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~subject:"Volatility"
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Search: subject_exact:"ARCH model"
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Volatility
ARCH model
267
ARCH-Modell
267
Volatilität
226
Oil price
166
Ölpreis
166
Welt
87
World
87
Commodity derivative
84
Rohstoffderivat
84
Forecasting model
76
Prognoseverfahren
76
Estimation
70
Schätzung
70
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55
Spillover-Effekt
55
Börsenkurs
49
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38
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36
Time series analysis
30
Volatility forecasting
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Zeitreihenanalyse
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Risikomaß
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Risk measure
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Energiemarkt
24
Energy market
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GARCH
23
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China
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226
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Ma, Feng
16
Bouri, Elie
8
Hammoudeh, Shawkat
7
Yoon, Seong-min
7
Wang, Yudong
6
Wei, Yu
6
Zhang, Yaojie
6
Tiwari, Aviral Kumar
5
Gong, Xu
4
Hasanov, Akram Shavkatovich
4
Huang, Dengshi
4
Liang, Chao
4
Lin, Boqiang
4
Nguyen, Duc Khuong
4
Sadorsky, Perry A.
4
Serletis, Apostolos
4
Uddin, Mohammed Gazi Salah
4
Wen, Fenghua
4
Baum, Christopher F.
3
Chang, Chia-Lin
3
Chevallier, Julien
3
Ciarreta, Aitor
3
Elder, John
3
Ji, Qiang
3
Kang, Sang Hoon
3
Klein, Tony
3
Lai, Xiaodong
3
Liu, Jing
3
Lu, Xinjie
3
McAleer, Michael
3
Mensi, Walid
3
Rahman, Sajjadur
3
Wang, Jiqian
3
Wang, Lu
3
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3
Wu, Chongfeng
3
Zarraga, Ainhoa
3
Zerilli, Paola
3
Zhang, Bing
3
Abakah, Emmanuel Joel Aikins
2
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Energy economics
Finance research letters
152
International review of financial analysis
110
Economic modelling
108
Applied economics
106
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Journal of empirical finance
93
Research in international business and finance
91
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
The European journal of finance
42
The journal of futures markets
42
Econometric Institute research papers
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Working paper
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Journal of financial econometrics
25
Quantitative finance
25
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ECONIS (ZBW)
226
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226
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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
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Guan, Bo
;
Lu, Wenna
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
4
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:
5
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:
6
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
7
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:
8
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
9
Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility : identifying moderators, hedgers and shoc...
Shahbaz, Muhammad
;
Sheikh, Umaid A.
;
Tabash, Mosab I.
; …
- In:
Energy economics
136
(
2024
),
pp. 1-31
Persistent link: https://www.econbiz.de/10015046920
Saved in:
10
More is better? : the impact of predictor choice on the INE oil futures volatility forecasting
Fu, Tong
;
Huang, Dasen
;
Feng, Lingbing
;
Tang, Xiaoping
- In:
Energy economics
134
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015047115
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