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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Spillover effect
Stock market
Time series analysis
Ölmarkt
Ölpreis
Volatility
801
Volatilität
801
Oil price
375
ARCH model
243
ARCH-Modell
243
Welt
214
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214
Schätzung
178
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158
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158
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Oil market
118
Stochastic process
116
Stochastischer Prozess
116
Aktienmarkt
112
Capital income
112
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112
Spillover-Effekt
109
Theorie
105
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105
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93
Erdöl
82
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82
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74
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72
China
65
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59
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59
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543
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Ma, Feng
18
Tiwari, Aviral Kumar
15
Hammoudeh, Shawkat
14
Bouri, Elie
13
Wang, Yudong
11
Gupta, Rangan
10
Ji, Qiang
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
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8
Wen, Fenghua
8
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7
Sadorsky, Perry A.
7
Uddin, Mohammed Gazi Salah
7
Dai, Zhifeng
6
Demirer, Rıza
6
Lin, Boqiang
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lucey, Brian M.
5
Naeem, Muhammad Abubakr
5
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5
Roubaud, David
5
Sitara Karim
5
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Yin, Libo
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4
Dutta, Anupam
4
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Lee, Chien-chiang
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Li, Xiafei
4
Liang, Chao
4
Liu, Bing-Yue
4
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4
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4
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Energy economics
Quantitative finance
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
The journal of futures markets
99
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
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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
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543
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91
Multivariate stochastic volatility for herding detection : evidence from the energy sector
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Philippas, …
- In:
Energy economics
109
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013283765
Saved in:
92
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach
Wen, Fenghua
;
Liu, Zhen
;
Dai, Zhifeng
;
He, Shaoyi
;
Liu, …
- In:
Energy economics
109
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013283776
Saved in:
93
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Dai, Zhifeng
;
Zhu, Haoyang
;
Zhang, Xinhua
- In:
Energy economics
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013283789
Saved in:
94
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
95
China's energy stock market jumps : to what extent does the COVID-19 pandemic play a part?
Tong, Yuan
;
Wan, Ning
;
Dai, Xingyu
;
Bi, Xiaoyi
;
Wang, Qunwei
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283887
Saved in:
96
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad
;
Roubaud, David
;
Tiwari, Aviral Kumar
- In:
Energy economics
109
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
Saved in:
97
Oil and renewable energy stock markets : unique role of extreme shocks
Xi, Yue
;
Zeng, Qing
;
Lu, Xinjie
;
Toan Luu Duc Huynh
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283941
Saved in:
98
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
99
Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Wang, Xiaodong
;
Hsieh, Fushing
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013367879
Saved in:
100
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
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