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~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~subject:"Erdöl"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Erdöl
Estimation
Oil price
Stock market
Time series analysis
Ölpreis
Volatility
699
Volatilität
699
ARCH model
240
ARCH-Modell
240
Welt
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148
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Ma, Feng
18
Hammoudeh, Shawkat
13
Bouri, Elie
12
Tiwari, Aviral Kumar
12
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10
Wang, Yudong
10
Ji, Qiang
8
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8
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8
Wei, Yu
8
Wen, Fenghua
8
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8
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7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Uddin, Mohammed Gazi Salah
7
Dai, Zhifeng
6
Demirer, Rıza
6
Lin, Boqiang
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Nguyen, Duc Khuong
5
Wohar, Mark E.
5
Yin, Libo
5
Chevallier, Julien
4
Do, Hung Xuan
4
Dutta, Anupam
4
Hasanov, Akram Shavkatovich
4
Li, Xiafei
4
Liu, Bing-Yue
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
4
Roubaud, David
4
Salisu, Afees A.
4
Serletis, Apostolos
4
Sitara Karim
4
Soytaş, Uǧur
4
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Econometric reviews
Energy economics
Finance research letters
301
International review of financial analysis
228
Economic modelling
205
Applied economics
202
International review of economics & finance : IREF
202
The North American journal of economics and finance : a journal of financial economics studies
191
Journal of econometrics
158
Research in international business and finance
146
International Journal of Energy Economics and Policy : IJEEP
143
Journal of empirical finance
137
Journal of banking & finance
133
Applied economics letters
130
Journal of international financial markets, institutions & money
130
Applied financial economics
128
Journal of risk and financial management : JRFM
106
Economics letters
103
Journal of international money and finance
103
International journal of forecasting
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Pacific-Basin finance journal
92
The journal of futures markets
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
88
International journal of finance & economics : IJFE
84
Journal of forecasting
82
The European journal of finance
76
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
70
International journal of economics and finance
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Global finance journal
64
International journal of economics and financial issues : IJEFI
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Cogent economics & finance
60
Journal of financial economics
59
Emerging markets, finance and trade : EMFT
58
Quantitative finance
58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Finance India : the quarterly journal of Indian Institute of Finance
48
Review of quantitative finance and accounting
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ECONIS (ZBW)
503
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1
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:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
8
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
9
Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures
Chang, Chiu-Lan
- In:
Energy economics
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014559245
Saved in:
10
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
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