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~person:"Chen, Xiaodan"
~person:"Fan, Ying"
~person:"Hammoudeh, Shawkat"
~person:"Zhang, Yue-jun"
~subject:"ARCH-Modell"
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Search: subject_exact:"Mineralölmarkt"
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ARCH-Modell
Oil market
41
Ölmarkt
41
Oil price
27
Welt
27
World
27
Ölpreis
27
Volatility
19
Volatilität
19
ARCH model
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Chen, Xiaodan
Fan, Ying
Hammoudeh, Shawkat
Zhang, Yue-jun
Wang, Yudong
7
Wei, Yu
7
Ma, Feng
5
McAleer, Michael
5
Zhang, Yaojie
5
Serletis, Apostolos
4
Yoon, Seong-min
4
Dutta, Anupam
3
Ghorbel, Achraf
3
Lanza, Alessandro
3
Liang, Chao
3
Manera, Matteo
3
Molnár, Peter
3
Wang, Xunxiao
3
Wu, Chongfeng
3
Zhang, Bing
3
Abbes, Mouna Boujelbène
2
Balcilar, Mehmet
2
Bouazizi, Tarek
2
Boujelbene, Younes
2
Brunetti, Celso
2
Chang, Chia-Lin
2
Chen, Bo
2
Gilbert, Christopher L.
2
Gong, Xu
2
Gupta, Rangan
2
Harrison, Andre
2
Hasanov, Akram Shavkatovich
2
He, Mengxi
2
Ji, Qiang
2
Kočenda, Evžen
2
Kyritsis, Evangelos
2
Li, Xiafei
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Energy economics
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International review of economics & finance : IREF
2
Finance research letters
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of commodity markets
1
The energy journal
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ECONIS (ZBW)
11
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1
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
2
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
Saved in:
3
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
4
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Wei, Yu
;
Wang, Zhuo
;
Li, Dongxin
;
Chen, Xiaodan
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459840
Saved in:
5
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
6
Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
7
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
8
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
9
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
10
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
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