//--> //--> //-->
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:"Chevallier, Julien"
~person:"Huang, Dengshi"
~subject:"Contagion effect"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Oil price"
~subject:"Share price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Volatilität"
~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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Contagion effect
Estimation
Markov chain
Markov-Kette
Oil price
Share price
Stock market
Time series analysis
Volatility
Volatilität
Ölpreis
ARCH model
7
ARCH-Modell
7
Commodity derivative
6
Rohstoffderivat
6
Erdöl
4
Forecasting model
4
Petroleum
4
Prognoseverfahren
4
Börsenkurs
3
Natural gas
3
Volatility forecasting
3
Aktienmarkt
2
Capital income
2
Crude oil
2
Crude oil futures
2
EU countries
2
EU-Staaten
2
Emissions trading
2
Emissionshandel
2
Erdgas
2
Greenhouse gas emissions
2
Kapitaleinkommen
2
Realized volatility
2
Schätzung
2
Treibhausgas-Emissionen
2
Welt
2
World
2
1992-2009
1
Ansteckungseffekt
1
Beta risk
1
Betafaktor
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
10
Language
All
English
10
Author
All
Chevallier, Julien
Huang, Dengshi
Ma, Feng
20
Hammoudeh, Shawkat
18
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
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
Chang, Chia-Lin
4
Dutta, Anupam
4
Escobar, Marcos
4
Ignatieva, Ekaterina
4
more ...
less ...
Published in...
All
Energy economics
Quantitative finance
Research in international business and finance
5
Economic modelling
4
International review of financial analysis
4
Applied economics letters
3
Finance research letters
3
International review of economics & finance : IREF
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of finance
1
Applied economics
1
China finance review international
1
Economics letters
1
International review of applied economics
1
Journal of forecasting
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Managerial finance
1
Resource and energy economics
1
Review of financial economics : RFE
1
The energy journal
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
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:
3
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:
4
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
5
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
6
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
7
Measuring contagion between energy market and stock market during financial crisis : a copula approach
Wen, Xiaoqian
;
Wei, Yu
;
Huang, Dengshi
- In:
Energy economics
34
(
2012
)
5
,
pp. 1435-1446
Persistent link: https://www.econbiz.de/10009688078
Saved in:
8
On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien
;
Sévi, Benoît
- In:
Energy economics
34
(
2012
)
6
,
pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
Saved in:
9
Detecting instability in the volatility of carbon prices
Chevallier, Julien
- In:
Energy economics
33
(
2011
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10009262002
Saved in:
10
Forecasting crude oil market volatility : further evidence using GARCH-class models
Wei, Yu
;
Wang, Yudong
;
Huang, Dengshi
- In:
Energy economics
32
(
2010
)
6
,
pp. 1485-1498
Persistent link: https://www.econbiz.de/10008935972
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->