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~language:"eng"
~person:"Bouri, Elie"
~person:"Chevallier, Julien"
~person:"Dark, Jonathan"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"ARCH-Modell"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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ARCH-Modell
Hedging
121
Theorie
68
Theory
68
Commodity derivative
65
Rohstoffderivat
65
Volatility
62
Volatilität
62
Derivat
45
Derivative
45
Welt
45
World
45
Oil price
42
Ölpreis
42
ARCH model
36
Estimation
30
Schätzung
30
Portfolio selection
28
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28
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25
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25
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19
Erdöl
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Petroleum
17
Cointegration
16
Kointegration
16
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12
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11
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11
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Bouri, Elie
Chevallier, Julien
Dark, Jonathan
Kerstan, Friedhelm
Lien, Da-hsiang Donald
McAleer, Michael
42
Ma, Feng
36
Chang, Chia-Lin
34
Hammoudeh, Shawkat
17
Nguyen, Duc Khuong
15
Wei, Yu
14
Gupta, Rangan
13
Ji, Qiang
13
Manera, Matteo
13
Serletis, Apostolos
13
Wang, Yudong
13
Zhang, Yaojie
12
Filis, George
11
Mensi, Walid
11
Zagaglia, Paolo
11
Kang, Sang Hoon
10
Tansuchat, Roengchai
10
Guesmi, Khaled
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Degiannakis, Stavros
8
Liu, Jing
8
Salisu, Afees A.
8
Wen, Fenghua
8
Yoon, Seong-min
8
Elder, John
7
Kočenda, Evžen
7
Lahiani, Amine
7
Lai, Yu-Sheng
7
Lee, Hsiang-Tai
7
Liang, Chao
7
Lu, Xinjie
7
Nonejad, Nima
7
Sadorsky, Perry A.
7
Chen, Chi-chung
6
Choudhry, Taufiq
6
Floros, Christos
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Energy economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
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2
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2
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2
The journal of futures markets
2
Applied economics letters
1
Applied financial economics
1
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1
Department of Economics working paper series
1
Economia politica : journal of analytical and institutional economics
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Financial modeling and risk management of energy and environmental instruments and derivates
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International review of economics & finance : IREF
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Journal of commodity markets
1
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
36
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1
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
2
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
3
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
4
Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Yousaf, Imran
;
Ali, Shoaib
;
Bouri, Elie
;
Saeed, Tareq
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1913-1934
Persistent link: https://www.econbiz.de/10014381000
Saved in:
5
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
6
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
7
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
8
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
9
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
10
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
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