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~isPartOf:"Energy economics"
~subject:"ARCH-Modell"
~subject:"Preis"
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Search: subject_exact:"Erdölpreis"
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ARCH-Modell
Preis
Oil price
948
Ölpreis
948
Welt
399
World
399
Volatility
371
Volatilität
371
Oil market
221
Ölmarkt
221
Estimation
196
Schätzung
196
ARCH model
161
Commodity derivative
153
Rohstoffderivat
153
Forecasting model
142
Prognoseverfahren
142
Börsenkurs
139
Erdöl
139
Petroleum
139
Share price
139
Schock
121
Shock
121
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115
VAR-Modell
115
Oil prices
108
Stock market
102
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98
USA
90
United States
90
China
88
Spillover effect
86
Spillover-Effekt
86
Capital income
85
Kapitaleinkommen
85
Crude oil
79
Time series analysis
79
Zeitreihenanalyse
78
Cointegration
77
Kointegration
76
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2
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English
213
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Ma, Feng
14
Bouri, Elie
7
Hammoudeh, Shawkat
7
Sadorsky, Perry A.
5
Yoon, Seong-min
5
Zhang, Yaojie
5
Gong, Xu
4
Lin, Boqiang
4
Nguyen, Duc Khuong
4
Serletis, Apostolos
4
Wei, Yu
4
Elder, John
3
Liu, Jing
3
Lu, Xinjie
3
Mensi, Walid
3
Rahman, Sajjadur
3
Smyth, Russell
3
Tiwari, Aviral Kumar
3
Uddin, Mohammed Gazi Salah
3
Wang, Jiqian
3
Wang, Shouyang
3
Wang, Xunxiao
3
Wang, Yudong
3
Wen, Fenghua
3
Zhang, Bing
3
Zhang, Dayong
3
Adrangi, Bahram
2
Alqahtani, Faisal
2
Arouri, Mohamed
2
Balcilar, Mehmet
2
Boubaker, Sabri
2
Chang, Chia-Lin
2
Chang, Kuang-liang
2
Chevallier, Julien
2
Cifarelli, Giulio
2
Do, Hung Xuan
2
Dutta, Anupam
2
Filis, George
2
Guo, Yangli
2
Gupta, Rangan
2
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Energy economics
International Journal of Energy Economics and Policy : IJEEP
56
Economic modelling
35
The energy journal
31
Finance research letters
27
International review of economics & finance : IREF
23
Applied economics
18
International review of financial analysis
17
Applied economics letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper
12
CESifo working papers
11
Econometric Institute research papers
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of finance & economics : IJFE
9
Research in international business and finance
9
Journal of forecasting
8
OPEC energy review
8
Economics letters
7
International journal of forecasting
6
Journal of commodity markets
6
Journal of empirical finance
6
Emerging markets, finance and trade : EMFT
5
Journal of international financial markets, institutions & money
5
Macroeconomic dynamics
5
Seminar paper / Institute for International Economic Studies, University of Stockholm
5
The empirical economics letters : a monthly international journal of economics
5
The journal of futures markets
5
Department of Economics working paper series
4
Discussion paper
4
Economies : open access journal
4
International journal of financial research
4
Journal of Asian finance, economics and business : JAFEB
4
Journal of economic studies
4
Journal of economics and finance : JEF
4
Journal of international money and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
American journal of finance and accounting
3
Annals of financial economics
3
CAMA working paper series
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ECONIS (ZBW)
213
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51
Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension
David, Sergio A.
;
Inácio, C. M. C.
;
Quintino, D. D.
; …
- In:
Energy economics
85
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012509987
Saved in:
52
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:
53
The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US
Kocaarslan, Baris
;
Soytas, Mehmet Ali
;
Soytaş, Uǧur
- In:
Energy economics
86
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012511482
Saved in:
54
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Energy economics
86
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012511747
Saved in:
55
Shell shocked : the impact of foreign entry on the gasoline retail market in China
Elliott, Robert J. R.
;
Sun, Puyang
;
Zhu, Tong
- In:
Energy economics
86
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012511770
Saved in:
56
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
57
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong
;
Gong, Xu
- In:
Energy economics
87
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Saved in:
58
Crude oil price and cryptocurrencies : evidence of volatility connectedness and hedging strategy
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
87
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012512456
Saved in:
59
Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu
;
Yang, Xiaoming
;
Li, Fuxing
- In:
Energy economics
87
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Saved in:
60
Volatility spillovers for energy prices : a diagonal BEKK approach
Zolfaghari, Mehdi
;
Ghoddusi, Hamed
;
Faghihian, Fatemeh
- In:
Energy economics
92
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012520093
Saved in:
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