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~subject:"Capital income"
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Search: subject:"ARCH model"
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Capital income
Exchange rate
ARCH model
259
ARCH-Modell
259
Volatility
218
Volatilität
218
Oil price
162
Ölpreis
162
Welt
86
World
86
Commodity derivative
82
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82
Forecasting model
74
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74
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24
Energy market
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GARCH
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53
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Bouri, Elie
4
Ma, Feng
4
Tiwari, Aviral Kumar
3
Yoon, Seong-min
3
Baum, Christopher F.
2
Chang, Chia-Lin
2
Chen, Liyuan
2
Chevallier, Julien
2
Hammoudeh, Shawkat
2
Lin, Boqiang
2
McAleer, Michael
2
Roengchai Tansuchat
2
Wang, Yudong
2
Wen, Fenghua
2
Zerilli, Paola
2
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1
Abuzayed, Bana
1
Ahmad, Wasim
1
Ahmed, Abdullahi Dahir
1
Al-Fayoumi, Nedal
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Arouri, Mohamed
1
Auer, Benjamin R.
1
Ausín, M. Concepción
1
Batten, Jonathan A.
1
Bedoui, Rihab
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Bianconi, Marcelo
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Braiek, Sana
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Chahal, Rishman Jot Kaur
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1
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1
Chen, Lin
1
Chen, Yan
1
Chen, Yixiang
1
Chung, Huimin
1
Dai, Xingyu
1
Darné, Olivier
1
Di Iorio, Francesca
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Energy economics
Finance research letters
66
Journal of empirical finance
58
The North American journal of economics and finance : a journal of financial economics studies
57
International review of financial analysis
54
International review of economics & finance : IREF
48
Journal of international financial markets, institutions & money
47
Research in international business and finance
47
Economic modelling
45
Applied economics
43
International journal of forecasting
37
Journal of forecasting
37
Applied financial economics
35
Journal of risk and financial management : JRFM
33
Journal of banking & finance
32
Applied economics letters
31
The European journal of finance
29
Journal of econometrics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
International journal of finance & economics : IJFE
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
International journal of economics and finance
23
International journal of economics and financial issues : IJEFI
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
International Journal of Energy Economics and Policy : IJEEP
19
Review of quantitative finance and accounting
19
Discussion paper / Tinbergen Institute
18
Journal of financial econometrics
18
Working paper
18
Cogent economics & finance
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Pacific-Basin finance journal
17
Economics letters
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of international money and finance
15
Afro-Asian Journal of Finance and Accounting : AAJFA
14
Financial innovation : FIN
14
Global business review
14
Journal of multinational financial management
14
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53
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1
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:
2
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
3
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:
4
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
5
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
6
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
7
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
8
The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur
- In:
Energy economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013201580
Saved in:
9
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin
;
Wen, Fenghua
;
Li, Wanyang
;
Yin, Hua
;
Zhao, Lili
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
Saved in:
10
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
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