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~isPartOf:"Energy economics"
~subject:"Geldpolitik"
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Geldpolitik
Volatilität
VAR
26
VAR model
24
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24
Oil price
16
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16
Egypt
15
Ägypten
15
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Abuzayed, Bana
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Afonso, António
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Ahmed, Abdullahi Dahir
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Al-Fayoumi, Nedal
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Aloui, Riadh
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Andrada Félix, Julián
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Baum, Christopher F.
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Charfeddine, Lanouar
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Chen, Liyuan
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Du, Limin
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Guo, Yawei
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He, Yanan
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Huo, Rui
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Kabir, Humayun
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Reitz, Stefan
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Applied economics
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Discussion paper / Tinbergen Institute
17
Working paper series / European Central Bank
16
Working paper
14
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
11
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Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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12
Fear connectedness among asset classes
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Applied economics
50
(
2018
)
39
,
pp. 4234-4249
Persistent link: https://www.econbiz.de/10012060721
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13
Risk spillover of international crude oil to China's firms : evidence from granger causality across quantile
Peng, Cheng
;
Zhu, Huiming
;
Guo, Yawei
;
Chen, Xiuyun
- In:
Energy economics
72
(
2018
),
pp. 188-199
Persistent link: https://www.econbiz.de/10011972302
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14
Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach
Uddin, Mohammed Gazi Salah
;
Rahman, Md Lutfur
;
Shahzad, …
- In:
Energy economics
73
(
2018
),
pp. 108-121
Persistent link: https://www.econbiz.de/10011972559
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15
Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
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16
Long range dependence in an emerging stock market's sectors : volatility modelling and
VaR
forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
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17
Alternative monetary policies and renewable energy stock returns
Gordo, Natali
;
Hunt, Alistair
;
Morley, Bruce
- In:
Energy economics
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015046925
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