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Oil price shocks and volatilit...
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ARCH model
Australien
51,352
Australia
44,038
Volatility
40,917
Volatilität
40,649
Financial sector
24,325
Finanzsektor
23,671
Energiewirtschaft
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15,119
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10,171
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9,773
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8,982
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8,739
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8,710
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7,615
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7,494
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6,938
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6,856
ARCH-Modell
6,624
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5,723
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5,723
Wechselkurs
5,616
Exchange rate
5,510
Deutschland
5,265
Prognoseverfahren
5,153
Forecasting model
5,081
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5,075
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5,048
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5,017
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McAleer, Michael
138
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70
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68
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65
Bouri, Elie
43
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33
Zhang, Yaojie
33
Bauwens, Luc
32
Kumar, Dilip
32
Engle, Robert F.
28
Hansen, Peter Reinhard
25
McMillan, David G.
25
Teräsvirta, Timo
25
Wang, Yudong
25
Hafner, Christian M.
24
Kang, Sang Hoon
24
Allen, David E.
23
Bollerslev, Tim
23
Conrad, Christian
23
Liang, Chao
23
Caporin, Massimiliano
22
Hammoudeh, Shawkat
22
Herwartz, Helmut
22
Serletis, Apostolos
22
Wei, Yu
22
Salisu, Afees A.
21
Wu, Xinyu
21
Yoon, Seong-min
21
Silvennoinen, Annastiina
20
Tiwari, Aviral Kumar
20
Huang, Zhuo
19
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Chevallier, Julien
18
Degiannakis, Stavros
18
Diebold, Francis X.
18
Floros, Christos
18
Hamori, Shigeyuki
18
Ji, Qiang
18
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4
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3
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3
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Federal Reserve Bank of St. Louis
2
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2
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2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
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Econometric Society
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1
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1
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1
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Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Université de Genève / Institut de hautes études internationales
1
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Energy economics
244
Finance research letters
160
Economic modelling
114
International review of financial analysis
111
Applied economics
110
The North American journal of economics and finance : a journal of financial economics studies
102
International review of economics & finance : IREF
99
Research in international business and finance
97
Journal of empirical finance
94
Journal of international financial markets, institutions & money
75
Journal of risk and financial management : JRFM
70
Journal of econometrics
67
International journal of forecasting
65
Applied financial economics
60
Discussion paper / Tinbergen Institute
57
International Journal of Energy Economics and Policy : IJEEP
57
Journal of forecasting
57
Journal of banking & finance
55
Economics letters
53
Applied economics letters
52
The journal of futures markets
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Econometric Institute research papers
43
International journal of finance & economics : IJFE
43
The European journal of finance
43
Working paper
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
International journal of economics and financial issues : IJEFI
33
International journal of economics and finance
31
Cogent economics & finance
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Computational economics
25
Journal of financial econometrics
25
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ECONIS (ZBW)
6,545
RePEc
4
ArchiDok
2
EconStor
1
Showing
1
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10
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6,552
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date (newest first)
date (oldest first)
1
Volatility
spillovers between oil prices and stock returns in developing countries
Massadikov, Khairulla
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 121-126
Persistent link: https://www.econbiz.de/10012623402
Saved in:
2
Volatility
spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu
;
Chaibi, Anissa
- In:
The journal of applied business research
30
(
2014
)
2
,
pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
Saved in:
3
An inverted U-shaped crude oil price return-implied
volatility
relationship
Agbeyegbe, Terence D.
- In:
Review of financial economics : RFE
27
(
2015
),
pp. 28-45
Persistent link: https://www.econbiz.de/10011498314
Saved in:
4
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
5
Does crude oil price play an important role in explaining stock return behavior?
Chang, Kuang-liang
;
Yu, Shih-ti
- In:
Energy economics
39
(
2013
),
pp. 159-168
Persistent link: https://www.econbiz.de/10010234976
Saved in:
6
Volatility
spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN
Alexandri, Mohammad Benny
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 126-133
Persistent link: https://www.econbiz.de/10013169343
Saved in:
7
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
8
The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns : a quantile regression approach
Das, Debojyoti
;
Kannadhasan, M.
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 563-581
Persistent link: https://www.econbiz.de/10012487016
Saved in:
9
Oil price shocks and stock return
volatility
: new evidence based on
volatility
impulse response analysis
Eraslan, Sercan
;
Ali, Faek Menla
- In:
Economics letters
172
(
2018
),
pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Saved in:
10
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a
volatility
impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
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