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~isPartOf:"Computational economics"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Oil price
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Time series analysis
Volatilität
Ölpreis
Volatility
1,129
ARCH model
347
ARCH-Modell
347
Welt
316
World
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285
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Ma, Feng
27
Tiwari, Aviral Kumar
26
Hammoudeh, Shawkat
23
Gupta, Rangan
21
Bouri, Elie
19
Wang, Yudong
15
Kang, Sang Hoon
14
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Ji, Qiang
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12
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10
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10
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9
Do, Hung Xuan
9
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9
McAleer, Michael
9
Wen, Fenghua
9
Yin, Libo
9
Abakah, Emmanuel Joel Aikins
8
Dai, Zhifeng
8
Lin, Boqiang
8
Lucey, Brian M.
8
Shahzad, Syed Jawad Hussain
8
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7
Lu, Xinjie
7
Sadorsky, Perry A.
7
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7
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6
Chang, Chia-Lin
6
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6
Gong, Xu
6
Malik, Farooq
6
Naeem, Muhammad Abubakr
6
Nguyen, Duc Khuong
6
Pierdzioch, Christian
6
Roubaud, David
6
Salisu, Afees A.
6
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Computational economics
Energy economics
International review of economics & finance : IREF
Finance research letters
591
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
374
The journal of futures markets
360
Economic modelling
340
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Research in international business and finance
274
Applied financial economics
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Journal of empirical finance
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Applied economics letters
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Economics letters
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International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
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International Journal of Energy Economics and Policy : IJEEP
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
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131
The review of financial studies
126
Applied mathematical finance
117
The journal of finance : the journal of the American Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Journal of financial and quantitative analysis : JFQA
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1,129
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1
Bitcoin halving and the integration of cryptocurrency and forex markets : an analysis of the higher-order moment spillovers
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 302-315
Persistent link: https://www.econbiz.de/10014534898
Saved in:
2
Fiscal policy volatility and growth in emerging markets and developing economies
Marioli, Francisco Arroyo
;
Fatás, Antonio
;
Vasishtha, …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 758-777
Persistent link: https://www.econbiz.de/10014535037
Saved in:
3
Bond market spillover networks of ASEAN-4 markets : is the global pandemic different?
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
;
Park, Donghyun
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1028-1044
Persistent link: https://www.econbiz.de/10014535068
Saved in:
4
Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility : evidence from country level analysis
Syed Mabruk Billah
;
Hadhri, Sinda
;
Balli, Faruk
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 350-371
Persistent link: https://www.econbiz.de/10014535351
Saved in:
5
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:
6
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
7
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
8
On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy : evidence from a TVP-VAR model
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1054-1072
Persistent link: https://www.econbiz.de/10014446544
Saved in:
9
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
10
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
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