//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of economics & finance : IREF"
~person:"McAleer, Michael"
~person:"Peng, Wei"
~person:"Ratti, Ronald A."
~subject:"ARCH model"
~subject:"Crude oil futures"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: ("Benzin" OR "Diesel" OR "Energiepreis") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Crude oil futures
Oil price
3
Ölpreis
3
ARCH-Modell
2
Erdgas
2
Natural gas
2
Volatility
2
Volatilität
2
Asymmetry
1
Biofuel
1
Biokraftstoff
1
Capital income
1
Commodity derivative
1
Conditional autoregressive value at risk
1
Day-night realized volatility
1
Day-night returns
1
Day-night volume
1
Erdgasmarkt
1
Erdöl
1
Estimation
1
Ethanol futures
1
Exchange rate
1
Forecast
1
Gas price
1
Gaspreis
1
Index futures
1
Index-Futures
1
Intra-day prices and returns
1
Kapitaleinkommen
1
Natural gas futures
1
Natural gas market
1
Natural gas price
1
Overnight risk
1
Petroleum
1
Preis
1
Price
1
Prognose
1
Risikomaß
1
Risk measure
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
McAleer, Michael
Peng, Wei
Ratti, Ronald A.
Wang, Lu
3
Chen, Wang
2
Hammoudeh, Shawkat
2
Malik, Farooq
2
Zhang, Yue-jun
2
Balcilar, Mehmet
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chang, Kuang-Liang
1
Chang, Ya-Kai
1
Chen, Carl R.
1
Chen, Yu-Lun
1
Das, Debojyoti
1
Ewing, Bradley T.
1
Feng, Lingbing
1
Gungor, Hasan
1
Guo, Feng
1
He, Ling-yun
1
Hong, Yanran
1
Hu, Shichao
1
Huang, Dengshi
1
Huang, Ying
1
Jiang, Gongyue
1
Kannadhasan, M.
1
Kumar, Dilip
1
Lee, Chingnun
1
Li, Pan
1
Li, Tao
1
Liang, Chao
1
Liu, Jing
1
Lucey, Brian M.
1
Ma, Feng
1
Ma, Xuekun
1
Moh, Wan Shin
1
Ndako, Umar Bida
1
Patra, Saswat
1
Peng, Lijuan
1
Peng, Yiqi
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Econometric Institute research papers
10
Working paper
6
Energy economics
2
Discussion paper / Tinbergen Institute
1
Finance research letters
1
Journal of risk and financial management : JRFM
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tinbergen Institute Discussion Paper 2018-052/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei
;
Hu, Shichao
;
Chen, Wang
;
Zeng, Yu-feng
;
Yang, Lu
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->