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~isPartOf:"Applied financial economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
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Search: subject_exact:"Volatility"
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Volatility
622
Volatilität
622
Börsenkurs
159
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159
Estimation
147
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146
ARCH model
134
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134
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McMillan, David G.
9
Hawaldar, Iqbal Thonse
6
Speight, Alan E. H.
5
Adam, Pasrun
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Chelley-Steeley, Patricia L.
4
Escobar, Marcos
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Sornette, Didier
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Adam, Anokye M.
3
Alexandri, Mohammad Benny
3
Asafo-Adjei, Emmanuel
3
Asai, Manabu
3
Babu, Manivannan
3
Bayer, Christian
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Bouazizi, Tarek
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Felpel, Mike
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Horvath, Blanka Nora
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Indhumathi, G.
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Jacquier, Antoine
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Liu, Xiaoquan
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Manasseh, Charles O.
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Pirjol, Dan
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Raju, Guntur Anjana
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3
Russel, Edwin
3
Saidi, La Ode
3
Sathya, J.
3
Supriyanto
3
Tanattrin Bunnag
3
Wehrli, Alexander
3
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Applied financial economics
International Journal of Energy Economics and Policy : IJEEP
Quantitative finance
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610
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572
NBER working paper series
485
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467
International review of financial analysis
419
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416
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375
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368
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198
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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MPRA Paper
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CESifo working papers
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The European journal of finance
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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IMF working papers
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International journal of finance & economics : IJFE
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International journal of forecasting
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131
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ECONIS (ZBW)
623
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1
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
2
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
Saved in:
3
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:
4
Nigeria's volatile oil revenue : is there a cause for concern?
Ogunjumo, Rotimi Ayoade
;
Musa, Nuhu
;
Adama, Ibrahim
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 299-303
Persistent link: https://www.econbiz.de/10014496220
Saved in:
5
Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
6
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Saved in:
7
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:
8
The effects of geopolitical risks on oil price volatility
Loc Dong Truong
;
Nhien Tuyet Doan
;
Nguyen Thi Kim Anh
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 427-432
Persistent link: https://www.econbiz.de/10014492208
Saved in:
9
Time frequency and co-movements between global economic policy uncertainty, precious metals and agricultural prices : a wavelet coherence analysis and bootstrap rolling window gran...
El Abed, Riadh
;
Hamouda, Abderrazek Ben
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 546-561
Persistent link: https://www.econbiz.de/10014496867
Saved in:
10
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
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