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~isPartOf:"Energy economics"
~subject:"Spillover effect"
~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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Spillover effect
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
Estimation
67
Schätzung
67
Spillover-Effekt
52
Börsenkurs
46
Share price
46
Stock market
46
Aktienmarkt
45
Capital income
42
Kapitaleinkommen
42
Erdöl
37
Petroleum
37
Oil market
36
Ölmarkt
35
Zeitreihenanalyse
29
Risikomaß
28
Risk measure
28
Volatility forecasting
28
Energiemarkt
24
Energy market
24
GARCH
23
Risk
21
Theory
21
Crude oil
20
Hedging
20
Risiko
20
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2
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Article
147
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Article in journal
Sammlung
Aufsatz in Zeitschrift
147
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English
147
Author
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Ma, Feng
7
Hammoudeh, Shawkat
6
Bouri, Elie
5
Wang, Yudong
5
Yoon, Seong-min
5
Nguyen, Duc Khuong
4
Wei, Yu
4
Gong, Xu
3
Ji, Qiang
3
Kang, Sang Hoon
3
Klein, Tony
3
Lin, Boqiang
3
Sadorsky, Perry A.
3
Uddin, Mohammed Gazi Salah
3
Wang, Xunxiao
3
Wen, Fenghua
3
Zhang, Yue-jun
3
Abakah, Emmanuel Joel Aikins
2
Arouri, Mohamed
2
Baum, Christopher F.
2
Boubaker, Sabri
2
Chang, Chia-Lin
2
Chevallier, Julien
2
Cifarelli, Giulio
2
Dimpfl, Thomas
2
Fan, Ying
2
Filis, George
2
Gasbarro, Dominic
2
Hasanov, Akram Shavkatovich
2
Hassan, Kamrul
2
Hoque, Ariful
2
Lee, Chien-chiang
2
Li, Xiafei
2
Liang, Chao
2
Liao, Yin
2
Liu, Jing
2
Lu, Xinjie
2
Luo, Jiawen
2
McAleer, Michael
2
Mensi, Walid
2
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Energy economics
Finance research letters
106
Economic modelling
86
Journal of empirical finance
84
Journal of econometrics
81
Applied economics
79
International review of financial analysis
79
The North American journal of economics and finance : a journal of financial economics studies
73
Research in international business and finance
72
International review of economics & finance : IREF
70
International journal of forecasting
66
Economics letters
58
Journal of banking & finance
54
Journal of risk and financial management : JRFM
54
Journal of forecasting
53
Journal of international financial markets, institutions & money
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Econometric theory
41
The European journal of finance
41
International Journal of Energy Economics and Policy : IJEEP
40
Applied economics letters
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Econometric reviews
35
International journal of finance & economics : IJFE
30
The econometrics journal
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Journal of applied econometrics
27
Applied financial economics
26
Computational economics
26
Journal of financial econometrics
24
Journal of international money and finance
24
Quantitative finance
24
Journal of risk
23
International journal of economics and financial issues : IJEFI
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Cogent economics & finance
20
Journal of economic dynamics & control
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
International Journal of Financial Studies : open access journal
18
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ECONIS (ZBW)
147
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1
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10
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147
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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
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:
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
Research on tail risk contagion in international energy markets : the quantile time-frequency volatility spillover perspective
Gong, Xiao-Li
;
Zhao, Min
;
Wu, Zhuo-Cheng
;
Jia, Kai-Wen
; …
- In:
Energy economics
121
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014438765
Saved in:
7
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
8
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:
9
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:
10
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
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