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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~subject:"Spillover effect"
~subject:"Statistical distribution"
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Search: subject_exact:"Volatilität"
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Spillover effect
Statistical distribution
Volatility
836
Volatilität
836
Oil price
392
Ölpreis
392
ARCH model
251
ARCH-Modell
251
Welt
227
World
227
Estimation
188
Schätzung
187
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166
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166
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148
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120
Capital income
119
Kapitaleinkommen
119
Stochastic process
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118
Spillover-Effekt
117
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110
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110
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95
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95
Erdöl
86
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86
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79
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77
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68
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65
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65
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53
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139
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Kang, Sang Hoon
7
Bouri, Elie
6
Tiwari, Aviral Kumar
6
Hammoudeh, Shawkat
5
Mensi, Walid
5
Yoon, Seong-min
5
Dai, Zhifeng
4
Abakah, Emmanuel Joel Aikins
3
Ji, Qiang
3
Kumar, Pawan
3
Lin, Boqiang
3
Lucey, Brian M.
3
Maitra, Debasish
3
Naeem, Muhammad Abubakr
3
Nazlıoğlu, Şaban
3
Nguyen, Duc Khuong
3
Shahzad, Syed Jawad Hussain
3
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3
Sitara Karim
3
Wang, Xunxiao
3
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2
Arouri, Mohamed
2
Awartani, Basel
2
Corbet, Shaen
2
Dash, Saumya Ranjan
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2
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2
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Hou, Yang
2
Klein, Tony
2
Lau, Chi Keung
2
Maghyereh, Aktham I.
2
McIver, Ron
2
Nishant, Shreyank
2
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Energy economics
Quantitative finance
International review of financial analysis
85
The North American journal of economics and finance : a journal of financial economics studies
81
Finance research letters
76
International review of economics & finance : IREF
69
Economic modelling
59
Research in international business and finance
58
Applied economics
47
Journal of risk and financial management : JRFM
45
Journal of international financial markets, institutions & money
42
Journal of econometrics
35
Journal of banking & finance
32
Discussion paper / Tinbergen Institute
29
Working paper
28
Econometric Institute research papers
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
International journal of finance & economics : IJFE
23
Pacific-Basin finance journal
23
Applied economics letters
22
Journal of international money and finance
21
The journal of futures markets
20
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Financial innovation : FIN
19
CESifo working papers
18
Economics letters
18
International journal of forecasting
18
International Journal of Energy Economics and Policy : IJEEP
17
Journal of empirical finance
17
Computational economics
16
International journal of theoretical and applied finance
16
International Journal of Financial Studies : open access journal
14
The North American journal of economics and finance : a journal of theory and practice
14
Applied financial economics
13
Cogent economics & finance
13
Global business review
13
Global finance journal
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of quantitative finance and accounting
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ECONIS (ZBW)
139
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1
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
2
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Guan, Bo
;
Lu, Wenna
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
3
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
4
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
5
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
6
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
7
Volatility spillovers across Russian oil and gas sector : evidence of the impact of global markets and extraordinary events
Balash, Vladimir
;
Faizliev, Alexey
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558943
Saved in:
8
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
Saved in:
9
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
10
Time-varying relationship between international monetary policy and energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014637528
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