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~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of commodity markets"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
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Search: subject_exact:"ARCH-Modell"
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Oil price
Prognoseverfahren
Schätztheorie
ARCH model
60
ARCH-Modell
60
Volatility
42
Volatilität
42
Estimation
22
Schätzung
22
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forecasting
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Chen, Lu-Jui
2
Liu, Hung-Chun
2
Nikitopoulos, Christina Sklibosios
2
Wang, Jying-Nan
2
Abakah, Emmanuel Joel Aikins
1
Alfeus, Mesias
1
Azimi, Mohammad Naim
1
Chatziantoniou, Ioannis
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Cuñado Eizaguirre, Juncal
1
Demiralay, Sercan
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Marwan Mohammad Abu Orabi
1
Niu, Zibo
1
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1
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International journal of economics and finance
Journal of commodity markets
Energy economics
194
Finance research letters
90
International journal of forecasting
82
Journal of forecasting
76
Journal of econometrics
65
Economic modelling
57
Applied economics
56
The North American journal of economics and finance : a journal of financial economics studies
51
International review of financial analysis
48
International Journal of Energy Economics and Policy : IJEEP
47
International review of economics & finance : IREF
47
Journal of empirical finance
46
Econometric theory
35
Economics letters
34
Discussion paper / Tinbergen Institute
33
Applied economics letters
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of international financial markets, institutions & money
26
Journal of risk and financial management : JRFM
25
Research in international business and finance
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Econometric Institute research papers
23
Journal of banking & finance
23
Journal of risk
23
Econometric reviews
22
International journal of finance & economics : IJFE
22
The European journal of finance
21
Working paper
21
Computational economics
20
Applied financial economics
19
Department of Economics working paper series
19
Journal of financial econometrics
17
Quantitative finance
17
Working papers
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Risks : open access journal
15
The econometrics journal
15
Econometrics : open access journal
14
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ECONIS (ZBW)
24
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1
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
2
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:
3
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
4
The role of higher moments in predicting China's oil futures volatility : evidence from machine learning models
Zhang, Hongwei
;
Zhao, Xinyi
;
Gao, Wang
;
Niu, Zibo
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014495762
Saved in:
5
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:
6
The economic impact of daily volatility persistence on energy markets
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014426848
Saved in:
7
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
Han, Xuyuan
;
Liu, Zhenya
;
Wang, Shixuan
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013204443
Saved in:
8
Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
Saved in:
9
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:
10
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:
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