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Are Commodity Prices More Vola...
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Ölpreis
Volatility
41,071
Volatilität
40,802
Theorie
11,346
Theory
11,071
Schätzung
9,770
Börsenkurs
9,591
Estimation
9,548
Share price
9,452
Kapitaleinkommen
7,214
Capital income
7,187
ARCH-Modell
6,530
ARCH model
6,458
Welt
6,113
Aktienmarkt
6,010
World
5,971
Stock market
5,954
Wechselkurs
4,959
Exchange rate
4,860
USA
4,804
United States
4,639
Zeitreihenanalyse
4,445
Time series analysis
4,343
Prognoseverfahren
4,258
Forecasting model
4,198
Stochastischer Prozess
3,962
Optionspreistheorie
3,923
Stochastic process
3,891
Option pricing theory
3,863
Structural break
3,724
Strukturbruch
3,707
Rohstoffpreis
3,473
Commodity price
3,304
Oil price
2,670
volatility
2,657
Risk
2,654
Risiko
2,610
Spillover-Effekt
2,402
Spillover effect
2,374
Finanzmarkt
2,315
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Undetermined
1,162
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968
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1,917
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772
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1,869
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328
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327
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6
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5
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3
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3
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2
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1
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1
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2,669
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14
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2
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2
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1
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1
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Gupta, Rangan
54
Ma, Feng
42
Hammoudeh, Shawkat
35
McAleer, Michael
33
Ji, Qiang
31
Chang, Chia-Lin
29
Filis, George
26
Serletis, Apostolos
25
Tiwari, Aviral Kumar
25
Wang, Yudong
24
Wei, Yu
24
Bouri, Elie
23
Mensi, Walid
23
Manera, Matteo
21
Salisu, Afees A.
19
Degiannakis, Stavros
17
Zhang, Yaojie
16
Caporale, Guglielmo Maria
15
Elder, John
15
Shahzad, Syed Jawad Hussain
15
Wen, Fenghua
15
Yin, Libo
15
Baffes, John
14
Guesmi, Khaled
14
Kang, Sang Hoon
14
Kilian, Lutz
14
Pierdzioch, Christian
14
Ratti, Ronald A.
14
Zhu, Huiming
14
Spagnolo, Nicola
13
Demirer, Rıza
12
Dutta, Anupam
12
Kang, Wensheng
12
Lin, Boqiang
12
Nguyen, Duc Khuong
12
Peersman, Gert
12
Balcilar, Mehmet
11
Baumeister, Christiane
11
Lombardi, Marco J.
11
Nonejad, Nima
11
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National Bureau of Economic Research
9
Columbia University / Center on Global Energy Policy
1
Frankreich / Délégation à l'Aménagement du Territoire et à l'Action Régionale
1
Großbritannien / Office for Budget Responsibility
1
Kanada / Petroleum Resources Branch
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Royal Institute of International Affairs
1
School of Economics and Political Science <Sydney>
1
USA / Congress / House of Representatives / Committee on Interstate and Foreign Commerce / Subcommittee on Energy and Power
1
USA / Subcommittee on Energy Policy, Natural Resources and Regulatory Affairs
1
University of Canterbury / Dept. of Economics and Finance
1
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Energy economics
421
International Journal of Energy Economics and Policy : IJEEP
136
Finance research letters
62
Economic modelling
51
International review of economics & finance : IREF
49
Applied economics
41
The energy journal
40
International review of financial analysis
39
OPEC energy review
36
Research in international business and finance
34
The North American journal of economics and finance : a journal of financial economics studies
33
CESifo working papers
24
Working paper
24
International journal of finance & economics : IJFE
23
Applied economics letters
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
15
Journal of international money and finance
15
CAMA working paper series
14
Journal of international financial markets, institutions & money
14
Journal of commodity markets
13
The journal of futures markets
13
Cogent economics & finance
12
Economies : open access journal
12
Econometric Institute research papers
11
The empirical economics letters : a monthly international journal of economics
11
Department of Economics working paper series
10
Economics letters
10
IMF working papers
10
Journal of economics and finance : JEF
10
Macroeconomic dynamics
10
International journal of economics and finance
9
International journal of economics and financial issues : IJEFI
9
International journal of forecasting
9
Journal of banking & finance
9
Journal of forecasting
9
NBER working paper series
9
The North American journal of economics and finance : a journal of theory and practice
9
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ECONIS (ZBW)
2,665
EconStor
24
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1
Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan
;
Kean, Gbeada Josiane Seu Epse
;
Tsebe, …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
Saved in:
2
Period specific
volatility
spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
3
Stationarity changes in long-run energy commodity prices
Zaklan, Aleksandar
;
Abrell, Jan
;
Neumann, Anne
- In:
Energy economics
59
(
2016
),
pp. 96-103
Persistent link: https://www.econbiz.de/10011699492
Saved in:
4
Crude oil market and global financial crisis : structural break and market
volatility
analysis
Singh, Archana
;
Singh, Narinder Pal
- In:
International journal of economics and business research
13
(
2017
)
2
,
pp. 203-216
Persistent link: https://www.econbiz.de/10011714391
Saved in:
5
The
volatility
structure of oil futures market returns : an empirical investigation
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Investment management and financial innovations
12
(
2015
)
2
,
pp. 16-25
Persistent link: https://www.econbiz.de/10011500134
Saved in:
6
Crude oil prices between 1985 and 1992 : how volatile in relation to other commodities?
Plourde, André
;
Watkins, Gordon Campbell
-
1994
Persistent link: https://www.econbiz.de/10000889028
Saved in:
7
Speculation and
volatility
spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong
;
Yu, Cindy L.
;
Hayes, Dermot James
-
2009
Persistent link: https://www.econbiz.de/10003896163
Saved in:
8
Oil and energy price
volatility
Regnier, Eva
- In:
Energy economics
29
(
2007
)
3
,
pp. 405-427
Persistent link: https://www.econbiz.de/10003603336
Saved in:
9
Metal
volatility
in presence of oil and interest rate shocks
Hammoudeh, Shawkat
;
Yuan, Yuan
- In:
Energy economics
30
(
2008
)
2
,
pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
Saved in:
10
Volatility
behavior of oil, industrial commodity and stock markets in a regime-switching environment
Choi, Kyongwook
;
Hammoudeh, Shawkat
- In:
Energy policy
38
(
2010
)
8
,
pp. 4388-4399
Persistent link: https://www.econbiz.de/10008655098
Saved in:
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