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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Oil price"
~subject:"Schätzung"
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Oil price
Schätzung
ARCH model
56
ARCH-Modell
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Volatility
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23
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Kanas, Angelos
2
Klaassen, Franc
2
Abbas, Qaisar
1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
175
Finance research letters
78
Economic modelling
68
Applied economics
64
International review of economics & finance : IREF
59
International review of financial analysis
54
The North American journal of economics and finance : a journal of financial economics studies
52
Journal of empirical finance
46
International Journal of Energy Economics and Policy : IJEEP
43
Research in international business and finance
40
Journal of international financial markets, institutions & money
38
Applied economics letters
35
Journal of risk and financial management : JRFM
33
Journal of econometrics
32
International journal of forecasting
30
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28
Working paper
27
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of banking & finance
24
International journal of economics and financial issues : IJEFI
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
Econometric Institute research papers
22
Economics letters
21
International journal of economics and finance
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of risk
19
Journal of forecasting
18
Review of quantitative finance and accounting
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Cogent economics & finance
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of economics and finance
14
Journal of financial econometrics
14
Journal of international money and finance
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Inflation volatility and inflation in the wake of the great recession
Çekin, Semih Emre
;
Valcarcel, Victor J.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1997-2015
Persistent link: https://www.econbiz.de/10012304370
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
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
8
Is inflation targeting credible in Asia? : a panel GARCH approach
Valera, Harold Glenn A.
;
Holmes, Mark J.
;
Hassan, Gazi M.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 523-546
Persistent link: https://www.econbiz.de/10011949277
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
Return and volatility spillovers in the Moroccan stock market during the financial crisis
El Ghini, Ahmed
;
Saidi, Youssef
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1481-1504
Persistent link: https://www.econbiz.de/10011945013
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