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~subject:"ARCH-Modell"
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ARCH-Modell
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49
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ECONIS (ZBW)
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51
Modeling realized volatility on the Spanish intra-day electricity market
Ciarreta, Aitor
;
Zarraga, Ainhoa
- In:
Energy economics
58
(
2016
),
pp. 152-163
Persistent link: https://www.econbiz.de/10011698860
Saved in:
52
The informational content of inventory announcements : intraday evidence from crude oil futures market
Ye, Shiyu
;
Karali, Berna
- In:
Energy economics
59
(
2016
),
pp. 349-364
Persistent link: https://www.econbiz.de/10011699677
Saved in:
53
Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
Wen, Fenghua
;
Gong, Xu
;
Cai, Shenghua
- In:
Energy economics
59
(
2016
),
pp. 400-413
Persistent link: https://www.econbiz.de/10011699710
Saved in:
54
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
55
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
56
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
57
Does oil price uncertainty affect corporate innovation?
Amin, Md. Ruhul
;
Wang, Xinyu
;
Aktas, Elvan
- In:
Energy economics
118
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014247717
Saved in:
58
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
Saved in:
59
Revisiting value-at-risk and expected shortfall in oil markets under structural breaks : the role of fat-tailed distributions
Patra, Saswat
- In:
Energy economics
101
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013161743
Saved in:
60
Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa
;
Karamti, Chiraz
- In:
Energy economics
102
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
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