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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Quantitative finance"
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Search: subject:"Volatilität"
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Volatility
452
Volatilität
452
Oil price
125
Ölpreis
125
Börsenkurs
120
Share price
120
Stochastic process
117
Stochastischer Prozess
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Hawaldar, Iqbal Thonse
6
Adam, Pasrun
4
Escobar, Marcos
4
Meher, Bharat Kumar
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Qabhobho, Thobekile
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Rosenbaum, Mathieu
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Sornette, Didier
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Alexandri, Mohammad Benny
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Babu, Manivannan
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Härdle, Wolfgang
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Indhumathi, G.
3
Jacquier, Antoine
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Kienitz, Jörg
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Sathya, J.
3
Supriyanto
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Tanattrin Bunnag
3
Wehrli, Alexander
3
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2
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International Journal of Energy Economics and Policy : IJEEP
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Quantitative finance
Energy economics
598
Finance research letters
514
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
374
The journal of futures markets
354
Economic modelling
337
International review of economics & finance : IREF
337
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
319
Applied financial economics
265
Journal of empirical finance
259
Applied economics letters
257
Research in international business and finance
253
Economics letters
247
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
148
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
130
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
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ECONIS (ZBW)
452
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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
Nigeria's volatile oil revenue : is there a cause for concern?
Ogunjumo, Rotimi Ayoade
;
Musa, Nuhu
;
Adama, Ibrahim
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 299-303
Persistent link: https://www.econbiz.de/10014496220
Saved in:
4
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:
5
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Saved in:
6
Crude oil prices and the Egyptian economy evidence from the stock market
Bataineh, Khaled
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 383-392
Persistent link: https://www.econbiz.de/10014486442
Saved in:
7
The effects of geopolitical risks on oil price volatility
Loc Dong Truong
;
Nhien Tuyet Doan
;
Nguyen Thi Kim Anh
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 427-432
Persistent link: https://www.econbiz.de/10014492208
Saved in:
8
Time frequency and co-movements between global economic policy uncertainty, precious metals and agricultural prices : a wavelet coherence analysis and bootstrap rolling window gran...
El Abed, Riadh
;
Hamouda, Abderrazek Ben
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 546-561
Persistent link: https://www.econbiz.de/10014496867
Saved in:
9
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
10
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
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