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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Energy economics"
~language:"eng"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Volatility"
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Search: subject_exact:"Oil price"
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ARCH model
Capital income
Volatility
Oil price
962
Ölpreis
960
Welt
405
World
405
Volatilität
380
Oil market
221
Ölmarkt
221
Estimation
200
Schätzung
200
ARCH-Modell
165
Commodity derivative
153
Rohstoffderivat
153
Forecasting model
148
Prognoseverfahren
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144
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89
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87
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87
Crude oil
79
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79
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78
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78
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77
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Gupta, Rangan
20
Ma, Feng
16
Hammoudeh, Shawkat
13
Tiwari, Aviral Kumar
11
Bouri, Elie
10
Sadorsky, Perry A.
9
Demirer, Rıza
8
Ji, Qiang
8
Kang, Sang Hoon
8
Salisu, Afees A.
8
Wang, Yudong
8
Wen, Fenghua
8
Dai, Zhifeng
7
Mensi, Walid
7
Shahzad, Syed Jawad Hussain
7
Wei, Yu
7
Yoon, Seong-min
7
Filis, George
5
Gong, Xu
5
Lin, Boqiang
5
Maghyereh, Aktham I.
5
Nguyen, Duc Khuong
5
Pierdzioch, Christian
5
Uddin, Mohammed Gazi Salah
5
Zhang, Yaojie
5
Awartani, Basel
4
Do, Hung Xuan
4
Dutta, Anupam
4
Li, Xiafei
4
Lu, Xinjie
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
4
Perez de Gracia, Fernando
4
Serletis, Apostolos
4
Sitara Karim
4
Soytaş, Uǧur
4
Trabelsi, Nader
4
Wang, Shouyang
4
Wohar, Mark E.
4
Xiao, Jihong
4
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Department of Economics working paper series
Energy economics
International Journal of Energy Economics and Policy : IJEEP
144
Finance research letters
66
Economic modelling
55
International review of economics & finance : IREF
55
International review of financial analysis
42
Applied economics
38
The energy journal
38
The North American journal of economics and finance : a journal of financial economics studies
36
OPEC energy review
34
Research in international business and finance
31
Working paper
25
CESifo working papers
23
International journal of finance & economics : IJFE
23
Applied economics letters
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of international financial markets, institutions & money
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
16
Emerging markets, finance and trade : EMFT
15
Journal of banking & finance
14
Cogent economics & finance
13
Journal of commodity markets
12
Journal of international money and finance
12
The journal of futures markets
12
Econometric Institute research papers
11
International journal of economics and financial issues : IJEFI
11
The empirical economics letters : a monthly international journal of economics
11
CAMA working paper series
10
Economies : open access journal
10
Global finance journal
10
International journal of forecasting
10
Journal of economics and finance : JEF
10
Journal of forecasting
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
Macroeconomic dynamics
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Energy policy
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ECONIS (ZBW)
427
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1
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
4
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
5
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
6
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
7
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
8
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
9
Can crude oil futures market volatility motivate peer firms in competing ESG performance? : an exploration of Shanghai International Energy Exchange
Zhang, Dongyang
;
Bai, Dingchuan
;
Chen, Xingyu
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558916
Saved in:
10
Volatility spillovers across Russian oil and gas sector : evidence of the impact of global markets and extraordinary events
Balash, Vladimir
;
Faizliev, Alexey
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558943
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