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~isPartOf:"Energy economics"
~subject:"Financial crisis"
~subject:"Korrelation"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Korrelationsmaß"
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Financial crisis
Korrelation
Zeitreihenanalyse
Correlation
41
Volatility
19
Volatilität
19
ARCH model
18
ARCH-Modell
18
Oil price
15
Ölpreis
15
Welt
11
World
11
Börsenkurs
10
Estimation
10
Schätzung
10
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10
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8
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Dynamic conditional correlation
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41
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Alvarez-Ramirez, Jose
2
Barunik, Jozef
2
Demirer, Rıza
2
Hammoudeh, Shawkat
2
He, Changli
2
Kang, Jian
2
Teräsvirta, Timo
2
Vacha, Lukas
2
Abbas, Shujaat
1
Adebayo, Tomiwa Sunday
1
Afanasyev, Dmitriy O.
1
Ahmed, Ali M.
1
Alghalith, Moawia
1
Alvarez, Jesus
1
An, Haizhong
1
Avdulaj, Krenar
1
Awaworyi Churchill, Sefa
1
Badshah, Ihsan Ullah
1
Balcılar, Mehmet
1
Bannigidadmath, Deepa
1
Block, Alexander Souza
1
Bruns, Stephan B.
1
Bu, Ruijun
1
Charlot, Philippe
1
Chen, Rongda
1
Cho, Cheol-Hung
1
Coronel, Daniel Arruda
1
Creti, Anna
1
Czamanski, Daniel Z.
1
Davison, Matt
1
Disli, Mustafa
1
Dormaar, Paul
1
Escarela-Perez, Rafael
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Fang, Wei
1
Farid, Saqib
1
Fałdziński, Marcin
1
Fedorova, Elena
1
Fiszeder, Piotr
1
Gasbarro, Dominic
1
Gross, Christian
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Energy economics
Journal of econometrics
108
Economics letters
96
Finance research letters
81
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of banking & finance
65
Applied economics
62
NBER Working Paper
59
NBER working paper series
59
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
51
Applied economics letters
47
International review of financial analysis
47
Discussion paper / Tinbergen Institute
45
Working paper
44
International review of economics & finance : IREF
43
Research in international business and finance
43
Econometric reviews
38
Journal of international financial markets, institutions & money
34
International journal of theoretical and applied finance
32
Journal of international money and finance
32
Computational economics
31
CESifo working papers
29
Discussion paper series / IZA
29
Econometric theory
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of risk and financial management : JRFM
27
The review of financial studies
27
Discussion paper / Centre for Economic Policy Research
26
European journal of operational research : EJOR
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Cambridge working papers in economics
23
International journal of forecasting
23
The journal of futures markets
23
CREATES research paper
22
Games and economic behavior
22
Journal of economic dynamics & control
22
Journal of forecasting
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ECONIS (ZBW)
41
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41
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date (oldest first)
1
Economic policy uncertainty and dynamic correlations in energy markets : assessment and solutions
Wang, Xiong
;
Li, Jingyao
;
Ren, Xiaohang
;
Bu, Ruijun
; …
- In:
Energy economics
117
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014437129
Saved in:
2
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:
3
The co-movements among renewable energy, total environmental tax, and ecological footprint in the United Kingdom : evidence from wavelet local multiple correlation analysis
Zhou, Yuanxiang
;
Adebayo, Tomiwa Sunday
;
Yin, Weichuan
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481054
Saved in:
4
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
5
Co-movement between dirty and clean energy : a time-frequency perspective
Farid, Saqib
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014280153
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
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
8
Economic importance of correlations for energy and other commodities
Bannigidadmath, Deepa
;
Narayan, Paresh Kumar
- In:
Energy economics
107
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202421
Saved in:
9
Breaks, trends and correlations in commodity prices in the very long-run
Awaworyi Churchill, Sefa
;
Inekwe, John Nkwoma
; …
- In:
Energy economics
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013203009
Saved in:
10
Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang
;
Zhang, Zhengjun
- In:
Energy economics
110
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
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