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~isPartOf:"Energy economics"
~subject:"ARCH model"
~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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ARCH model
Estimation
Oil price
Stock market
Time series analysis
Ölpreis
Volatility
610
Volatilität
610
ARCH-Modell
218
Welt
210
World
210
Commodity derivative
148
Rohstoffderivat
148
Schätzung
144
Börsenkurs
125
Share price
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Oil market
115
Ölmarkt
114
Forecasting model
111
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107
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Aktienmarkt
102
Capital income
89
Kapitaleinkommen
89
Erdöl
80
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80
Zeitreihenanalyse
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64
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61
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59
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Theorie
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Crude oil
50
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48
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48
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Article
491
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Aufsatz in Zeitschrift
Article in journal
491
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3
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3
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English
491
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Ma, Feng
18
Hammoudeh, Shawkat
14
Tiwari, Aviral Kumar
14
Bouri, Elie
12
Wang, Yudong
11
Gupta, Rangan
10
Ji, Qiang
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Wen, Fenghua
8
Demirer, Rıza
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Uddin, Mohammed Gazi Salah
7
Dai, Zhifeng
6
Lin, Boqiang
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Sitara Karim
5
Wohar, Mark E.
5
Yin, Libo
5
Chevallier, Julien
4
Do, Hung Xuan
4
Dutta, Anupam
4
Huang, Dengshi
4
Lee, Chien-chiang
4
Li, Xiafei
4
Liu, Bing-Yue
4
Lu, Xinjie
4
Lucey, Brian M.
4
Luo, Jiawen
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
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Energy economics
Finance research letters
353
International review of financial analysis
260
Applied economics
235
Economic modelling
232
The North American journal of economics and finance : a journal of financial economics studies
224
International review of economics & finance : IREF
223
Journal of econometrics
189
Journal of empirical finance
175
Research in international business and finance
175
Applied financial economics
160
Journal of international financial markets, institutions & money
157
Journal of banking & finance
156
International Journal of Energy Economics and Policy : IJEEP
152
Applied economics letters
149
Economics letters
128
Journal of risk and financial management : JRFM
128
International journal of forecasting
120
The journal of futures markets
115
Journal of international money and finance
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Pacific-Basin finance journal
100
Journal of forecasting
99
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
99
The European journal of finance
97
International journal of finance & economics : IJFE
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
78
International journal of economics and finance
74
Global finance journal
72
International journal of economics and financial issues : IJEFI
72
Cogent economics & finance
69
Quantitative finance
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Journal of financial economics
65
Emerging markets, finance and trade : EMFT
60
Econometric reviews
56
Review of quantitative finance and accounting
55
The empirical economics letters : a monthly international journal of economics
55
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ECONIS (ZBW)
491
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491
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1
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
2
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:
3
Can crude oil futures market volatility motivate peer firms in competing ESG performance? : an exploration of Shanghai International Energy Exchange
Zhang, Dongyang
;
Bai, Dingchuan
;
Chen, Xingyu
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558916
Saved in:
4
Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation : evidence from DCC-MIDAS-X model
Liu, Han
;
Yang, Peng
;
He, Yongda
;
Oxley, Les
;
Guo, Pengwei
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558922
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
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
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:
9
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:
10
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
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