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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial econometrics"
~subject:"Theorie"
~subject:"Welt"
~type_genre:"Article in journal"
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Search: subject_exact:"ARCH-Modell"
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466
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466
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321
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Energy economics
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57
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ECONIS (ZBW)
189
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189
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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
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:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
6
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:
7
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
8
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
9
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
10
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
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