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~isPartOf:"Energy economics"
~isPartOf:"Journal of financial economics"
~subject:"Anlageverhalten"
~subject:"United States"
~subject:"Volatility"
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Anlageverhalten
United States
Volatility
Theorie
1,921
Theory
1,921
Börsenkurs
814
Share price
750
Volatilität
390
USA
378
Capital income
370
Kapitaleinkommen
370
Estimation
338
Schätzung
338
Oil price
318
Ölpreis
318
Forecasting model
296
Prognoseverfahren
296
Welt
251
World
251
Time series analysis
243
Zeitreihenanalyse
242
CAPM
233
Elektrizitätswirtschaft
231
Electric power industry
229
Greenhouse gas emissions
199
Treibhausgas-Emissionen
199
Prognose
179
Forecast
176
Risk
173
Risiko
169
Portfolio selection
167
Portfolio-Management
167
Aktienmarkt
161
Stock market
161
Electricity price
152
Strompreis
152
Risikoprämie
147
Risk premium
147
Energiekonsum
127
Energy consumption
127
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Undetermined
379
Free
5
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Article
815
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
814
Aufsatz in Zeitschrift
814
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
Case study
1
Conference proceedings
1
Fallstudie
1
Konferenzschrift
1
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English
816
Author
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Tiwari, Aviral Kumar
9
Gupta, Rangan
8
Hong, Harrison G.
8
Ma, Feng
8
Wang, Yudong
8
Hirshleifer, David
6
Ji, Qiang
6
Richardson, Matthew
6
Stulz, René M.
6
Barclay, Michael J.
5
Hammoudeh, Shawkat
5
Kothari, S. P.
5
Longstaff, Francis A.
5
Shleifer, Andrei
5
Walkling, Ralph A.
5
Wei, Yu
5
Arouri, Mohamed
4
Balcilar, Mehmet
4
Bouri, Elie
4
Campbell, John Y.
4
Chevallier, Julien
4
Demirer, Rıza
4
Ferson, Wayne E.
4
Greenwood, Robin
4
Harvey, Campbell R.
4
Lang, Larry H. P.
4
Lu, Xinjie
4
Moskowitz, Tobias J.
4
Nguyen, Duc Khuong
4
Stein, Jeremy C.
4
Subrahmanyam, Avanidhar
4
Warner, Jerold B.
4
Wen, Fenghua
4
Wohar, Mark E.
4
Yoon, Seong-min
4
Yuan, Yu
4
Zhang, Dayong
4
Awartani, Basel
3
Aït-Sahalia, Yacine
3
Bali, Turan G.
3
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Energy economics
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
1,914
The journal of finance : the journal of the American Finance Association
590
Discussion paper / Centre for Economic Policy Research
587
NBER working paper series
528
Finance research letters
515
Journal of banking & finance
507
The review of financial studies
478
Applied economics
444
Economics letters
419
Working paper
392
The American economic review
379
International review of financial analysis
377
European journal of operational research : EJOR
371
Journal of econometrics
371
NBER Working Paper
365
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
359
Journal of financial and quantitative analysis : JFQA
324
International review of economics & finance : IREF
315
The journal of futures markets
311
Applied economics letters
306
The review of economics and statistics
298
Economic modelling
296
Journal of empirical finance
285
CESifo working papers
280
American journal of agricultural economics
278
Journal of monetary economics
271
The North American journal of economics and finance : a journal of financial economics studies
259
Journal of economic dynamics & control
249
Finance and economics discussion series
247
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
242
Discussion paper / Tinbergen Institute
239
Journal of money, credit and banking : JMCB
219
Applied financial economics
217
Discussion paper series / IZA
215
Journal of political economy
215
Computers & operations research : and their applications to problems of world concern ; an international journal
211
International journal of forecasting
210
Pacific-Basin finance journal
205
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ECONIS (ZBW)
816
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816
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1
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 178-212
Persistent link: https://www.econbiz.de/10003546307
Saved in:
2
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
3
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Saved in:
4
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
5
No news is good news : an asymmetric model of changing volatility in stock returns
Campbell, John Y.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 281-318
Persistent link: https://www.econbiz.de/10001131966
Saved in:
6
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
7
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
8
Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM : how important is carbon emission trading?
Ouyang, Zisheng
;
Lu, Min
;
Lai, Yongzeng
- In:
Energy economics
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015072635
Saved in:
9
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
10
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
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