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Search: subject:"conditional heteroskedasticity"
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259
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218
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ECONIS (ZBW)
259
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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
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
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:
5
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:
6
Time-varying jump intensity and volatility forecasting of crude oil returns
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
7
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:
8
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:
9
Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market : the case of the Italian electricity market
Lisi, Francesco
;
Grossi, Luigi
;
Quaglia, Federico
- In:
Energy economics
121
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014438462
Saved in:
10
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
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