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~isPartOf:"Energy economics"
~isPartOf:"Journal of applied econometrics"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"ARCH-Modell"
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Theorie
Time series analysis
Welt
ARCH model
296
ARCH-Modell
296
Volatility
236
Volatilität
236
Oil price
161
Ölpreis
161
World
88
Commodity derivative
83
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83
Forecasting model
81
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81
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Ma, Feng
6
Bouri, Elie
4
Hammoudeh, Shawkat
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Laurent, Sébastien
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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Energy economics
Journal of applied econometrics
Finance research letters
86
Journal of empirical finance
83
Journal of econometrics
80
Applied economics
72
Economic modelling
65
International journal of forecasting
65
International review of economics & finance : IREF
55
International review of financial analysis
55
Journal of forecasting
53
The North American journal of economics and finance : a journal of financial economics studies
53
Economics letters
52
Research in international business and finance
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of banking & finance
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
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42
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41
Journal of international financial markets, institutions & money
38
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Econometric reviews
35
International Journal of Energy Economics and Policy : IJEEP
33
Applied economics letters
31
The econometrics journal
28
Computational economics
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
International journal of finance & economics : IJFE
24
Journal of financial econometrics
24
Quantitative finance
24
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23
Journal of international money and finance
22
Journal of risk
21
Journal of economic dynamics & control
20
International journal of economics and financial issues : IJEFI
18
Journal of time series econometrics
18
Econometrics : open access journal
16
The journal of futures markets
16
Review of quantitative finance and accounting
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ECONIS (ZBW)
145
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1
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10
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145
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date (oldest first)
1
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:
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
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
4
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:
5
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
6
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Saved in:
7
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
8
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
9
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
10
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
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