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~isPartOf:"Department of Economics working paper series"
~isPartOf:"International review of economics & finance : IREF"
~person:"Demirer, Rıza"
~person:"Hammoudeh, Shawkat"
~person:"Härdle, Wolfgang"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~subject:"Climate change"
~subject:"Germany"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Realized volatility"
~subject:"Risk"
~subject:"Time series analysis"
~subject:"World"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Climate change
Germany
Oil price
Prognoseverfahren
Realized volatility
Risk
Time series analysis
World
Ölpreis
Volatility
10
Volatilität
10
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
Stock market
4
Structural break
3
Strukturbruch
3
USA
3
United States
3
Welt
3
Zeitreihenanalyse
3
Causality analysis
2
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2
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2
Estimation
2
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2
Impact assessment
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Kausalanalyse
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Kointegration
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Markov-Kette
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Rohstoffderivat
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Schätzung
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Structural breaks
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Wirkungsanalyse
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1993-2000
1
ARFIMA-FIGARCH model
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ARMA model
1
ARMA-Modell
1
Ankündigungseffekt
1
Announcement effect
1
Arabische Golf-Staaten
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Aufsatz in Zeitschrift
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Demirer, Rıza
Hammoudeh, Shawkat
Härdle, Wolfgang
Pierdzioch, Christian
Tiwari, Aviral Kumar
Ma, Feng
7
Gupta, Rangan
6
Mensi, Walid
4
Yin, Libo
4
Abakah, Emmanuel Joel Aikins
3
Bouri, Elie
3
Brooks, Robert
3
Caporin, Massimiliano
3
Chen, Jinyu
3
Chen, Wang
3
Han, Liyan
3
Huang, Dengshi
3
Kang, Sang Hoon
3
Kumar, Dilip
3
Liang, Chao
3
Lu, Xinjie
3
McAleer, Michael
3
Wang, Jiqian
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Aizenman, Joshua
2
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Cuñado Eizaguirre, Juncal
2
Do, Hung Xuan
2
Feng, Jiabao
2
Gil-Alaña, Luis A.
2
Huang, Alex
2
Huang, Jianbai
2
Hueng, C. James
2
Li, Tao
2
Liu, Dehong
2
Liu, Jing
2
Lung, Peter P.
2
Malik, Farooq
2
Sousa, Ricardo M.
2
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Department of Economics working paper series
International review of economics & finance : IREF
Energy economics
36
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
7
Journal of forecasting
5
Research in international business and finance
5
Journal of international financial markets, institutions & money
4
Applied economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Computational economics
2
Energy policy
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial markets
2
Pacific-Basin finance journal
2
Annals of financial economics
1
Applied economics letters
1
Brussels economic review
1
Defence and peace economics
1
Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Economia politica : journal of analytical and institutional economics
1
Economic modelling
1
Economic systems
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
German economic review
1
Global finance journal
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economics and economic policy : IEEP
1
International journal of law and management
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
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ECONIS (ZBW)
7
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1
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
2
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
3
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
4
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
5
Patterns of volatility transmissions within regime switching across GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Ortranto, Edoardo
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 512-524
Persistent link: https://www.econbiz.de/10010432303
Saved in:
6
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
7
Shock and volatility transmission in the oil, US and Gulf equity markets
Malik, Farooq
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003613150
Saved in:
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