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~isPartOf:"Energy economics"
~subject:"Commodity derivative"
~subject:"Erdöl"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Commodity derivative
Erdöl
Estimation
Oil price
Stock market
Time series analysis
Ölpreis
Volatility
598
Volatilität
598
ARCH model
212
ARCH-Modell
212
Welt
205
World
205
Rohstoffderivat
145
Schätzung
142
Börsenkurs
123
Share price
123
Oil market
113
Ölmarkt
112
Forecasting model
107
Prognoseverfahren
107
Spillover effect
104
Spillover-Effekt
104
Aktienmarkt
100
Capital income
88
Kapitaleinkommen
88
Petroleum
78
Zeitreihenanalyse
67
Risk
64
Risiko
62
China
59
Energiemarkt
58
Energy market
58
Theorie
55
Theory
55
Crude oil
50
Electricity price
48
Strompreis
48
USA
44
United States
44
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Article
474
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Aufsatz in Zeitschrift
Article in journal
474
Conference paper
3
Konferenzbeitrag
3
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English
474
Author
All
Ma, Feng
17
Hammoudeh, Shawkat
14
Tiwari, Aviral Kumar
13
Bouri, Elie
11
Gupta, Rangan
10
Wang, Yudong
10
Ji, Qiang
9
Kang, Sang Hoon
8
Wei, Yu
8
Wen, Fenghua
8
Yoon, Seong-min
8
Demirer, Rıza
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Uddin, Mohammed Gazi Salah
7
Dai, Zhifeng
6
Lin, Boqiang
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Nguyen, Duc Khuong
5
Roubaud, David
5
Wohar, Mark E.
5
Yin, Libo
5
Chevallier, Julien
4
Do, Hung Xuan
4
Dutta, Anupam
4
Klein, Tony
4
Li, Xiafei
4
Liu, Bing-Yue
4
Lu, Xinjie
4
Luo, Jiawen
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Manera, Matteo
4
Salisu, Afees A.
4
Serletis, Apostolos
4
Soytaş, Uǧur
4
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Energy economics
Finance research letters
281
International review of financial analysis
236
Economic modelling
213
Applied economics
207
International review of economics & finance : IREF
199
The North American journal of economics and finance : a journal of financial economics studies
192
Journal of econometrics
158
Research in international business and finance
149
International Journal of Energy Economics and Policy : IJEEP
141
Journal of banking & finance
138
Journal of empirical finance
137
Applied economics letters
134
Journal of international financial markets, institutions & money
134
Applied financial economics
130
The journal of futures markets
118
Journal of risk and financial management : JRFM
110
Economics letters
104
Journal of international money and finance
102
International journal of forecasting
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Pacific-Basin finance journal
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
88
Journal of forecasting
82
International journal of finance & economics : IJFE
78
The European journal of finance
75
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
73
International journal of economics and finance
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
Global finance journal
64
Cogent economics & finance
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Emerging markets, finance and trade : EMFT
61
International journal of economics and financial issues : IJEFI
61
Journal of financial economics
59
Quantitative finance
59
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Econometric reviews
49
Finance India : the quarterly journal of Indian Institute of Finance
49
Review of quantitative finance and accounting
48
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ECONIS (ZBW)
474
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474
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1
Oil price uncertainty and unemployment dynamics : nonlinearities matter
Ahmed, M. Iqbal
;
Farah, Quazi Fidia
;
Kishan, Ruby P.
- In:
Energy economics
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014479113
Saved in:
2
The macroeconomic effects of oil price uncertainty
Abiad, Abdul
;
Aleem, Irfan
- In:
Energy economics
125
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014479176
Saved in:
3
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
4
Sustainability and stability : will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?
Liu, Min
;
Guo, Tongji
;
Ping, Weiying
;
Luo, Liangqing
- In:
Energy economics
121
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014438484
Saved in:
5
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
6
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:
7
Oil price volatility and new evidence from news and Twitter
Abdollahi, Hooman
- In:
Energy economics
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014440749
Saved in:
8
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
9
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:
10
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
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