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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Search: subject_exact:"Volatility"
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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
Share price
227
Commodity derivative
212
Rohstoffderivat
212
Option pricing theory
201
Optionspreistheorie
201
Forecasting model
176
Prognoseverfahren
176
USA
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United States
176
Stochastic process
147
Stochastischer Prozess
147
Theorie
145
Theory
145
Capital income
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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Article
642
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Aufsatz in Zeitschrift
Conference paper
Article in journal
642
Konferenzbeitrag
6
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English
642
Author
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Ma, Feng
19
Tiwari, Aviral Kumar
15
Hammoudeh, Shawkat
14
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
Mensi, Walid
7
Sadorsky, Perry A.
7
Zhang, Yaojie
7
Dai, Zhifeng
6
Demirer, Rıza
6
Dutta, Anupam
6
Elder, John
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lucey, Brian M.
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Roubaud, David
5
Sitara Karim
5
Wohar, Mark E.
5
Yin, Libo
5
Do, Hung Xuan
4
Huang, Dengshi
4
Klein, Tony
4
Lau, Chi Keung
4
Lee, Chien-chiang
4
Li, Xiafei
4
Liang, Chao
4
Liu, Bing-Yue
4
Lu, Xinjie
4
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Energy economics
Quantitative finance
The journal of futures markets
Finance research letters
331
International review of financial analysis
259
International review of economics & finance : IREF
227
Economic modelling
222
Applied economics
218
The North American journal of economics and finance : a journal of financial economics studies
214
Research in international business and finance
167
Journal of econometrics
159
International Journal of Energy Economics and Policy : IJEEP
148
Journal of international financial markets, institutions & money
145
Journal of banking & finance
143
Applied economics letters
141
Journal of empirical finance
139
Applied financial economics
136
Journal of risk and financial management : JRFM
120
Journal of international money and finance
113
Economics letters
111
International journal of forecasting
100
Pacific-Basin finance journal
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
International journal of finance & economics : IJFE
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
92
Journal of forecasting
81
The European journal of finance
80
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
77
Global finance journal
69
International journal of economics and finance
69
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Cogent economics & finance
66
International journal of economics and financial issues : IJEFI
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
Journal of financial economics
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Review of quantitative finance and accounting
50
Econometric reviews
49
Finance India : the quarterly journal of Indian Institute of Finance
48
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ECONIS (ZBW)
642
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642
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1
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:
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
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:
4
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:
5
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:
6
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:
7
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:
8
Impact of crude oil volatility jumps on sustainable investments : evidence from India
Dutta, Anupam
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Park, …
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1450-1468
Persistent link: https://www.econbiz.de/10014339454
Saved in:
9
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
10
VIX pricing in the rBergomi model under a regime switching change of measure
Guerreiro, Henrique
;
Guerra, João
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 721-738
Persistent link: https://www.econbiz.de/10014304326
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