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~isPartOf:"Energy economics"
~subject:"ARCH model"
~subject:"Deutschland"
~subject:"Multivariate distribution"
~subject:"Schätzung"
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ARCH model
Deutschland
Multivariate distribution
Schätzung
Correlation
41
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41
Oil price
39
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39
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38
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38
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32
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Hammoudeh, Shawkat
4
Ji, Qiang
3
Roubaud, David
3
Tiwari, Aviral Kumar
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Bouri, Elie
2
Demirer, Rıza
2
Fan, Ying
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1
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1
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1
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1
Aye, Goodness C.
1
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1
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1
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Energy economics
Economic modelling
69
Applied economics
66
Finance research letters
49
Journal of econometrics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Journal of banking & finance
41
International review of financial analysis
39
Applied economics letters
38
Discussion paper series / IZA
38
Economics letters
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Journal of empirical finance
38
Research in international business and finance
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International review of economics & finance : IREF
35
The North American journal of economics and finance : a journal of financial economics studies
35
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32
Working paper / National Bureau of Economic Research, Inc.
32
Insurance / Mathematics & economics
30
Discussion paper / Tinbergen Institute
29
NBER Working Paper
29
NBER working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of international money and finance
22
Journal of risk and financial management : JRFM
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CESifo working papers
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Risks : open access journal
20
Working paper
20
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
IZA Discussion Papers
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Journal of financial econometrics
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The European journal of finance
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Econometric reviews
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The journal of futures markets
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
48
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1
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48
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1
Convergence of per capita energy consumption around the world : new evidence from nonlinear panel unit root tests
Romero-Ávila, Diego
;
Omay, Tolga
- In:
Energy economics
111
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013350012
Saved in:
2
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
3
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
4
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
5
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
6
Dependence
structure in the Australian electricity markets : new evidence from regular vine copulae
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
90
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012517130
Saved in:
7
Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang
;
Zhang, Zhengjun
- In:
Energy economics
110
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
Saved in:
8
Spillover effects and nonlinear correlations between carbon emissions and stock markets : an empirical analysis of China's carbon-intensive industries
Xu, Lin
;
Wu, Chenyang
;
Qin, Quande
;
Lin, Xiaoying
- In:
Energy economics
111
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013350179
Saved in:
9
Empirical analysis of the dynamic
dependence
between WTI oil and Chinese energy stocks
Li, Jie
;
Li, Ping
- In:
Energy economics
93
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012643312
Saved in:
10
Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation
Lingohr, Daniel
;
Müller, Gernot
- In:
Energy economics
103
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013363910
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