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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Batten, Jonathan A."
~person:"Chang, Chia-Lin"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~person:"Wohar, Mark E."
~subject:"Estimation"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
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Volatilität
Ölpreis
Volatility
35
Oil price
20
ARCH model
17
ARCH-Modell
17
Welt
13
World
13
Commodity derivative
11
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11
Capital income
8
Kapitaleinkommen
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Batten, Jonathan A.
Chang, Chia-Lin
Hammoudeh, Shawkat
Huang, Dengshi
Wohar, Mark E.
Ma, Feng
21
Tiwari, Aviral Kumar
18
Bouri, Elie
14
Wang, Yudong
14
Gupta, Rangan
12
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11
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9
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9
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9
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8
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8
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7
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7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Liang, Chao
6
Lucey, Brian M.
6
Roubaud, David
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Zhang, Yaojie
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Filis, George
5
Gong, Xu
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Hasanov, Akram Shavkatovich
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Liu, Li
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Sitara Karim
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Soytaş, Uǧur
5
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5
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
14
International review of financial analysis
9
Journal of international financial markets, institutions & money
8
Applied economics
5
Finance research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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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)
35
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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
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
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:
4
Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh
;
Tiwari, Aviral Kumar
;
Kablan, …
- In:
Energy economics
101
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
Saved in:
5
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:
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
Financial stress, economic policy uncertainty, and oil price uncertainty
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Energy economics
104
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013364361
Saved in:
8
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
9
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Energy economics
92
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
Saved in:
10
Liquidity, surprise volume and return premia in the oil market
Batten, Jonathan A.
;
Kinateder, Harald
;
Szilágyi, Péter G.
- In:
Energy economics
77
(
2019
),
pp. 93-104
Persistent link: https://www.econbiz.de/10012306351
Saved in:
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