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~isPartOf:"Research in international business and finance"
~subject:"Oil price"
~subject:"Wechselkurs"
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Search: subject_exact:"ARCH-Modell"
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Oil price
Wechselkurs
ARCH model
125
ARCH-Modell
125
Volatility
91
Volatilität
91
Aktienmarkt
47
Stock market
47
Börsenkurs
43
Share price
43
Capital income
38
Kapitaleinkommen
38
Estimation
33
Schätzung
33
Spillover effect
32
Spillover-Effekt
32
Welt
28
World
28
Correlation
23
Korrelation
23
Time series analysis
16
Zeitreihenanalyse
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Theorie
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Theory
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Financial crisis
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Finanzkrise
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Forecasting model
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GARCH
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Prognoseverfahren
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Emerging economies
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Virtual currency
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Virtuelle Währung
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Risikomaß
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Exchange rate
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Portfolio selection
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Ji, Qiang
2
Ahmad, Wasim
1
Atukeren, Erdal
1
Aydoğan, Berna
1
Baklaci, Hasan Fehmi
1
Barbedo, Claudio Henrique da Silveira
1
Belhassine, Olfa
1
Caporale, Guglielmo Maria
1
Dimitriou, Dimitrios
1
Ding, Qian
1
Ding, Zhihua
1
Eliza, Wu
1
Fan, Ying
1
Fernandez-Diaz, Jose M.
1
Guo, Yaoqi
1
Hammoudeh, Shawkat
1
Huang, Jianbai
1
Kao, Chung-Wei
1
Kenourgios, Dimitris
1
Khalfaoui, Rabeh
1
Klein, Tony
1
Klotzle, Marcelo Cabus
1
Korkmaz, Turhan
1
Kurita, Takamitsu
1
Liu, Pan
1
Liu, Zhenhua
1
Morley, Bruce
1
Papadamou, Stephanos
1
Pinto, Antônio Carlos Figueiredo
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Piontek, Krzysztof
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Power, Gabriel J.
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Sirimon Treepongkaruna
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Spagnolo, Fabio
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Spagnolo, Nicola
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Su, Fei
1
Suleman, Muhammad Tahir
1
Tarchella, Salma
1
Thu, Hien Pham
1
Vedenov, Dmitrij V.
1
Viola, Alessandra Pasqualina
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Research in international business and finance
Energy economics
159
Economic modelling
39
International Journal of Energy Economics and Policy : IJEEP
38
Finance research letters
30
Applied economics
25
International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
22
International review of financial analysis
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of international financial markets, institutions & money
18
Journal of forecasting
17
Applied financial economics
15
Journal of empirical finance
15
International journal of finance & economics : IJFE
14
Applied economics letters
13
Econometric Institute research papers
13
International journal of forecasting
12
The energy journal
12
Working paper
12
International journal of economics and finance
11
International journal of economics and financial issues : IJEFI
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Journal of international money and finance
11
CESifo working papers
9
Journal of risk and financial management : JRFM
9
The empirical economics letters : a monthly international journal of economics
9
CBN journal of applied statistics
8
Discussion paper / Tinbergen Institute
8
Cogent economics & finance
7
Economics letters
7
Macroeconomics and finance in emerging market economies
7
Economies : open access journal
6
Emerging markets, finance and trade : EMFT
6
Financial innovation : FIN
6
Global business review
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International journal of financial research
6
Journal of Asian economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Macroeconomic dynamics
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ECONIS (ZBW)
19
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
3
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
4
Volatility spillovers between WTI and Brent spot crude oil prices : an analysis of granger causality in variance patterns over time
Atukeren, Erdal
;
Çevik, Emrah İsmail
;
Korkmaz, Turhan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013267899
Saved in:
5
Conditional volatility persistence and volatility spillovers in the foreign exchange market
Su, Fei
- In:
Research in international business and finance
55
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013264608
Saved in:
6
Impact of stock market trading on currency market volatility spillovers
Baklaci, Hasan Fehmi
;
Aydoğan, Berna
;
Yelkenci, Tezer
- In:
Research in international business and finance
52
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012548558
Saved in:
7
Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors : a tale of two crises
Belhassine, Olfa
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012548919
Saved in:
8
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Research in international business and finance
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
Saved in:
9
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
10
Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach
Viola, Alessandra Pasqualina
;
Klotzle, Marcelo Cabus
; …
- In:
Research in international business and finance
47
(
2019
),
pp. 251-263
Persistent link: https://www.econbiz.de/10012135731
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