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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
904
Volatilität
901
Oil price
406
Ölpreis
406
ARCH model
286
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286
Welt
243
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243
Estimation
222
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222
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205
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205
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170
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168
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166
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83
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920
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922
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4
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4
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922
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Bouri, Elie
23
Tiwari, Aviral Kumar
22
Gupta, Rangan
21
Hammoudeh, Shawkat
20
Ma, Feng
20
McAleer, Michael
19
Wang, Yudong
13
Roubaud, David
12
Demirer, Rıza
11
Ji, Qiang
11
Shahzad, Syed Jawad Hussain
11
Uddin, Mohammed Gazi Salah
10
Wei, Yu
10
Kang, Sang Hoon
9
Lucey, Brian M.
9
Yoon, Seong-min
9
Mensi, Walid
8
Wen, Fenghua
8
Wohar, Mark E.
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Lin, Boqiang
7
Sadorsky, Perry A.
7
Salisu, Afees A.
7
Asai, Manabu
6
Chevallier, Julien
6
Corbet, Shaen
6
Gong, Xu
6
Maasoumi, Esfandiar
6
Nguyen, Duc Khuong
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Dutta, Anupam
5
Filis, George
5
Hasanov, Akram Shavkatovich
5
Jawadi, Fredj
5
Liang, Chao
5
Liu, Bing-Yue
5
Maghyereh, Aktham I.
5
Malik, Farooq
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
693
Working paper / National Bureau of Economic Research, Inc.
646
Finance research letters
620
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595
Discussion paper series / IZA
591
MPRA Paper
447
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442
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
389
The journal of futures markets
372
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364
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361
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347
IMF Working Papers
333
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Economics letters
302
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293
CESifo working papers
293
Research in international business and finance
284
IZA Discussion Paper
272
Journal of empirical finance
272
Applied financial economics
267
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
244
Discussion paper / Tinbergen Institute
240
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
194
IMF Staff Country Reports
186
Pacific-Basin finance journal
179
Physica A: Statistical Mechanics and its Applications
174
IMF working papers
173
International Journal of Energy Economics and Policy : IJEEP
171
Journal of economic dynamics & control
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
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ECONIS (ZBW)
922
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1
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922
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date (oldest first)
1
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:
2
Macroeconomic shocks and
volatility
spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Guan, Bo
;
Lu, Wenna
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
3
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:
4
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:
5
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:
6
Sentiment and energy price
volatility
: a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
7
China's futures market
volatility
and sectoral stock market
volatility
prediction
Zeng, Qing
;
Zhang, Jixiang
;
Zhong, Juandan
- In:
Energy economics
132
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015047525
Saved in:
8
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:
9
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:
10
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
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