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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
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ARCH-Modell
Volatility
434
Volatilität
434
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190
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163
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163
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162
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Sariannidis, Nikolaos
3
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Applied economics letters
International Journal of Energy Economics and Policy : IJEEP
Energy economics
233
Finance research letters
156
International review of financial analysis
110
Economic modelling
109
Applied economics
107
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Research in international business and finance
97
Journal of empirical finance
93
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
67
International journal of forecasting
64
Applied financial economics
60
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58
Economics letters
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55
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53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
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43
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42
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42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Econometric Institute research papers
40
Working paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Cogent economics & finance
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International journal of economics and financial issues : IJEFI
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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25
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ECONIS (ZBW)
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1
Volatility
spillovers in
electricity
markets : evidence from the United States
Pantos, Themistoclis
;
Polyzos, Stathis
;
Armenatzoglou, …
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 131-143
Persistent link: https://www.econbiz.de/10012384454
Saved in:
2
The impact of COVID-19 on price
volatility
of crude oil and natural gas listed on multi commodity exchange of India
Meher, Bharat Kumar
;
Hawaldar, Iqbal Thonse
;
Mohapatra, …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10012506479
Saved in:
3
A GARCH model to understand the
volatility
of the
electricity
spot price in Brazil
Leite, André Luis da Silva
;
Lima, Marcus Vinicius …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 332-338
Persistent link: https://www.econbiz.de/10014380829
Saved in:
4
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
Saved in:
5
Event-study
volatility
and bootstrapping : an international study
Essaddam, Naceur
;
Mnasri, Ayman
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 209-213
Persistent link: https://www.econbiz.de/10010481975
Saved in:
6
Dynamic correlations and
volatility
spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
7
Analysis of olive oil market
volatility
using the ARCH and GARCH techniques
Gontijo, Tiago Silveira
;
Rodrigues, Alexandre de Cássio
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
3
,
pp. 423-428
Persistent link: https://www.econbiz.de/10012497011
Saved in:
8
Crude oil price and exchange rate : an analysis of the asymmetric effect and
volatility
using the non linear autoregressive distributed lag and general autoregressive conditional h...
Saidi, La Ode
;
Aedy, Hasan
;
Saranani, Fajar
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 104-108
Persistent link: https://www.econbiz.de/10012435288
Saved in:
9
Forecasting
volatility
and value-at-risk for cryptocurrency using GARCH-type models : the role of the probability distribution
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Applied economics letters
31
(
2024
)
18
,
pp. 1907-1914
Persistent link: https://www.econbiz.de/10015084570
Saved in:
10
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
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