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~isPartOf:"Energy economics"
~subject:"Risiko"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"ARCH-Modell"
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Risiko
Theorie
Time series analysis
Welt
ARCH model
259
ARCH-Modell
259
Volatility
218
Volatilität
218
Oil price
161
Ölpreis
161
World
85
Commodity derivative
82
Rohstoffderivat
82
Forecasting model
73
Prognoseverfahren
73
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67
Schätzung
67
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52
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45
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42
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28
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Energiemarkt
24
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24
GARCH
23
Risk
21
Theory
21
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20
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Article
128
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Article in journal
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Aufsatz in Zeitschrift
128
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English
128
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Ma, Feng
6
Bouri, Elie
5
Hammoudeh, Shawkat
4
Wei, Yu
4
Gong, Xu
3
Hasanov, Akram Shavkatovich
3
Ji, Qiang
3
Klein, Tony
3
Sadorsky, Perry A.
3
Uddin, Mohammed Gazi Salah
3
Wang, Yudong
3
Zhang, Yue-jun
3
Baum, Christopher F.
2
Chevallier, Julien
2
Cifarelli, Giulio
2
Dimpfl, Thomas
2
Do, Hung Xuan
2
Fan, Ying
2
Filis, George
2
Gasbarro, Dominic
2
Hassan, Kamrul
2
Hoque, Ariful
2
Kang, Sang Hoon
2
Li, Xiafei
2
Liang, Chao
2
Liao, Yin
2
Lin, Boqiang
2
Liu, Jing
2
Lu, Xinjie
2
Luo, Jiawen
2
Nguyen, Duc Khuong
2
Okorie, David Iheke
2
Poon, Wai Ching
2
Tamvakis, Michael
2
Tiwari, Aviral Kumar
2
Wang, Xunxiao
2
Wu, Chongfeng
2
Yoon, Seong-min
2
Zerilli, Paola
2
Zhang, Yaojie
2
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Energy economics
Finance research letters
99
Journal of empirical finance
84
Journal of econometrics
81
Applied economics
76
Economic modelling
71
International journal of forecasting
65
International review of economics & finance : IREF
60
International review of financial analysis
60
The North American journal of economics and finance : a journal of financial economics studies
58
Economics letters
57
Research in international business and finance
55
Journal of forecasting
53
Journal of banking & finance
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Journal of risk and financial management : JRFM
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Econometric theory
41
Journal of international financial markets, institutions & money
41
The European journal of finance
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Applied economics letters
35
Econometric reviews
35
International Journal of Energy Economics and Policy : IJEEP
34
The econometrics journal
29
Computational economics
28
Journal of applied econometrics
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
International journal of finance & economics : IJFE
25
Journal of risk
25
Journal of financial econometrics
24
Journal of international money and finance
24
Quantitative finance
24
Applied financial economics
23
International journal of economics and financial issues : IJEFI
22
Journal of economic dynamics & control
20
Journal of time series econometrics
18
Review of quantitative finance and accounting
17
The journal of futures markets
17
Cogent economics & finance
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ECONIS (ZBW)
128
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1
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10
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128
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date (oldest first)
1
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
2
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:
3
Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation : evidence from DCC-MIDAS-X model
Liu, Han
;
Yang, Peng
;
He, Yongda
;
Oxley, Les
;
Guo, Pengwei
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558922
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
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:
6
Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Liu, Tao
;
Guan, Xinyue
;
Wei, Yigang
;
Xue, Shan
;
Xu, Liang
- In:
Energy economics
121
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014438458
Saved in:
7
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:
8
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
Saved in:
9
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:
10
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
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