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~isPartOf:"Energy economics"
~isPartOf:"Global finance journal"
~isPartOf:"The journal of futures markets"
~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
1,077
Volatilität
1,077
ARCH model
282
ARCH-Modell
282
Welt
261
World
261
Schätzung
230
Börsenkurs
229
Share price
229
Commodity derivative
206
Rohstoffderivat
206
USA
195
United States
195
Aktienmarkt
165
Capital income
151
Kapitaleinkommen
151
Forecasting model
148
Prognoseverfahren
148
Spillover effect
132
Spillover-Effekt
132
Oil market
123
Ölmarkt
122
Theorie
110
Theory
110
Option pricing theory
101
Optionspreistheorie
101
Derivat
86
Derivative
86
Petroleum
86
China
85
Risk
83
Risiko
81
Zeitreihenanalyse
76
Option trading
75
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609
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Aufsatz in Zeitschrift
Article in journal
609
Conference paper
4
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4
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English
609
Author
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Ma, Feng
19
Hammoudeh, Shawkat
13
Bouri, Elie
12
Gupta, Rangan
12
Tiwari, Aviral Kumar
12
Wang, Yudong
10
Kang, Sang Hoon
9
Ji, Qiang
8
Uddin, Mohammed Gazi Salah
8
Wei, Yu
8
Wen, Fenghua
8
Yoon, Seong-min
8
Demirer, Rıza
7
Dutta, Anupam
7
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Dai, Zhifeng
6
Filis, George
6
Salisu, Afees A.
6
Zhang, Yaojie
6
Degiannakis, Stavros
5
Do, Hung Xuan
5
Elder, John
5
Gong, Xu
5
Nguyen, Duc Khuong
5
Wohar, Mark E.
5
Yin, Libo
5
Chevallier, Julien
4
Hasanov, Akram Shavkatovich
4
Lee, Chien-chiang
4
Li, Xiafei
4
Liu, Bing-Yue
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
4
Roubaud, David
4
Serletis, Apostolos
4
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Energy economics
Global finance journal
The journal of futures markets
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
International journal of forecasting
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Pacific-Basin finance journal
92
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
49
Finance India : the quarterly journal of Indian Institute of Finance
48
Review of quantitative finance and accounting
47
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ECONIS (ZBW)
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609
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1
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
2
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:
3
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:
4
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
5
Impact of crude oil volatility jumps on sustainable investments : evidence from India
Dutta, Anupam
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Park, …
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1450-1468
Persistent link: https://www.econbiz.de/10014339454
Saved in:
6
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
7
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:
8
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
9
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:
10
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
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