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~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of commodity markets"
~language:"eng"
~subject:"Oil price"
~subject:"Schätztheorie"
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Search: subject_exact:"ARCH-Modell"
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Oil price
Schätztheorie
ARCH model
60
ARCH-Modell
60
Volatility
42
Volatilität
42
Estimation
22
Schätzung
22
Capital income
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Abakah, Emmanuel Joel Aikins
1
Azimi, Mohammad Naim
1
Chatziantoniou, Ioannis
1
Chen, Lu-Jui
1
Cuñado Eizaguirre, Juncal
1
Demiralay, Sercan
1
Gabauer, David
1
Gencer, Hatice Gaye
1
Hailemariam, Abebe
1
Hammoudeh, Shawkat
1
Hardik, Marfatia
1
Hsu, Yuan-Teng
1
Imarhiagbe, Samuel
1
Ivanovski, Kris
1
Jena, Sangram Keshari
1
Kihoro, John M.
1
Liu, Hung-Chun
1
Liu, Jiashun
1
Marreh, Sambujang
1
Olubusoye, Olusanya E.
1
Osmer, Eric
1
Perez de Gracia, Fernando
1
Rice, Gregory
1
Shahidzada, Seyed Farhad
1
Tiwari, Aviral Kumar
1
Tuysuz, Sukriye
1
Wang, Jying-Nan
1
Wirjanto, Tony S.
1
Zhao, Yuqian
1
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International journal of economics and finance
Journal of commodity markets
Energy economics
168
Journal of econometrics
50
International Journal of Energy Economics and Policy : IJEEP
41
Finance research letters
37
Economic modelling
36
Econometric theory
35
Applied economics
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Economics letters
23
International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
21
Discussion paper / Tinbergen Institute
20
International journal of forecasting
19
Journal of empirical finance
19
Journal of forecasting
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International review of financial analysis
17
Econometric reviews
16
Journal of risk
14
The econometrics journal
14
Applied economics letters
13
Econometric Institute research papers
13
CREATES research paper
12
Journal of risk and financial management : JRFM
12
Research in international business and finance
12
The energy journal
12
International journal of economics and financial issues : IJEFI
11
International journal of finance & economics : IJFE
11
Journal of banking & finance
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of time series econometrics
11
Working paper
10
CORE discussion papers : DP
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Computational economics
8
Econometrics : open access journal
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Journal of international financial markets, institutions & money
8
The journal of risk model validation
8
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ECONIS (ZBW)
11
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1
Exploring volatility of crude oil intraday return curves : a functional GARCH-X model
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014495589
Saved in:
2
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
3
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
4
Forecasting the dynamic relationship between crude oil and stock prices since the 19th century
Ivanovski, Kris
;
Hailemariam, Abebe
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013392386
Saved in:
5
A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
6
Analyzing the downside risk of exchange-traded funds : do the volatility estimators matter?
Wang, Jying-Nan
;
Chen, Lu-Jui
;
Liu, Hung-Chun
;
Hsu, …
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10011422541
Saved in:
7
Examining the impact of crude oil price on external reserves : evidence from Nigeria
Imarhiagbe, Samuel
- In:
International journal of economics and finance
7
(
2015
)
5
,
pp. 13-21
Persistent link: https://www.econbiz.de/10010528324
Saved in:
8
The persistency of correlation between currency futures : a macro perspective
Zheng, Yao
;
Osmer, Eric
;
Liu, Jiashun
- In:
International journal of economics and finance
6
(
2014
)
5
,
pp. 17-25
Persistent link: https://www.econbiz.de/10010363601
Saved in:
9
Shock and volatility spillovers between oil prices and Turkish sector returns
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
International journal of economics and finance
6
(
2014
)
2
,
pp. 174-180
Persistent link: https://www.econbiz.de/10010257642
Saved in:
10
Modeling volatility in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang
;
Olubusoye, Olusanya E.
;
Kihoro, John M.
- In:
International journal of economics and finance
6
(
2014
)
10
,
pp. 118-128
Persistent link: https://www.econbiz.de/10010422149
Saved in:
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