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~isPartOf:"Applied economics letters"
~subject:"Capital market returns"
~subject:"Financial market"
~subject:"Forecasting model"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Capital market returns
Financial market
Forecasting model
Ölpreis
Volatility
261
Volatilität
261
Börsenkurs
86
Share price
86
Estimation
77
Schätzung
77
Capital income
60
Kapitaleinkommen
60
Aktienmarkt
57
Stock market
57
ARCH model
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ARCH-Modell
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Theorie
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Theory
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Welt
39
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Aktienindex
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China
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Impact assessment
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Wirkungsanalyse
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Zeitreihenanalyse
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volatility
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Gupta, Rangan
4
Ma, Feng
4
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2
Liu, Zhichao
2
Olson, Eric
2
Shin, Dong-wan
2
Wu, Xinyu
2
Ambros, Maximilian
1
Arnold, Ivo J. M.
1
Assimakopoulos, V.
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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1
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1
Charles, Amélie
1
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1
Collins, Luke
1
Cui, Hao
1
Dajcman, Silvo
1
Diaconaşu, Delia-Elena
1
Diao, Xundi
1
Dodonova, Anna
1
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Egelkraut, Thorsten Michael
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Applied economics letters
Energy economics
439
Finance research letters
187
International Journal of Energy Economics and Policy : IJEEP
136
International review of financial analysis
131
International journal of forecasting
125
Economic modelling
122
Journal of forecasting
116
International review of economics & finance : IREF
114
Applied economics
105
The North American journal of economics and finance : a journal of financial economics studies
99
Journal of empirical finance
69
Research in international business and finance
69
Journal of banking & finance
68
Working paper / National Bureau of Economic Research, Inc.
67
Working paper
66
NBER working paper series
65
Journal of econometrics
64
The journal of futures markets
62
NBER Working Paper
54
Discussion paper / Tinbergen Institute
53
International journal of finance & economics : IJFE
52
Journal of international financial markets, institutions & money
48
Journal of risk and financial management : JRFM
46
Quantitative finance
45
The European journal of finance
42
Department of Economics working paper series
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Applied financial economics
40
Pacific-Basin finance journal
40
CESifo working papers
39
Econometric Institute research papers
39
Economics letters
38
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
38
Journal of financial economics
38
The energy journal
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Computational economics
33
Journal of international money and finance
33
OPEC energy review
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1
Bitcoin price jumps and investor sentiment indicators
He, Chi-Wei
;
Wang, Yung-Jang
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2626-2630
Persistent link: https://www.econbiz.de/10014368296
Saved in:
2
Linking asset prices to news without direct asset mentions
Avioz, Ilanit
;
Kedar-Levy, Haim
;
Pungulescu, Crina
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2907-2912
Persistent link: https://www.econbiz.de/10014414038
Saved in:
3
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
4
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:
5
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:
6
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:
7
Realized volatility forecasting based on rolling SW-SVR method : evidence from CSI 300 index
Li, Hongliang
;
Qiao, Gaoxiu
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 975-980
Persistent link: https://www.econbiz.de/10014303610
Saved in:
8
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
9
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
Saved in:
10
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
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