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~isPartOf:"Energy economics"
~isPartOf:"Global finance journal"
~source:"econis"
~subject:"Erdöl"
~subject:"Estimation"
~subject:"Oil price"
~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
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Volatility
717
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717
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240
ARCH-Modell
240
Welt
231
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169
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463
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Ma, Feng
17
Hammoudeh, Shawkat
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Bouri, Elie
12
Gupta, Rangan
11
Tiwari, Aviral Kumar
11
Wang, Yudong
9
Kang, Sang Hoon
8
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8
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7
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6
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5
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5
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5
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5
Lin, Boqiang
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5
Wohar, Mark E.
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Chevallier, Julien
4
Do, Hung Xuan
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4
Serletis, Apostolos
4
Sitara Karim
4
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4
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4
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4
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Energy economics
Global finance journal
Finance research letters
194
Economic modelling
173
Applied economics
157
International review of financial analysis
152
Journal of econometrics
150
International review of economics & finance : IREF
147
International Journal of Energy Economics and Policy : IJEEP
138
The North American journal of economics and finance : a journal of financial economics studies
131
Journal of empirical finance
113
Journal of banking & finance
101
Applied economics letters
98
Research in international business and finance
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
International journal of forecasting
88
Applied financial economics
86
Economics letters
85
Journal of international financial markets, institutions & money
84
Journal of international money and finance
82
The journal of futures markets
78
Journal of risk and financial management : JRFM
74
International journal of finance & economics : IJFE
66
Journal of forecasting
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
The European journal of finance
56
Quantitative finance
52
Econometric reviews
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
Journal of financial economics
45
International journal of economics and financial issues : IJEFI
44
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42
Cogent economics & finance
41
International journal of economics and finance
41
Pacific-Basin finance journal
39
The energy journal
39
Emerging markets, finance and trade : EMFT
36
Journal of economic dynamics & control
36
Journal of applied econometrics
35
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ECONIS (ZBW)
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463
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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
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:
4
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:
5
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:
6
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
Saved in:
7
Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures
Chang, Chiu-Lan
- In:
Energy economics
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014559245
Saved in:
8
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
Saved in:
9
Stabilizing global foreign exchange markets in the time of COVID-19 : the role of vaccinations
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Li, Xiao-Ming
- In:
Global finance journal
59
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014545145
Saved in:
10
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
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