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~isPartOf:"Energy economics"
~subject:"ARCH-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Search: subject_exact:"Ölpreisschock"
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ARCH-Modell
Oil price
946
Ölpreis
946
Welt
398
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398
Volatility
371
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371
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220
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220
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Ma, Feng
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Bouri, Elie
7
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Sadorsky, Perry A.
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5
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4
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4
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3
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2
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2
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2
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2
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Energy economics
International Journal of Energy Economics and Policy : IJEEP
36
Economic modelling
27
Finance research letters
27
International review of economics & finance : IREF
20
Applied economics
15
International review of financial analysis
14
The North American journal of economics and finance : a journal of financial economics studies
12
The energy journal
12
International journal of finance & economics : IJFE
9
Research in international business and finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of forecasting
7
Applied economics letters
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International journal of forecasting
6
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6
Emerging markets, finance and trade : EMFT
5
Journal of international financial markets, institutions & money
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OPEC energy review
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The empirical economics letters : a monthly international journal of economics
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Journal of commodity markets
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American journal of finance and accounting
3
Cogent economics & finance
3
Economics letters
3
Energy reports
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Eurasian economic review : a journal in applied macroeconomics and finance
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Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of economics and finance
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International journal of energy sector management
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Journal of emerging market finance
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Journal of risk and financial management : JRFM
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The journal of futures markets
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ECONIS (ZBW)
161
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161
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1
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:
2
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:
3
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:
4
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
Saved in:
5
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:
6
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
7
Financial markets, energy shocks, and extreme volatility spillovers
Boubaker, Sabri
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014487450
Saved in:
8
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Saved in:
9
Unveiling the relationship between oil and green bonds : spillover dynamics and implications
Su, Yun Hsuan
;
Rizvi, Kumail Abbas
;
Umar, Muhammad
; …
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014487988
Saved in:
10
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
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