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~isPartOf:"Computational economics"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~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
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
1,081
ARCH model
316
ARCH-Modell
316
Schätzung
272
Welt
235
World
235
Theorie
230
Theory
230
Börsenkurs
213
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213
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192
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186
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182
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177
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177
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157
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157
Aktienmarkt
129
Estimation theory
126
Schätztheorie
126
Spillover effect
121
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121
Oil market
119
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118
Option pricing theory
97
Optionspreistheorie
97
Erdöl
84
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84
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81
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78
USA
73
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73
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1,079
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2
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Aufsatz in Zeitschrift
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1,081
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4
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1,081
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Tiwari, Aviral Kumar
21
Ma, Feng
20
Bollerslev, Tim
19
Hammoudeh, Shawkat
18
Todorov, Viktor
17
Bouri, Elie
15
Tauchen, George Eugene
15
Gupta, Rangan
14
McAleer, Michael
14
Wang, Yudong
13
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Ji, Qiang
11
Uddin, Mohammed Gazi Salah
10
Wei, Yu
10
Demirer, Rıza
9
Kang, Sang Hoon
9
Yoon, Seong-min
9
Meddahi, Nour
8
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Xiu, Dacheng
8
Chang, Chia-Lin
7
Dai, Zhifeng
7
Do, Hung Xuan
7
Li, Jia
7
Lin, Boqiang
7
Mensi, Walid
7
Mykland, Per A.
7
Patton, Andrew J.
7
Sadorsky, Perry A.
7
Asai, Manabu
6
Cavaliere, Giuseppe
6
Chevallier, Julien
6
Ghysels, Eric
6
Gong, Xu
6
Kim, Donggyu
6
Lucey, Brian M.
6
Roubaud, David
6
Shephard, Neil G.
6
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Conference on Realized Volatility <2006, Montréal>
1
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Computational economics
Energy economics
Journal of econometrics
Finance research letters
591
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
340
The North American journal of economics and finance : a journal of financial economics studies
324
Research in international business and finance
274
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
International Journal of Energy Economics and Policy : IJEEP
171
Pacific-Basin finance journal
171
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
Journal of forecasting
131
The review of financial studies
126
Applied mathematical finance
117
The journal of finance : the journal of the American Finance Association
117
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
110
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
104
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ECONIS (ZBW)
1,081
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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
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:
3
Volatility spillovers and contagion during major crises : an early warning approach based on a deep learning model
Sahiner, Mehmet
- In:
Computational economics
63
(
2024
)
6
,
pp. 2435-2499
Persistent link: https://www.econbiz.de/10014636752
Saved in:
4
Who can benefit from multi-license oil concessionaires valuation?
Oliva, I.
;
Ventura, Marco
- In:
Energy economics
135
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015046992
Saved in:
5
Volatility spillovers and carbon price in the Nordic wholesale electricity markets
Lyu, Chenyan
;
Do, Hung Xuan
;
Nepal, Rabindra
;
Jamasb, Tooraj
- In:
Energy economics
134
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015047008
Saved in:
6
Volatility dynamics of agricultural futures markets under uncertainties
Dutta, Anupam
;
Uddin, Mohammed Gazi Salah
;
Sheng, Lin Wen
; …
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046928
Saved in:
7
Renewable energy investment under stochastic interest rate with regime-switching volatility
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
;
Reppen, A. Max
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046931
Saved in:
8
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
9
Asymmetric volatility spillover between crude oil and other asset markets
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
10
Multi-scale risk connectedness between economic policy uncertainty of China and global oil prices in time-frequency domains
Cheng, Sheng
;
Liu, Wei
;
Jiang, Qisheng
;
Cao, Yan
- In:
Computational economics
61
(
2023
)
4
,
pp. 1593-1616
Persistent link: https://www.econbiz.de/10014327075
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