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~isPartOf:"Energy economics"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Ölpreis"
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ARCH-Modell
Börsenkurs
Ölpreis
Volatility
650
Volatilität
650
Oil price
464
Welt
274
World
274
ARCH model
235
Estimation
233
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233
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232
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227
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175
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584
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Ma, Feng
18
Hammoudeh, Shawkat
17
Tiwari, Aviral Kumar
17
Gupta, Rangan
14
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11
Bouri, Elie
10
Wei, Yu
10
Yoon, Seong-min
10
Demirer, Rıza
9
Kang, Sang Hoon
9
Sadorsky, Perry A.
9
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8
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8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Mensi, Walid
7
Dai, Zhifeng
6
Gong, Xu
6
Lee, Chien-chiang
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Dutta, Anupam
5
Filis, George
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Lin, Boqiang
5
Lucey, Brian M.
5
Manera, Matteo
5
Mignon, Valérie
5
Naeem, Muhammad Abubakr
5
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5
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Sitara Karim
5
Wang, Shouyang
5
Yin, Libo
5
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4
Caporin, Massimiliano
4
Chevallier, Julien
4
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4
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Energy economics
Finance research letters
376
International review of financial analysis
256
International Journal of Energy Economics and Policy : IJEEP
239
Economic modelling
226
The North American journal of economics and finance : a journal of financial economics studies
225
Applied economics
223
International review of economics & finance : IREF
210
Research in international business and finance
199
Journal of banking & finance
174
Journal of empirical finance
166
Applied economics letters
157
Journal of international financial markets, institutions & money
153
NBER working paper series
150
Applied financial economics
144
The journal of futures markets
138
Working paper / National Bureau of Economic Research, Inc.
138
Journal of risk and financial management : JRFM
124
Journal of econometrics
120
Working paper
119
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
116
Economics letters
109
NBER Working Paper
107
The European journal of finance
98
Pacific-Basin finance journal
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
87
International journal of finance & economics : IJFE
87
CESifo working papers
86
Journal of financial economics
84
Discussion paper / Tinbergen Institute
83
International journal of economics and financial issues : IJEFI
83
International journal of forecasting
82
Journal of international money and finance
82
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81
Cogent economics & finance
77
Review of quantitative finance and accounting
72
International journal of economics and finance
70
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
69
The empirical economics letters : a monthly international journal of economics
67
Finance India : the quarterly journal of Indian Institute of Finance
63
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ECONIS (ZBW)
584
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1
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
2
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
Saved in:
3
Option prices and implied
volatility
in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
4
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
5
Oil price uncertainty and US employment growth
Koirala, Niraj Prasad
;
Ma, Xiaohan
- In:
Energy economics
91
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012518646
Saved in:
6
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and
cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
7
Price and
volatility
dynamics between electricity and fuel costs : some evidence for Spain
Furió, Dolores
;
Chuliá, Helena
- In:
Energy economics
34
(
2012
)
6
,
pp. 2058-2065
Persistent link: https://www.econbiz.de/10009688881
Saved in:
8
Effects of oil price shocks on the stock market performance : do nature of shocks and economies matter?
Thai-Ha Le
;
Youngho, Chang
- In:
Energy economics
51
(
2015
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011564841
Saved in:
9
The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen
;
Lee, Chien-chiang
;
Zeng, Jhih-hong
- In:
Energy economics
43
(
2014
),
pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
Saved in:
10
Linkages between the international crude oil market and the Chinese stock market : a BEKK-GARCH-AFD approach
Xie, Qiwei
;
Liu, Ranran
;
Qian, Tao
;
Li, Jingyu
- In:
Energy economics
102
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013162150
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