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~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
Stock market
Time series analysis
Ölpreis
Volatility
966
Volatilität
966
ARCH model
327
ARCH-Modell
327
Welt
280
World
280
Schätzung
249
Börsenkurs
248
Share price
248
Aktienmarkt
206
Capital income
191
Kapitaleinkommen
191
Spillover effect
189
Spillover-Effekt
189
Forecasting model
171
Prognoseverfahren
171
Commodity derivative
165
Rohstoffderivat
165
Oil market
127
Ölmarkt
125
Risk
117
Risiko
112
Theorie
105
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105
China
104
Zeitreihenanalyse
100
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90
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90
USA
88
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88
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78
Wechselkurs
78
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68
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68
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66
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662
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Aufsatz in Zeitschrift
Article in journal
662
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3
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English
662
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Gupta, Rangan
20
Ma, Feng
18
Hammoudeh, Shawkat
16
Kang, Sang Hoon
15
Tiwari, Aviral Kumar
15
Mensi, Walid
14
Bouri, Elie
12
Dai, Zhifeng
11
Uddin, Mohammed Gazi Salah
11
Wei, Yu
11
Ji, Qiang
10
Wang, Yudong
10
Wen, Fenghua
10
Wohar, Mark E.
10
Yoon, Seong-min
10
Zhang, Yaojie
9
Zhu, Huiming
9
Pierdzioch, Christian
8
Demirer, Rıza
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Yin, Libo
7
Lin, Boqiang
6
Salisu, Afees A.
6
Xuan Vinh Vo
6
Al-Yahyaee, Khamis Hamed
5
Balcilar, Mehmet
5
Dutta, Anupam
5
Filis, George
5
Gong, Xu
5
Liu, Bing-Yue
5
Liu, Li
5
Maitra, Debasish
5
Nguyen, Duc Khuong
5
Serletis, Apostolos
5
Soytaş, Uǧur
5
Chang, Chia-Lin
4
Clements, Adam
4
Do, Hung Xuan
4
Elder, John
4
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
303
International review of financial analysis
228
Economic modelling
205
Applied economics
202
International review of economics & finance : IREF
202
Journal of econometrics
158
Research in international business and finance
154
International Journal of Energy Economics and Policy : IJEEP
146
Journal of empirical finance
137
Journal of banking & finance
133
Applied economics letters
130
Journal of international financial markets, institutions & money
130
Applied financial economics
127
Journal of risk and financial management : JRFM
106
Economics letters
103
Journal of international money and finance
103
International journal of forecasting
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Pacific-Basin finance journal
92
The journal of futures markets
88
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
86
International journal of finance & economics : IJFE
84
Journal of forecasting
80
The European journal of finance
78
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
70
International journal of economics and finance
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Global finance journal
64
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
62
International journal of economics and financial issues : IJEFI
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Cogent economics & finance
60
Journal of financial economics
59
Quantitative finance
58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Econometric reviews
50
Finance India : the quarterly journal of Indian Institute of Finance
48
Review of quantitative finance and accounting
47
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ECONIS (ZBW)
662
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1
Who can benefit from multi-license oil concessionaires valuation?
Oliva, I.
;
Ventura, Marco
- In:
Energy economics
135
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015046992
Saved in:
2
Volatility dynamics of agricultural futures markets under uncertainties
Dutta, Anupam
;
Uddin, Mohammed Gazi Salah
;
Sheng, Lin Wen
; …
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046928
Saved in:
3
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
4
Asymmetric volatility spillover between crude oil and other asset markets
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
5
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:
6
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
7
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:
8
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:
9
Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures
Chang, Chiu-Lan
- In:
Energy economics
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014559245
Saved in:
10
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
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