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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~subject:"Statistical distribution"
~subject:"Ölmarkt"
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Search: subject_exact:"Volatilität"
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Statistical distribution
Ölmarkt
Volatility
836
Volatilität
836
Oil price
392
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392
ARCH model
251
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251
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227
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Hammoudeh, Shawkat
5
Wang, Yudong
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Gupta, Rangan
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Hasanov, Akram Shavkatovich
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Wei, Yu
4
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3
Hu, Yang
3
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2
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2
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2
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Energy economics
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Journal of econometrics
34
Economic modelling
31
International review of financial analysis
26
International Journal of Energy Economics and Policy : IJEEP
25
Finance research letters
24
International review of economics & finance : IREF
22
Research in international business and finance
22
International journal of forecasting
17
The North American journal of economics and finance : a journal of financial economics studies
17
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17
International journal of theoretical and applied finance
16
Journal of banking & finance
16
The energy journal
16
Discussion paper / Tinbergen Institute
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The journal of futures markets
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10
International journal of finance & economics : IJFE
9
Journal of international financial markets, institutions & money
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Economics letters
8
The European journal of finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
CESifo working papers
7
Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
International journal of financial engineering
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Journal of commodity markets
7
Journal of financial economics
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
7
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ECONIS (ZBW)
141
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1
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:
2
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:
3
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:
4
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Saved in:
5
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:
6
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
7
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
8
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:
9
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
Saved in:
10
Extant linkages between Shanghai crude oil and US energy futures : insights from spillovers of higher-order moments
Banerjee, Ameet Kumar
;
Dionísio, Andreia Teixeira Marques
- In:
Energy economics
136
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015046904
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