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~isPartOf:"Energy economics"
~subject:"ARCH model"
~subject:"Oil prices"
~subject:"Schätzung"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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ARCH model
Oil prices
Schätzung
Oil price
948
Ölpreis
948
Welt
456
World
456
Volatility
430
Volatilität
430
Commodity derivative
274
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274
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230
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230
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216
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97
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97
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93
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92
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433
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Ma, Feng
18
Hammoudeh, Shawkat
16
Wang, Yudong
11
Bouri, Elie
8
Sadorsky, Perry A.
8
Tiwari, Aviral Kumar
8
Nguyen, Duc Khuong
6
Reboredo, Juan Carlos
6
Zhang, Yaojie
6
Gupta, Rangan
5
Ji, Qiang
5
Liu, Li
5
Mignon, Valérie
5
Smyth, Russell
5
Uddin, Mohammed Gazi Salah
5
Wang, Shouyang
5
Wei, Yu
5
Wen, Fenghua
5
Yin, Libo
5
Yoon, Seong-min
5
Chang, Chia-Lin
4
Chevallier, Julien
4
Elder, John
4
Filis, George
4
Gong, Xu
4
Klein, Tony
4
Lee, Chien-chiang
4
Lin, Boqiang
4
McAleer, Michael
4
Mensi, Walid
4
Narayan, Paresh Kumar
4
Ratti, Ronald A.
4
Serletis, Apostolos
4
Shahzad, Syed Jawad Hussain
4
Wu, Chongfeng
4
Xiao, Jihong
4
Zhang, Yue-jun
4
Alqahtani, Faisal
3
Antonakakis, Nikolaos
3
Arouri, Mohamed
3
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Energy economics
International Journal of Energy Economics and Policy : IJEEP
122
Economic modelling
92
The journal of futures markets
84
International review of economics & finance : IREF
81
Applied economics
78
Finance research letters
68
International review of financial analysis
68
Applied economics letters
55
The North American journal of economics and finance : a journal of financial economics studies
49
Research in international business and finance
46
Working paper
36
Journal of banking & finance
35
CESifo working papers
33
Journal of international money and finance
31
The energy journal
30
Journal of international financial markets, institutions & money
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
International journal of finance & economics : IJFE
24
Economics letters
23
Journal of commodity markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Discussion paper / Centre for Economic Policy Research
21
Working paper / National Bureau of Economic Research, Inc.
21
Applied financial economics
19
CAMA working paper series
19
International journal of forecasting
19
NBER working paper series
19
Cogent economics & finance
18
Journal of empirical finance
17
Journal of risk and financial management : JRFM
17
The empirical economics letters : a monthly international journal of economics
17
Econometric Institute research papers
16
CESifo Working Paper Series
14
Emerging markets, finance and trade : EMFT
14
Journal of forecasting
14
NBER Working Paper
14
OPEC energy review
14
Discussion paper / Tinbergen Institute
13
International journal of economics and finance
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ECONIS (ZBW)
433
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1
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10
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433
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1
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
2
Forecasting fuel prices with the Chilean exchange rate : going beyond the commodity currency hypothesis
Pincheira, Pablo
;
Bentancor, Andrea
;
Hardy, Nicolás
; …
- In:
Energy economics
106
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202113
Saved in:
3
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
4
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
5
Global commodity prices and macroeconomic fluctuations in a low interest rate environment
Ahmed, Rashad
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014489964
Saved in:
6
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
7
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:
8
Extreme price co-movement of commodity futures and industrial production growth : an empirical evaluation
Wen, Xiaoqian
;
Xie, Yuxin
;
Pantelous, Athanasios A.
- In:
Energy economics
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202950
Saved in:
9
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:
10
Oil price, agricultural commodity prices, and the dollar : a panel cointegration and causality analysis
Nazlıoğlu, Şaban
;
Soytas, Ugur
- In:
Energy economics
34
(
2012
)
4
,
pp. 1098-1104
Persistent link: https://www.econbiz.de/10009687360
Saved in:
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