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~isPartOf:"Economic analysis and policy : EAP ; journal of the Economic Society of Australia"
~isPartOf:"Energy economics"
~isPartOf:"World Scientific series on energy and resource economics"
~subject:"Time series analysis"
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Search: subject_exact:"Mineralölmarkt"
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Time series analysis
Oil market
311
Ölmarkt
311
Oil price
216
Ölpreis
216
Welt
155
World
155
Volatility
113
Volatilität
113
Commodity derivative
61
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61
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59
Erdöl
58
Estimation
47
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47
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43
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36
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32
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28
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Zeitreihenanalyse
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Schock
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24
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24
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27
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Balcilar, Mehmet
2
Cajueiro, Daniel Oliveira
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Liu, Li
2
Serletis, Apostolos
2
Tabak, Benjamin Miranda
2
Wang, Yudong
2
Wohar, Mark E.
2
Aghababa, Hajar
1
Arouri, Mohamed
1
Barnett, William A.
1
Bouoiyour, Jamal
1
Caporin, Massimiliano
1
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1
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1
DiLellio, James A.
1
Drachal, Krzysztof
1
Dyer, James S.
1
Ewing, Bradley T.
1
Fanelli, Viviana
1
Filis, George
1
Fontini, Fulvio
1
Ftiti, Zied
1
Gil-Alaña, Luis A.
1
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Jawadi, Fredj
1
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Lin, Sharon X. W.
1
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1
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1
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Economic analysis and policy : EAP ; journal of the Economic Society of Australia
Energy economics
World Scientific series on energy and resource economics
Economic modelling
5
The journal of futures markets
5
International Journal of Energy Economics and Policy : IJEEP
3
Research in international business and finance
3
Economics letters
2
Journal de la Société de Statistique de Paris
2
OPEC review : energy economics and related issues
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The energy journal
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Cahiers de recherche / Département de science Economique, Faculté des Sciences Sociales, Université d'Ottawa
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International Journal of Financial Markets and Derivatives : IJFMD
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International journal of bonds and derivatives
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International review of economics & finance : IREF
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International review of financial analysis
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Japan and the world economy : international journal of theory and policy
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LCERPA working paper / LCERPA, Laurier Centre for Economic Research and Policy Analysis
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Working paper / Department of Economics, University of Bergen
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World Scientific Series on Environmental and Energy Economics and Policy Ser.
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21
Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
22
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
23
Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye
;
Lin, Sharon X. W.
;
Tamvakis, Michael
- In:
Energy economics
34
(
2012
)
6
,
pp. 2125-2134
Persistent link: https://www.econbiz.de/10009688822
Saved in:
24
Is WTI crude oil market becoming weakly efficient over time? : new evidence from multiscale analysis based on detrended fluctuation analysis
Wang, Yudong
;
Liu, Li
- In:
Energy economics
32
(
2010
)
5
,
pp. 987-992
Persistent link: https://www.econbiz.de/10008934354
Saved in:
25
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
Tabak, Benjamin Miranda
;
Cajueiro, Daniel Oliveira
- In:
Energy economics
29
(
2007
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10003413296
Saved in:
26
Quantitative and empirical analysis of energy markets
Serletis, Apostolos
-
2007
Persistent link: https://www.econbiz.de/10003420170
Saved in:
27
Volatility transmission in the oil and natural gas markets
Ewing, Bradley T.
;
Malik, Farooq
;
Ozfidan, Ozkan
- In:
Energy economics
24
(
2002
)
6
,
pp. 525-538
Persistent link: https://www.econbiz.de/10001713344
Saved in:
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