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~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Search: subject:"Volatility"
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Volatility
859
Volatilität
856
Oil price
381
Ölpreis
381
ARCH model
272
ARCH-Modell
272
Welt
225
World
225
Estimation
210
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210
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195
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195
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162
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162
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160
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158
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149
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149
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136
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132
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126
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126
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118
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117
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111
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108
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108
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86
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84
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82
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82
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81
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81
China
67
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61
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60
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55
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883
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2
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885
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885
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4
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4
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2
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1
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Bouri, Elie
23
Gupta, Rangan
20
Hammoudeh, Shawkat
20
Ma, Feng
20
Tiwari, Aviral Kumar
20
McAleer, Michael
19
Wang, Yudong
13
Roubaud, David
12
Demirer, Rıza
11
Ji, Qiang
11
Shahzad, Syed Jawad Hussain
11
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Lucey, Brian M.
8
Mensi, Walid
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Wohar, Mark E.
8
Lin, Boqiang
7
Sadorsky, Perry A.
7
Salisu, Afees A.
7
Asai, Manabu
6
Chevallier, Julien
6
Corbet, Shaen
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Maasoumi, Esfandiar
6
Nguyen, Duc Khuong
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Liu, Bing-Yue
5
Maghyereh, Aktham I.
5
Malik, Farooq
5
Soytaş, Uǧur
5
Wang, Jiqian
5
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Econometric reviews
Energy economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
NBER working paper series
687
Working paper / National Bureau of Economic Research, Inc.
646
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
530
Applied economics
439
International review of financial analysis
418
Journal of banking & finance
397
International review of economics & finance : IREF
371
The journal of futures markets
364
Economic modelling
363
Discussion paper / Centre for Economic Policy Research
361
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
322
Economics letters
302
Applied economics letters
292
CESifo working papers
290
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
Pacific-Basin finance journal
176
Journal of economic dynamics & control
166
IMF working papers
164
International Journal of Energy Economics and Policy : IJEEP
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Labour economics : official journal of the European Association of Labour Economists
157
The European journal of finance
156
International journal of finance & economics : IJFE
149
International journal of forecasting
148
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ECONIS (ZBW)
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10
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885
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Co-
volatility
and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
3
Structural sources of oil market
volatility
and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
4
The
volatility
index and
volatility
risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
5
On the
volatility
of WTI crude oil prices : a time-varying approach with stochastic
volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
6
INE oil futures
volatility
prediction : exchange rates or international oil futures
volatility
?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
7
Time-varying asymmetric
volatility
spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events
Wu, Xinyu
;
Jiang, Zhengting
- In:
Energy economics
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483676
Saved in:
8
The effect of oil implied
volatility
and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
9
The US-China trade war and the
volatility
linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
10
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
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