//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of forecasting"
~isPartOf:"Research in international business and finance"
~person:"Asai, Manabu"
~person:"Chevallier, Julien"
~person:"McGee, Robert W."
~subject:"Commodity derivative"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Commodity derivative
Volatility
7
Volatilität
7
Capital income
4
Kapitaleinkommen
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Oil price
3
Rohstoffderivat
3
Schätzung
3
Welt
3
World
3
Ölpreis
3
Börsenkurs
2
Commodities
2
Commodity market
2
Correlation
2
Erdöl
2
Korrelation
2
Leverage effect
2
Petroleum
2
Rohstoffmarkt
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
ADCCX
1
Aktienmarkt
1
Asymmetry
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian model selection
1
Benzin
1
Capital market returns
1
Crude oil
1
Crude oil market
1
Dynamic conditional correlation
1
EGARCH
1
Estimation theory
1
Extreme value theory
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Asai, Manabu
Chevallier, Julien
McGee, Robert W.
Aboura, Sofiane
2
Ma, Feng
2
Abedin, Mohammad Zoynul
1
Aiube, Fernando Antônio Lucena
1
Alaoui, Abdelkader O. el
1
Asutay, Mehmet
1
Atukeren, Erdal
1
Bassil, Charbel
1
Ben Khediri, Karim
1
Bouteska, Ahmed
1
Charfeddine, Lanouar
1
Chatrath, Arjun
1
Chen, Langnan
1
Chenavaz, Régis
1
Chiarucci, Riccardo
1
Dragolea, Larisa Loredana
1
Elsayed, Ahmed
1
Fassas, Athanasios P.
1
Fernandez-Diaz, Jose M.
1
Fisher, Ben
1
Hamadi, Hassan
1
Hashim Jusoh
1
Hájek, Petr
1
Iuga, Iulia Cristina
1
Ji, Qiang
1
Jin, Xiaoye
1
Korkmaz, Turhan
1
Koulis, Alexandros
1
Kočenda, Evžen
1
Laurini, Márcio Poletti
1
Li, Yi
1
Li, Ziyang
1
Liu, Jing
1
Loffredo, Maria I.
1
Lu, Xinjie
1
Luo, Jiawen
1
Marfatia, Hardik A.
1
Mauad, Roberto Baltieri
1
Miao, Hong
1
more ...
less ...
Published in...
All
Journal of forecasting
Research in international business and finance
Energy economics
4
Applied economics letters
2
The energy journal
2
International journal of forecasting
1
International review of applied economics
1
Managerial finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
2
Spikes and crashes in the oil market
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
36
(
2016
),
pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
Saved in:
3
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->