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~isPartOf:"Energy economics"
~subject:"ARCH-Modell"
~subject:"Schätzung"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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ARCH-Modell
Schätzung
Oil price
948
Ölpreis
948
Welt
456
World
456
Volatility
430
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430
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274
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274
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230
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230
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Ma, Feng
18
Hammoudeh, Shawkat
11
Wang, Yudong
11
Bouri, Elie
7
Sadorsky, Perry A.
6
Tiwari, Aviral Kumar
6
Zhang, Yaojie
6
Ji, Qiang
5
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5
Nguyen, Duc Khuong
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5
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5
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4
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4
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4
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4
Lee, Chien-chiang
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Lin, Boqiang
4
McAleer, Michael
4
Serletis, Apostolos
4
Smyth, Russell
4
Uddin, Mohammed Gazi Salah
4
Wen, Fenghua
4
Wu, Chongfeng
4
Zhang, Yue-jun
4
Arouri, Mohamed
3
Balcilar, Mehmet
3
Dutta, Anupam
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Filis, George
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Hasanov, Akram Shavkatovich
3
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Klein, Tony
3
Liang, Chao
3
Liu, Jing
3
Lu, Xinjie
3
Mensi, Walid
3
Narayan, Paresh Kumar
3
Nonejad, Nima
3
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Energy economics
International Journal of Energy Economics and Policy : IJEEP
107
The journal of futures markets
84
Economic modelling
80
International review of economics & finance : IREF
79
Finance research letters
77
Applied economics
74
International review of financial analysis
61
Applied economics letters
50
The North American journal of economics and finance : a journal of financial economics studies
45
Research in international business and finance
39
Working paper
35
CESifo working papers
33
Journal of banking & finance
32
Journal of international money and finance
27
Journal of international financial markets, institutions & money
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
The energy journal
25
International journal of finance & economics : IJFE
24
Journal of commodity markets
22
Discussion paper / Centre for Economic Policy Research
21
Working paper / National Bureau of Economic Research, Inc.
21
Applied financial economics
19
Economics letters
19
NBER working paper series
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Cogent economics & finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Journal of empirical finance
17
Journal of risk and financial management : JRFM
17
Econometric Institute research papers
16
International journal of forecasting
16
The empirical economics letters : a monthly international journal of economics
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CAMA working paper series
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CESifo Working Paper Series
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Emerging markets, finance and trade : EMFT
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Journal of forecasting
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NBER Working Paper
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OPEC energy review
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13
American journal of agricultural economics
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ECONIS (ZBW)
350
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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
Conditional capital surplus and shortfall across renewable and non-renewable resource firms
Irawan, Denny
;
Okimoto, Tatsuyoshi
- In:
Energy economics
112
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013350233
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