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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The journal of futures markets"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"Wechselkurs"
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Search: subject_exact:"ARCH-Modell"
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Oil price
Schätzung
Wechselkurs
ARCH model
130
ARCH-Modell
130
Volatility
74
Volatilität
74
Estimation
44
USA
40
United States
40
Hedging
26
Theorie
22
Theory
22
Capital income
20
Kapitaleinkommen
20
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Option pricing theory
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Optionspreistheorie
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Welt
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Aktienmarkt
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Spillover effect
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58
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Ederington, Louis H.
2
Hansen, Peter Reinhard
2
He, Feng
2
Huang, Zhuo
2
Kanas, Angelos
2
Klaassen, Franc
2
Lai, Yu-Sheng
2
Ma, Feng
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Abbas, Qaisar
1
Ali Shah, Syed Zulfiqar
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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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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The journal of futures markets
Energy economics
176
Finance research letters
82
Economic modelling
72
Applied economics
68
International review of economics & finance : IREF
61
The North American journal of economics and finance : a journal of financial economics studies
60
International review of financial analysis
59
Journal of empirical finance
54
Journal of international financial markets, institutions & money
46
Research in international business and finance
46
International Journal of Energy Economics and Policy : IJEEP
43
Applied economics letters
39
Applied financial economics
37
Journal of risk and financial management : JRFM
37
Journal of econometrics
35
International journal of finance & economics : IJFE
32
International journal of forecasting
32
Discussion paper / Tinbergen Institute
31
Working paper
29
International journal of economics and financial issues : IJEFI
28
International journal of economics and finance
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of banking & finance
25
Journal of forecasting
25
Econometric Institute research papers
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Economics letters
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Journal of risk
20
Journal of international money and finance
19
Cogent economics & finance
18
CBN journal of applied statistics
17
Review of quantitative finance and accounting
17
Quantitative finance
16
The European journal of finance
16
The empirical economics letters : a monthly international journal of economics
16
CESifo working papers
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ECONIS (ZBW)
58
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1
Petroleum market volatility tracker in China
Bian, Huabin
;
Hua, Renhai
;
Liu, Qingfu
;
Zhang, Ping
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
Saved in:
2
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
3
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
4
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
5
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
6
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
7
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
8
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
9
Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828-1915
Freire, Gustavo
;
Resende, Marcelo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 3063-3084
Persistent link: https://www.econbiz.de/10012504357
Saved in:
10
On the pernicious effects of oil price uncertainty on US real economic activities
Charles, Amélie
;
Chua, Chew Lian
;
Darné, Olivier
; …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2689-2715
Persistent link: https://www.econbiz.de/10012498637
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