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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Batten, Jonathan A."
~person:"Chang, Chia-Lin"
~person:"Chevallier, Julien"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Wang, Shouyang"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Spillover effect
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Time series analysis
Volatilität
Ölmarkt
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Volatility
48
Oil price
28
ARCH model
23
ARCH-Modell
23
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18
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18
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18
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10
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Schätzung
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Batten, Jonathan A.
Chang, Chia-Lin
Chevallier, Julien
Hammoudeh, Shawkat
Huang, Dengshi
Uddin, Mohammed Gazi Salah
Wang, Shouyang
Ma, Feng
20
Tiwari, Aviral Kumar
18
Wang, Yudong
14
Bouri, Elie
13
Gupta, Rangan
12
Ji, Qiang
11
Demirer, Rıza
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
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8
Wen, Fenghua
8
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Liang, Chao
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liu, Bing-Yue
5
Liu, Li
5
Lucey, Brian M.
5
Nguyen, Duc Khuong
5
Soytaş, Uǧur
5
Yin, Libo
5
Dutta, Anupam
4
Escobar, Marcos
4
Ignatieva, Ekaterina
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International review of economics & finance : IREF
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
7
Economic modelling
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Research in international business and finance
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Finance research letters
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Journal of international financial markets, institutions & money
5
Applied economics letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
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Pacific-Basin finance journal
3
Economics letters
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Emerging markets review
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
48
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1
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
2
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
3
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:
4
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:
5
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:
6
Hedging stocks with oil
Batten, Jonathan A.
;
Kinateder, Harald
;
Szilágyi, Péter G.
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643309
Saved in:
7
Can clean energy stock price rule oil price? : new evidences from a regime-switching model at first and second moments
Yahya, Muhammad
;
Kanjilal, Kakali
;
Dutta, Anupam
; …
- In:
Energy economics
95
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012816596
Saved in:
8
The role of news sentiment in oil futures returns and volatility forecasting : data-decomposition based deep learning approach
Li, Yuze
;
Jiang, Shangrong
;
Li, Xuerong
;
Wang, Shouyang
- In:
Energy economics
95
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816879
Saved in:
9
Does weather, or energy prices, affect carbon prices?
Batten, Jonathan A.
;
Maddox, Grace E.
;
Young, Martin R.
- In:
Energy economics
96
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012818725
Saved in:
10
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
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