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~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of public economics"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Filis, George"
~person:"Gupta, Rangan"
~person:"Hahn, Jinyong"
~person:"Kumbhakar, Subal"
~person:"Sadorsky, Perry A."
~person:"Shahbaz, Muhammad"
~subject:"Volatilität"
~type:"article"
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Volatilität
Oil price
52
Ölpreis
52
Welt
38
World
38
Volatility
32
Estimation
24
Schätzung
24
Börsenkurs
22
Share price
22
Estimation theory
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Oil prices
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Spillover effect
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Spillover-Effekt
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China
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Nichtparametrisches Verfahren
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32
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32
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English
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Filis, George
Gupta, Rangan
Hahn, Jinyong
Kumbhakar, Subal
Sadorsky, Perry A.
Shahbaz, Muhammad
Ma, Feng
19
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Wang, Yudong
14
Bouri, Elie
13
Demirer, Rıza
12
Ji, Qiang
11
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Yin, Libo
8
Chevallier, Julien
7
Lin, Boqiang
7
Lucey, Brian M.
7
Mensi, Walid
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Bing
6
Zhang, Yaojie
6
Chang, Chia-Lin
5
Corbet, Shaen
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lau, Chi Keung
5
Liang, Chao
5
Liu, Bing-Yue
5
McAleer, Michael
5
Nguyen, Duc Khuong
5
Serletis, Apostolos
5
Soytaş, Uǧur
5
Todorova, Neda
5
Wu, Chongfeng
5
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Economics letters
Energy economics
Journal of public economics
The American economic review
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
10
International review of economics & finance : IREF
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economic modelling
6
Journal of forecasting
6
Applied economics
5
Applied economics letters
5
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
International journal of finance & economics : IJFE
4
International review of financial analysis
4
The European journal of finance
4
The energy journal
4
Annals of financial economics
3
Applied financial economics
3
Defence and peace economics
3
Economia internazionale
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
Global finance journal
3
International journal of forecasting
3
Journal of economics and finance
3
Journal of emerging market finance
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
2
Global business review
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
OPEC energy review
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Structural change and economic dynamics : SC+ED
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Atlantic economic journal : AEJ
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ECONIS (ZBW)
32
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1
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
Saved in:
2
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
3
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
4
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
5
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
6
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
7
A closer look into the global determinants of oil price volatility
Chatziantoniou, Ioannis
;
Filippidis, Michail
;
Filis, George
- In:
Energy economics
95
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816544
Saved in:
8
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
9
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
10
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
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