//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Chevallier, Julien"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~person:"Ignatieva, Ekaterina"
~person:"Yoon, Seong-min"
~subject:"Credit derivative"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 17 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
Estimation
Spillover effect
Stock market
Time series analysis
Volatilität
Ölmarkt
Ölpreis
Volatility
41
Oil price
22
ARCH model
21
ARCH-Modell
21
Commodity derivative
16
Rohstoffderivat
16
Welt
11
World
11
Capital income
9
Kapitaleinkommen
9
Börsenkurs
8
Oil market
8
Share price
8
Spillover-Effekt
8
Aktienmarkt
7
Forecasting model
7
Prognoseverfahren
7
Schätzung
7
Zeitreihenanalyse
7
Erdöl
6
Multivariate Verteilung
6
Multivariate distribution
6
Petroleum
6
Hedging
5
Kreditderivat
5
Natural gas
5
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Risk measure
5
Energiemarkt
4
Energy market
4
more ...
less ...
Online availability
All
Undetermined
27
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
41
Language
All
English
41
Author
All
Chang, Chia-Lin
Chevallier, Julien
Hammoudeh, Shawkat
Huang, Dengshi
Ignatieva, Ekaterina
Yoon, Seong-min
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
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
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
Wang, Shouyang
5
Yin, Libo
5
Batten, Jonathan A.
4
Dutta, Anupam
4
Escobar, Marcos
4
more ...
less ...
Published in...
All
Energy economics
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
International review of economics & finance : IREF
10
International review of financial analysis
8
Finance research letters
7
Research in international business and finance
6
Economic modelling
5
Journal of international financial markets, institutions & money
5
The Korean economic review
4
Applied economics letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of banking & finance
3
Journal of econometrics
3
Korea and the world economy
3
Pacific-Basin finance journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Dae oe gyeong je yeon gu
2
Economics letters
2
Energy policy
2
International journal of finance & economics : IJFE
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
The energy journal
2
The journal of the Korean economy
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Annals of finance
1
Annals of financial economics
1
Australian economic papers
1
China finance review international
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International Journal of Financial Studies : open access journal
1
International review of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
4
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:
5
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
6
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
7
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:
8
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
9
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:
10
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->