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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~language:"eng"
~language:"fin"
~language:"jpn"
~subject:"ARCH model"
~subject:"Share price"
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ARCH model
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Oil price
44
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13
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Abbas, Qaisar
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Ali Shah, Syed Zulfiqar
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Amendola, Alessandra
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Bhar, Ramprasad
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Candila, Vincenzo
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
278
International Journal of Energy Economics and Policy : IJEEP
94
Finance research letters
45
Economic modelling
40
International review of economics & finance : IREF
36
Applied economics
29
International review of financial analysis
27
The North American journal of economics and finance : a journal of financial economics studies
23
The energy journal
21
Research in international business and finance
18
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CESifo working papers
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Cogent economics & finance
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OPEC energy review
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The empirical economics letters : a monthly international journal of economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
9
Journal of banking & finance
9
Journal of forecasting
9
The journal of futures markets
9
Department of Economics working paper series
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
CAMA working paper series
7
CESifo Working Paper Series
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Economies : open access journal
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Journal of commodity markets
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Journal of empirical finance
7
Discussion paper / Centre for Economic Policy Research
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Global finance journal
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International journal of economics and finance
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International journal of forecasting
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Iranian economic review : journal of University of Tehran
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Journal of Asian finance, economics and business : JAFEB
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Journal of economics and finance : JEF
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ECONIS (ZBW)
14
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1
On the influence of US monetary policy on crude oil price volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Scognamillo, …
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
1
,
pp. 155-178
Persistent link: https://www.econbiz.de/10011631589
Saved in:
2
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
Saved in:
3
Crude oil and world stock markets : volatility spillovers, dynamic correlations, and hedging
Wang, Yudong
;
Liu, Li
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1481-1509
Persistent link: https://www.econbiz.de/10011481725
Saved in:
4
Permanent and transitory price shocks in commodity futures markets and their relation to speculation
Haase, Marco
;
Seiler Zimmermann, Yvonne
;
Zimmermann, Heinz
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1359-1382
Persistent link: https://www.econbiz.de/10012052196
Saved in:
5
Oil price uncertainty and real output growth : new evidence from selected oil-importing countries in the Middle East
Maghyereh, Aktham I.
;
Awartani, Basil
;
Sweidan, Osama …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
5
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10012052209
Saved in:
6
Asymmetric effects of oil price shocks on Asian economies : a nonlinear analysis
Khan, Muhammad Arshad
;
Husnain, Muhammad Iftikhar Ul
; …
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
4
,
pp. 1319-1350
Persistent link: https://www.econbiz.de/10012115305
Saved in:
7
Revealing asymmetries in the loss function of WTI oil futures market
Mamatzakis, Emmanuel C.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
2
,
pp. 411-426
Persistent link: https://www.econbiz.de/10010391169
Saved in:
8
The effect of oil price changes on the price of Russian and Chinese oil shares
Hall, Stephen G.
;
Kenjegaliev, Amangeldi
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1639-1656
Persistent link: https://www.econbiz.de/10012019415
Saved in:
9
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
10
Impact of oil prices on firm stock return : industry-wise analysis
Waheed, Rida
;
Chen, Wei
;
Sarwar, Suleman
;
Lv, Yulan
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 765-780
Persistent link: https://www.econbiz.de/10011949913
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