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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Spillover effect
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Volatility
1,537
Volatilität
1,535
Oil price
451
ARCH model
401
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364
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175
Stochastic process
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Zeitreihenanalyse
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147
Risk
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117
Derivat
109
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Aufsatz in Zeitschrift
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Ma, Feng
25
Tiwari, Aviral Kumar
17
Hammoudeh, Shawkat
15
Wang, Yudong
14
Bouri, Elie
13
Gupta, Rangan
13
Wei, Yu
12
Zhang, Yaojie
11
Uddin, Mohammed Gazi Salah
10
Ji, Qiang
9
Kang, Sang Hoon
9
Yoon, Seong-min
9
Lin, Boqiang
8
Mensi, Walid
8
Sadorsky, Perry A.
8
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Dai, Zhifeng
7
Dutta, Anupam
7
Todorova, Neda
7
Demirer, Rıza
6
Elder, John
6
Filis, George
6
Gong, Xu
6
Liu, Jing
6
Liu, Li
6
Nguyen, Duc Khuong
6
Yin, Libo
6
Chevallier, Julien
5
Hasanov, Akram Shavkatovich
5
Huang, Dengshi
5
Liang, Chao
5
Lucey, Brian M.
5
Naeem, Muhammad Abubakr
5
Roubaud, David
5
Salisu, Afees A.
5
Sitara Karim
5
Wohar, Mark E.
5
Zhang, Bing
5
Zhang, Yue-jun
5
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Economic modelling
Energy economics
Quantitative finance
The journal of futures markets
Finance research letters
334
International review of financial analysis
258
International review of economics & finance : IREF
227
Applied economics
218
The North American journal of economics and finance : a journal of financial economics studies
214
Research in international business and finance
178
Journal of econometrics
159
International Journal of Energy Economics and Policy : IJEEP
151
Journal of international financial markets, institutions & money
145
Journal of banking & finance
143
Applied economics letters
141
Journal of empirical finance
139
Applied financial economics
136
Journal of risk and financial management : JRFM
120
Journal of international money and finance
113
Economics letters
111
International journal of forecasting
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Pacific-Basin finance journal
97
International journal of finance & economics : IJFE
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
92
Journal of forecasting
81
The European journal of finance
80
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
77
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
71
Global finance journal
69
International journal of economics and finance
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Cogent economics & finance
66
International journal of economics and financial issues : IJEFI
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
Journal of financial economics
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Econometric reviews
50
Review of quantitative finance and accounting
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Finance India : the quarterly journal of Indian Institute of Finance
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1
Oil price fluctuations and their impact on oil-exporting emerging economies
Agboola, Emmanuel
;
Chowdhury, Rosen Azad
;
Yang, Bo
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547984
Saved in:
2
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
3
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
4
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
5
Who can benefit from multi-license oil concessionaires valuation?
Oliva, I.
;
Ventura, Marco
- In:
Energy economics
135
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015046992
Saved in:
6
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:
7
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:
8
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:
9
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
10
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
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