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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"OPEC review : energy economics and related issues"
~subject:"ARCH model"
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ARCH model
Oil price
101
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101
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36
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32
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32
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21
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International journal of finance & economics : IJFE
Macroeconomic dynamics
OPEC review : energy economics and related issues
Energy economics
161
International Journal of Energy Economics and Policy : IJEEP
36
Economic modelling
27
Finance research letters
27
International review of economics & finance : IREF
20
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International review of financial analysis
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The energy journal
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International journal of forecasting
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6
Emerging markets, finance and trade : EMFT
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Journal of international financial markets, institutions & money
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OPEC energy review
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The empirical economics letters : a monthly international journal of economics
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Eurasian economic review : a journal in applied macroeconomics and finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of economics and finance
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International journal of energy sector management
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Journal of economics and finance : JEF
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ECONIS (ZBW)
15
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1
Oil price uncertainty and the relation to tanker shipping
Pouliasis, Panos K.
;
Bentsos, Christos
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2472-2494
Persistent link: https://www.econbiz.de/10014533431
Saved in:
2
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
3
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
4
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
5
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
6
The role of intermediary capital risk in predicting oil volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
Saved in:
7
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
8
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
9
150 years of the oil price-macroeconomy relationship
Serletis, Apostolos
;
Mehmandosti, Elaheh Asadi
- In:
Macroeconomic dynamics
23
(
2019
)
3
,
pp. 1302-1311
Persistent link: https://www.econbiz.de/10012126896
Saved in:
10
Oil, uncertainty, and gasoline prices
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 546-561
Persistent link: https://www.econbiz.de/10011916647
Saved in:
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