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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Commodity derivative"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Commodity derivative
Estimation
Spillover effect
Stock market
Time series analysis
Ölmarkt
Ölpreis
Volatility
1,161
Volatilität
1,161
Oil price
387
ARCH model
285
ARCH-Modell
285
Welt
244
World
244
Schätzung
239
Börsenkurs
227
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227
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212
Option pricing theory
201
Optionspreistheorie
201
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176
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176
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147
Stochastischer Prozess
147
Theorie
145
Theory
145
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144
Kapitaleinkommen
144
Aktienmarkt
131
Oil market
124
Spillover-Effekt
121
Derivat
101
Derivative
101
Zeitreihenanalyse
99
Option trading
93
Optionsgeschäft
93
Erdöl
88
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88
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699
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Aufsatz in Zeitschrift
Article in journal
699
Conference paper
6
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6
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English
699
Author
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Ma, Feng
20
Tiwari, Aviral Kumar
16
Hammoudeh, Shawkat
15
Bouri, Elie
13
Wang, Yudong
12
Gupta, Rangan
10
Ji, Qiang
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Lin, Boqiang
8
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Demirer, Rıza
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Zhang, Yaojie
7
Dai, Zhifeng
6
Dutta, Anupam
6
Elder, John
6
Roubaud, David
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lucey, Brian M.
5
Luo, Jiawen
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Sitara Karim
5
Wohar, Mark E.
5
Yin, Libo
5
Chevallier, Julien
4
Do, Hung Xuan
4
Fonseca, José da
4
Huang, Dengshi
4
Klein, Tony
4
Lau, Chi Keung
4
Lee, Chien-chiang
4
Li, Xiafei
4
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Energy economics
Quantitative finance
The journal of futures markets
Finance research letters
343
International review of financial analysis
271
International review of economics & finance : IREF
234
Economic modelling
229
Applied economics
223
The North American journal of economics and finance : a journal of financial economics studies
215
Research in international business and finance
169
Journal of econometrics
159
International Journal of Energy Economics and Policy : IJEEP
149
Journal of banking & finance
147
Journal of international financial markets, institutions & money
147
Applied economics letters
145
Journal of empirical finance
140
Applied financial economics
139
Journal of risk and financial management : JRFM
122
Journal of international money and finance
117
Economics letters
112
Pacific-Basin finance journal
101
International journal of forecasting
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
International journal of finance & economics : IJFE
95
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
94
Journal of forecasting
82
The European journal of finance
81
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
79
Global finance journal
72
International journal of economics and finance
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
Cogent economics & finance
69
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
69
International journal of economics and financial issues : IJEFI
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Journal of financial economics
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Review of quantitative finance and accounting
51
Finance India : the quarterly journal of Indian Institute of Finance
50
Econometric reviews
49
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ECONIS (ZBW)
699
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1
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
2
The convenience yield under commodity financialization
Milonas, Nikolaos T.
;
Photina, Evangelia K.
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
Saved in:
3
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
4
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:
5
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
6
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
7
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
8
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
9
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
10
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
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