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~isPartOf:"Econometric reviews"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Oil price"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Oil price
Theorie
Welt
ARCH model
225
ARCH-Modell
225
Volatility
157
Volatilität
157
Capital income
73
Kapitaleinkommen
73
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Ma, Feng
5
Caporin, Massimiliano
3
McAleer, Michael
3
Brooks, Robert
2
Degiannakis, Stavros
2
Do, Hung Xuan
2
Filis, George
2
Guesmi, Khaled
2
Iglesias, Emma M.
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Jawadi, Fredj
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1
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Econometric reviews
International review of financial analysis
Journal of financial econometrics
Energy economics
189
Finance research letters
79
Applied economics
66
Journal of empirical finance
66
Economic modelling
65
Journal of econometrics
56
International review of economics & finance : IREF
54
International journal of forecasting
51
Journal of forecasting
46
Research in international business and finance
45
The North American journal of economics and finance : a journal of financial economics studies
44
International Journal of Energy Economics and Policy : IJEEP
43
Journal of banking & finance
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Economics letters
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Econometric theory
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The European journal of finance
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Journal of international financial markets, institutions & money
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
International journal of finance & economics : IJFE
24
Journal of applied econometrics
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Journal of international money and finance
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Quantitative finance
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The econometrics journal
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The journal of futures markets
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Journal of economic dynamics & control
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The energy journal
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Cogent economics & finance
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ECONIS (ZBW)
92
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1
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
2
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
3
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
4
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
5
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
6
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
7
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
8
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
9
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
10
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
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