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~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The econometrics journal"
~subject:"ARCH model"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
Theorie
Welt
ARCH-Modell
326
Volatility
243
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243
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161
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161
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85
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3
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Energy economics
Journal of economic dynamics & control
The econometrics journal
Finance research letters
190
Applied economics
163
Economic modelling
155
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147
International review of financial analysis
144
Journal of empirical finance
134
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
122
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113
Economics letters
109
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107
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65
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64
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63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
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51
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49
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International journal of economics and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
326
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41
In search of time-varying jumps during the turmoil periods : evidence from crude oil futures markets
Dutta, Anupam
;
Soytaş, Uǧur
;
Das, Debojyoti
; …
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477590
Saved in:
42
Rank-invariance conditions for the comparison of volatility forecasts
Palandri, Alessandro
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012878903
Saved in:
43
The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur
- In:
Energy economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013201580
Saved in:
44
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
45
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
46
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin
;
Wen, Fenghua
;
Li, Wanyang
;
Yin, Hua
;
Zhao, Lili
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
Saved in:
47
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
Saved in:
48
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
49
Givers never lack : Nigerian oil & gas asymmetric network analyses
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
108
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013203266
Saved in:
50
Quantile risk spillovers between energy and agricultural commodity markets : evidence from pre and during COVID-19 outbreak
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
113
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013540565
Saved in:
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