1496
Persistent link: https://www.econbiz.de/10008938898
Saved in:
7
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
Saved in:
8
Oil price shocks and U.S. unemployment rate : a robustness check
Alsalman, Zeina
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2208-2215
Persistent link: https://www.econbiz.de/10014364690
Saved in:
9
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:
10
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
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