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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working paper"
~subject:"Spillover effect"
~subject:"Welt"
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Search: subject_exact:"ARCH model"
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Spillover effect
Welt
ARCH model
348
ARCH-Modell
348
Volatility
244
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244
Estimation
123
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123
Aktienmarkt
93
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93
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91
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McAleer, Michael
11
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4
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2
Chen, Ping-yu
2
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2
Ewing, Bradley T.
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Hammoudeh, Shawkat
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Huo, Rui
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2
Lan Fen Chu
2
Malik, Farooq
2
Mensi, Walid
2
Nguyen, Duc Khuong
2
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2
Roengchai Tansuchat
2
Singh, Abhay Kumar
2
Zhang, Yue-jun
2
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1
Abosedra, Salah S.
1
Akanni, Lateef O.
1
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1
Al-Azzam, Moh'd
1
Alotaibi, Abdullah R.
1
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1
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1
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1
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1
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1
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1
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1
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1
Baumöhl, Eduard
1
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1
Bekiros, Stelios
1
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1
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Economic modelling
International review of economics & finance : IREF
Working paper
Energy economics
116
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54
Finance research letters
52
The North American journal of economics and finance : a journal of financial economics studies
45
International review of financial analysis
44
Journal of international financial markets, institutions & money
30
Applied economics
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Journal of risk and financial management : JRFM
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International Journal of Energy Economics and Policy : IJEEP
25
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Global business review
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
104
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1
Exploring the interconnectedness of China's new energy and stock markets : a study on volatility spillovers and dynamic correlations
Li, Guangchen
;
Shen, Z. Y.
;
Song, Malin
;
Wei, Weixian
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 471-484
Persistent link: https://www.econbiz.de/10014446780
Saved in:
2
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
3
Volatility transmission between upstream and midstream energy sectors
Ewing, Bradley T.
;
Malik, Farooq
;
Payne, James E.
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1191-1199
Persistent link: https://www.econbiz.de/10014535085
Saved in:
4
Correlation and spillover effects between the carbon market and China's stock market : evidence from wavelet and quantile coherency network analysis
Sun, Luxi
;
Wang, Zhili
;
Kong, Shuning
;
Xia, Xiaohua
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1175-1196
Persistent link: https://www.econbiz.de/10014535452
Saved in:
5
Forecasting global stock market volatilities : A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 673-711
Persistent link: https://www.econbiz.de/10014535603
Saved in:
6
Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets : an asymmetric volatility spillover study
Eissa, Mohamed Abdelaziz
;
Al Refai, Hisham M.
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014583429
Saved in:
7
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
8
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
9
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
10
Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis
Li, Zepei
;
Huang, Haizhen
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 31-45
Persistent link: https://www.econbiz.de/10014428753
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