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~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
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Volatility
Estimation
1,456
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361
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327
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327
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269
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Ma, Feng
7
Bouri, Elie
6
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Tiwari, Aviral Kumar
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5
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5
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Xuan Vinh Vo
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4
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4
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4
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3
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3
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3
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3
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3
Dutta, Anupam
3
Feng, Jiabao
3
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2
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2
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2
Chatrath, Arjun
2
Chevallier, Julien
2
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2
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Applied financial economics
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International review of economics & finance : IREF
Finance research letters
138
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131
Applied economics
130
Economic modelling
121
International review of financial analysis
111
The North American journal of economics and finance : a journal of financial economics studies
102
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88
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87
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59
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ECONIS (ZBW)
361
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1
Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan
;
Wagner, Andreas
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
3
Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang
;
Wu, Haifeng
;
Ma, Yu
- In:
Energy economics
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
Saved in:
4
Using nonparametric copulas to measure crude oil price co-movements
Ho, Anson T. Y.
;
Huynh, Kim P.
;
Jacho-Chávez, David Tomás
- In:
Energy economics
82
(
2019
),
pp. 211-223
Persistent link: https://www.econbiz.de/10012173921
Saved in:
5
Heterogeneous effects of oil price fluctuations : evidence from a nonparametric panel data model in Canada
Moghaddam, Mohsen Bakhshi
;
Lloyd-Ellis, Huw
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349894
Saved in:
6
Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
Saved in:
7
The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
Saved in:
8
What happens to the relationship between EU allowances prices and stock market indices in
Europe
?
Jiménez-Rodríguez, Rebeca
- In:
Energy economics
81
(
2019
),
pp. 13-24
Persistent link: https://www.econbiz.de/10012172620
Saved in:
9
A new approach for crude oil price analysis based on empirical mode decomposition
Zhang, Xun
;
Lai, K. K.
;
Wang, Shouyang
- In:
Energy economics
30
(
2008
)
3
,
pp. 905-918
Persistent link: https://www.econbiz.de/10003744757
Saved in:
10
Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
Awartani, Basel
;
Maghyereh, Aktham I.
- In:
Energy economics
36
(
2013
),
pp. 28-42
Persistent link: https://www.econbiz.de/10009724768
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