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~isPartOf:"Energy economics"
~isPartOf:"Global finance journal"
~isPartOf:"International journal of forecasting"
~source:"econis"
~subject:"Erdöl"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Erdöl
Estimation
Oil price
Stock market
Time series analysis
Ölpreis
Volatility
862
Volatilität
862
ARCH model
304
ARCH-Modell
304
Welt
243
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243
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237
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237
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216
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Theorie
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617
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Ma, Feng
21
Gupta, Rangan
14
Wang, Yudong
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Hammoudeh, Shawkat
13
Bouri, Elie
12
Tiwari, Aviral Kumar
12
Zhang, Yaojie
10
Ji, Qiang
9
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9
Wei, Yu
8
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8
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8
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7
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7
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7
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7
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6
Degiannakis, Stavros
6
Lin, Boqiang
6
Salisu, Afees A.
6
Do, Hung Xuan
5
Dutta, Anupam
5
Gong, Xu
5
Luo, Jiawen
5
Nguyen, Duc Khuong
5
Wohar, Mark E.
5
Yin, Libo
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Chevallier, Julien
4
Clements, Adam
4
Hasanov, Akram Shavkatovich
4
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4
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4
Li, Xiafei
4
Liang, Chao
4
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4
Liu, Jing
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
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Energy economics
Global finance journal
International journal of forecasting
Finance research letters
301
International review of financial analysis
228
Economic modelling
205
Applied economics
202
International review of economics & finance : IREF
202
The North American journal of economics and finance : a journal of financial economics studies
191
Journal of econometrics
158
Research in international business and finance
146
International Journal of Energy Economics and Policy : IJEEP
143
Journal of empirical finance
137
Journal of banking & finance
133
Applied economics letters
130
Journal of international financial markets, institutions & money
130
Applied financial economics
128
Journal of risk and financial management : JRFM
106
Economics letters
103
Journal of international money and finance
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Pacific-Basin finance journal
92
The journal of futures markets
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
88
International journal of finance & economics : IJFE
84
Journal of forecasting
82
The European journal of finance
76
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
70
International journal of economics and finance
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
International journal of economics and financial issues : IJEFI
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Cogent economics & finance
60
Journal of financial economics
59
Emerging markets, finance and trade : EMFT
58
Quantitative finance
58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Econometric reviews
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Finance India : the quarterly journal of Indian Institute of Finance
48
Review of quantitative finance and accounting
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ECONIS (ZBW)
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617
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1
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
2
The impact of oil shocks on the stock market
Castro, César
;
Jiménez-Rodríguez, Rebeca
- In:
Global finance journal
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014545350
Saved in:
3
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
4
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices
Campisi, Giovanni
;
Muzzioli, Silvia
;
De Baets, Bernard
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 869-880
Persistent link: https://www.econbiz.de/10014547222
Saved in:
5
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
6
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
7
Can crude oil futures market volatility motivate peer firms in competing ESG performance? : an exploration of Shanghai International Energy Exchange
Zhang, Dongyang
;
Bai, Dingchuan
;
Chen, Xingyu
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558916
Saved in:
8
Volatility spillovers across Russian oil and gas sector : evidence of the impact of global markets and extraordinary events
Balash, Vladimir
;
Faizliev, Alexey
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558943
Saved in:
9
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
10
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
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