//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Time series analysis
Volatility
687
Volatilität
687
Oil price
365
Ölpreis
365
ARCH model
234
ARCH-Modell
234
Welt
207
World
207
Estimation
171
Schätzung
171
Commodity derivative
145
Rohstoffderivat
145
Börsenkurs
135
Share price
135
Forecasting model
122
Oil market
114
Ölmarkt
113
Theorie
108
Theory
108
Capital income
107
Kapitaleinkommen
107
Spillover effect
105
Spillover-Effekt
105
Stock market
102
Aktienmarkt
100
Zeitreihenanalyse
100
Erdöl
78
Petroleum
78
Stochastic process
72
Stochastischer Prozess
72
Risk
66
Risiko
64
USA
61
United States
61
China
60
Energy market
59
Energiemarkt
58
Crude oil
50
more ...
less ...
Online availability
All
Undetermined
136
Free
1
Type of publication
All
Article
186
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
187
Aufsatz in Zeitschrift
187
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
187
Author
All
Ma, Feng
16
Gupta, Rangan
7
Wang, Yudong
6
Zhang, Yaojie
6
McAleer, Michael
5
Wei, Yu
5
Hammoudeh, Shawkat
4
Liang, Chao
4
Wang, Jiqian
4
Wang, Shouyang
4
Cavaliere, Giuseppe
3
Gong, Xu
3
Ji, Qiang
3
Lai, Xiaodong
3
Li, Xiafei
3
Liu, Jing
3
Liu, Li
3
Lu, Xinjie
3
Qu, Hui
3
Taylor, Robert
3
Teräsvirta, Timo
3
Wohar, Mark E.
3
Wu, Chongfeng
3
Al-Freedi, Ajab
2
Anatolyev, Stanislav
2
Asai, Manabu
2
Balcilar, Mehmet
2
Bouri, Elie
2
Cajueiro, Daniel Oliveira
2
Chevallier, Julien
2
Degiannakis, Stavros
2
Demirer, Rıza
2
Filis, George
2
Guo, Xiaozhu
2
Guo, Yangli
2
Hasanov, Akram Shavkatovich
2
Haugom, Erik
2
Hong, Yongmiao
2
Huang, Dengshi
2
Huang, Yisu
2
more ...
less ...
Published in...
All
Econometric reviews
Energy economics
Journal of econometrics
132
International journal of forecasting
131
Finance research letters
120
Journal of forecasting
119
Economic modelling
95
Discussion paper / Tinbergen Institute
94
International review of financial analysis
92
Journal of empirical finance
83
Applied economics
74
International review of economics & finance : IREF
73
The North American journal of economics and finance : a journal of financial economics studies
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Journal of banking & finance
68
Economics letters
51
Working paper
50
Quantitative finance
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Applied economics letters
40
Journal of risk and financial management : JRFM
40
The journal of futures markets
40
Applied financial economics
39
Journal of financial econometrics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
CREATES research paper
38
Computational economics
37
Journal of international financial markets, institutions & money
37
Research in international business and finance
37
Department of Economics working paper series
36
International journal of finance & economics : IJFE
35
The European journal of finance
34
Journal of applied econometrics
29
Journal of financial economics
29
Pacific-Basin finance journal
28
NBER working paper series
26
Journal of economic dynamics & control
25
SFB 649 discussion paper
25
Econometrics : open access journal
24
Risks : open access journal
24
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
187
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Natural gas
volatility
prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
Saved in:
4
An oil futures
volatility
forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
5
Which exogenous driver is informative in forecasting European carbon
volatility
: bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
6
Impact of economic policy uncertainty on the
volatility
of China's emission trading scheme pilots
Liu, Tao
;
Guan, Xinyue
;
Wei, Yigang
;
Xue, Shan
;
Xu, Liang
- In:
Energy economics
121
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014438458
Saved in:
7
Oil price
volatility
and new evidence from news and Twitter
Abdollahi, Hooman
- In:
Energy economics
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014440749
Saved in:
8
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
9
Jumps in the Chinese crude oil futures
volatility
forecasting : new evidence
Guo, Yangli
;
Li, Pan
;
Wu, Hanlin
- In:
Energy economics
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014483653
Saved in:
10
Multi-perspective investor attention and oil futures
volatility
forecasting
Qu, Hui
;
Li, Guo
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->