//--> //--> //-->
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
~person:"Bouri, Elie"
~person:"Rombouts, Jeroen V. K."
~person:"Zakoïan, Jean-Michel"
~subject:"Oil price"
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: subject_exact:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Oil price
ARCH model
113
ARCH-Modell
113
Volatility
51
Volatilität
51
Theorie
37
Theory
37
Estimation
29
Schätzung
29
Estimation theory
27
Schätztheorie
27
Time series analysis
21
Zeitreihenanalyse
21
Börsenkurs
20
Share price
20
Forecasting model
19
Prognoseverfahren
19
Aktienmarkt
18
Stock market
18
Welt
18
World
18
Capital income
17
Kapitaleinkommen
17
Risikomaß
15
Risk measure
15
Spillover effect
13
Spillover-Effekt
13
Bayes-Statistik
12
Bayesian inference
12
Multivariate Analyse
12
Multivariate analysis
12
Bitcoin
10
Ölpreis
10
Markov chain
9
Markov-Kette
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Virtual currency
9
Virtuelle Währung
9
Portfolio selection
8
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Aufsatz im Buch
1
Book section
1
Language
All
English
10
Author
All
Bouri, Elie
Rombouts, Jeroen V. K.
Zakoïan, Jean-Michel
Ma, Feng
33
McAleer, Michael
29
Chang, Chia-Lin
24
Wang, Yudong
13
Hammoudeh, Shawkat
12
Serletis, Apostolos
12
Wei, Yu
12
Zhang, Yaojie
12
Filis, George
11
Ji, Qiang
11
Gupta, Rangan
9
Mensi, Walid
9
Nguyen, Duc Khuong
9
Tansuchat, Roengchai
8
Degiannakis, Stavros
7
Elder, John
7
Liang, Chao
7
Liu, Jing
7
Nonejad, Nima
7
Roengchai Tansuchat
7
Salisu, Afees A.
7
Zagaglia, Paolo
7
Chen, Chi-chung
6
Kang, Sang Hoon
6
Lu, Xinjie
6
Marzo, Massimiliano
6
Sadorsky, Perry A.
6
Wahab, M. I. M.
6
Wen, Fenghua
6
Yoon, Seong-min
6
Zhang, Yue-jun
6
Al-Maadid, Alanoud
5
Chen, Ping-yu
5
Chen, Wang
5
Chevallier, Julien
5
Dutta, Anupam
5
Gong, Xu
5
Guesmi, Khaled
5
Huang, Dengshi
5
more ...
less ...
Published in...
All
Energy economics
6
Economia politica : journal of analytical and institutional economics
1
Economic research
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Journal of forecasting
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
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:
7
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:
8
On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters
Bouri, Elie
;
Demirer, Rıza
- In:
Economia politica : journal of analytical and …
33
(
2016
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10011637703
Saved in:
9
The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
Saved in:
10
Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie
- In:
Energy economics
51
(
2015
),
pp. 590-598
Persistent link: https://www.econbiz.de/10011565043
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->