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~isPartOf:"Energy economics"
~isPartOf:"Global finance journal"
~subject:"ARCH model"
~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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ARCH model
Erdöl
Estimation
Oil price
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Volatility
749
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749
ARCH-Modell
248
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244
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244
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178
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168
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Ma, Feng
18
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16
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11
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10
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10
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9
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9
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9
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8
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7
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7
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7
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6
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6
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6
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6
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5
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4
Elder, John
4
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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
356
International review of financial analysis
260
Applied economics
236
Economic modelling
232
The North American journal of economics and finance : a journal of financial economics studies
224
International review of economics & finance : IREF
223
Journal of econometrics
189
Research in international business and finance
187
Journal of empirical finance
175
Applied financial economics
161
Journal of international financial markets, institutions & money
157
Journal of banking & finance
156
International Journal of Energy Economics and Policy : IJEEP
155
Applied economics letters
149
Economics letters
128
Journal of risk and financial management : JRFM
128
International journal of forecasting
120
The journal of futures markets
118
Journal of international money and finance
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
101
Journal of forecasting
100
Pacific-Basin finance journal
100
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100
International journal of finance & economics : IJFE
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
78
International journal of economics and finance
74
International journal of economics and financial issues : IJEFI
72
Cogent economics & finance
69
Quantitative finance
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Journal of financial economics
65
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
64
Econometric reviews
57
The empirical economics letters : a monthly international journal of economics
56
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ECONIS (ZBW)
587
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1
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:
2
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
3
Who can benefit from multi-license oil concessionaires valuation?
Oliva, I.
;
Ventura, Marco
- In:
Energy economics
135
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015046992
Saved in:
4
Volatility dynamics of agricultural futures markets under uncertainties
Dutta, Anupam
;
Uddin, Mohammed Gazi Salah
;
Sheng, Lin Wen
; …
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046928
Saved in:
5
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
6
Asymmetric volatility spillover between crude oil and other asset markets
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
7
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:
8
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:
9
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
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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