//--> //--> //--> //-->
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
~language:"eng"
~person:"Chevallier, Julien"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"ARCH-Modell"
~type:"article"
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: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Hedging
87
Theorie
59
Theory
59
Derivat
41
Derivative
41
Commodity derivative
40
Rohstoffderivat
40
Volatility
28
Volatilität
28
Welt
20
World
20
USA
18
United States
18
Oil price
17
Ölpreis
17
ARCH model
14
Estimation
13
Schätzung
13
Börsenkurs
12
Portfolio selection
12
Portfolio-Management
12
Share price
12
Capital income
11
Commodity market
11
Futures
11
Kapitaleinkommen
11
Rohstoffmarkt
11
Erdöl
8
Petroleum
8
Cointegration
7
Commodity exchange
7
Currency derivative
7
Kointegration
7
Warenbörse
7
Währungsderivat
7
Forecasting model
6
Prognoseverfahren
6
Aktienmarkt
5
CAPM
5
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
Author
All
Chevallier, Julien
Kerstan, Friedhelm
Lien, Da-hsiang Donald
Ma, Feng
39
Hammoudeh, Shawkat
16
Bouri, Elie
15
Wang, Yudong
15
Nguyen, Duc Khuong
14
Zhang, Yaojie
14
Wei, Yu
13
Serletis, Apostolos
12
Filis, George
11
Mensi, Walid
11
Kang, Sang Hoon
10
Degiannakis, Stavros
9
Guesmi, Khaled
9
McAleer, Michael
9
Ji, Qiang
8
Liang, Chao
8
Liu, Jing
8
Wang, Lu
8
Wen, Fenghua
8
Yoon, Seong-min
8
Huang, Dengshi
7
Lahiani, Amine
7
Lai, Yu-Sheng
7
Lee, Hsiang-Tai
7
Lu, Xinjie
7
Nonejad, Nima
7
Sadorsky, Perry A.
7
Chang, Chia-Lin
6
Choudhry, Taufiq
6
Floros, Christos
6
Gupta, Rangan
6
Kumar, Dilip
6
Lee, Hsiang-tai
6
Malik, Farooq
6
Salisu, Afees A.
6
Tiwari, Aviral Kumar
6
Wahab, M. I. M.
6
Wang, Jiqian
6
Yin, Libo
6
more ...
less ...
Published in...
All
Energy economics
4
The journal of futures markets
2
Applied economics
1
Applied economics letters
1
Applied financial economics
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of forecasting
1
Research in international business and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
5
On the conditional dependence structure between oil, gold and USD exchange rates : Nested copula based GJR-GARCH model
Bedoui, Rihab
;
Braiek, Sana
;
Guesmi, Khaled
; …
- In:
Energy economics
80
(
2019
),
pp. 876-889
Persistent link: https://www.econbiz.de/10012173742
Saved in:
6
Time-varying correlations in oil, gas and CO2 prices : an application using BEKK, CCC and DCC-MGARCH models
Chevallier, Julien
- In:
Applied economics
44
(
2012
)
31/33
,
pp. 4257-4274
Persistent link: https://www.econbiz.de/10009713497
Saved in:
7
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
8
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
9
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
10
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->