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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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ARCH-Modell
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151
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112
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48
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48
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47
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Russel, Edwin
4
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3
Azhar, Rialdi
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Babu, Manivannan
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Indhumathi, G.
3
Kesumah, Fajrin Satria Dwi
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1
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1
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1
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1
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International Journal of Energy Economics and Policy : IJEEP
Journal of financial econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
259
Finance research letters
191
Applied economics
163
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
133
International review of economics & finance : IREF
125
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
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113
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109
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107
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101
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96
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
74
The journal of futures markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
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Journal of international money and finance
46
International journal of economics and finance
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
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The econometrics journal
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Computational economics
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Pacific-Basin finance journal
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Cogent economics & finance
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Journal of applied econometrics
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ECONIS (ZBW)
151
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1
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
Saved in:
2
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
3
Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
4
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Cucuringu, Mihai
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
5
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
6
The volatility assessment of CO2 emissions in Uzbekistan : ARCH/GARCH models
Kuziboev, Bekhzod
;
Vysušilová, Petra
;
Salahodjaev, Raufhon
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014374840
Saved in:
7
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
8
Examining the volatility of conventional cryptocurrencies and sustainable cryptocurrency during Covid-19 : based on energy consumption
Anandhabalaji, V.
;
Babu, Manivannan
;
Gayathri, J.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 344-352
Persistent link: https://www.econbiz.de/10014434129
Saved in:
9
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
Saved in:
10
Pass-through effects of oil prices on LATAM emerging stocks before and during COVID-19 : an evidence from a Wavelet -VAR analysis
Gaytan, Jesus Cuauhtemoc Tellez
;
Rafiuddin, Aqila
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 529-543
Persistent link: https://www.econbiz.de/10014250921
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