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~isPartOf:"Energy economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Schätzung"
~subject:"Volatilität"
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Schätzung
Volatilität
USA
2,588
United States
2,579
Theorie
2,065
Theory
2,065
Volatility
1,076
Welt
1,050
World
1,050
Estimation
872
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778
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778
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622
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622
Financial market
547
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547
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526
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526
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485
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474
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466
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465
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456
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456
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440
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440
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418
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418
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409
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409
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334
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333
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332
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329
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1,724
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Hammoudeh, Shawkat
21
Ma, Feng
20
Tiwari, Aviral Kumar
18
Aizenman, Joshua
17
Andersen, Torben
16
Bekaert, Geert
16
Bouri, Elie
14
Diebold, Francis X.
14
Wang, Yudong
14
Gupta, Rangan
13
Rose, Andrew
13
Ji, Qiang
12
Campbell, John Y.
10
Edwards, Sebastian
10
Levine, Ross
10
Bollerslev, Tim
9
Davis, Steven J.
9
Demirer, Rıza
9
Itō, Takatoshi
9
Kang, Sang Hoon
9
Neumark, David
9
Rigobón, Roberto
9
Stulz, René M.
9
Uddin, Mohammed Gazi Salah
9
Wei, Yu
9
Wen, Fenghua
9
Yoon, Seong-min
9
Aït-Sahalia, Yacine
8
Haltiwanger, John C.
8
Harvey, Campbell R.
8
Schwert, George William
8
Shahzad, Syed Jawad Hussain
8
Shiller, Robert J.
8
Bansal, Ravi
7
Chevallier, Julien
7
Forbes, Kristin
7
Gorodnichenko, Yuriy
7
Lin, Boqiang
7
Mensi, Walid
7
Roubaud, David
7
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Energy economics
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
963
NBER Working Paper
850
Discussion paper series / IZA
804
Finance research letters
739
Applied economics
706
Discussion paper / Centre for Economic Policy Research
609
International review of financial analysis
564
International review of economics & finance : IREF
547
Journal of banking & finance
543
Economic modelling
534
CESifo working papers
476
Applied economics letters
471
The journal of futures markets
424
The North American journal of economics and finance : a journal of financial economics studies
414
Applied financial economics
411
Working paper
406
Journal of international money and finance
384
Journal of econometrics
359
Journal of empirical finance
353
Economics letters
341
Research in international business and finance
340
Journal of international financial markets, institutions & money
332
Journal of financial economics
293
Discussion paper / Tinbergen Institute
282
International journal of theoretical and applied finance
263
IZA Discussion Paper
261
Journal of risk and financial management : JRFM
255
Discussion paper
244
Pacific-Basin finance journal
237
International journal of finance & economics : IJFE
229
The European journal of finance
229
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
221
Journal of economic dynamics & control
211
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
210
IMF working papers
210
Quantitative finance
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
190
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ECONIS (ZBW)
1,724
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1
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10
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1,724
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date (oldest first)
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
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:
3
Sustainability and stability : will ESG investment reduce the return and volatility spillover effects across the Chinese financial
market
?
Liu, Min
;
Guo, Tongji
;
Ping, Weiying
;
Luo, Liangqing
- In:
Energy economics
121
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014438484
Saved in:
4
Risk spillovers across geopolitical risk and global financial markets
Zheng, Jinlin
;
Wen, Baoyu
;
Jiang, Yaohui
;
Wang, Xiaohan
; …
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014487750
Saved in:
5
Financial stress and commodity price volatility
Chen, Louisa
;
Verousis, Thanos
;
Wang, Kai
;
Zhou, Zhiping
- In:
Energy economics
125
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485240
Saved in:
6
The role of China's crude oil futures in world oil futures
market
and China's financial
market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
7
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:
8
The role of the COVID-19 pandemic in time-frequency connectedness between oil
market
shocks and green bond markets : evidence from the wavelet-based quantile approaches
Wei, Ping
;
Qi, Yinshu
;
Ren, Xiaohang
;
Gozgor, Giray
- In:
Energy economics
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014439024
Saved in:
9
Financial markets, energy shocks, and extreme volatility spillovers
Boubaker, Sabri
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014487450
Saved in:
10
Oil news shocks and the U.S. stock
market
AlSalman, Zeina
;
Herrera, Ana María
;
Rangaraju, …
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483387
Saved in:
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