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Capital income
Volatility
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40,792
Asien
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Gupta, Rangan
103
Bollerslev, Tim
70
Caporale, Guglielmo Maria
53
McAleer, Michael
52
Diebold, Francis X.
47
Bekaert, Geert
43
Bouri, Elie
42
Andersen, Torben
33
Pierdzioch, Christian
30
Ma, Feng
28
Spagnolo, Nicola
27
Chiang, Thomas C.
26
McMillan, David G.
26
Todorov, Viktor
26
Chang, Chia-Lin
24
Lux, Thomas
24
Gil-Alaña, Luis A.
22
Yılmaz, Kamil
22
Bali, Turan G.
21
Kumar, Dilip
21
Wang, Yudong
21
Engle, Robert F.
20
Asai, Manabu
19
Christoffersen, Peter F.
19
Harvey, Campbell R.
19
Wohar, Mark E.
19
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18
Caporin, Massimiliano
18
Zaremba, Adam
18
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17
Demirer, Rıza
17
Kočenda, Evžen
17
Meddahi, Nour
17
Aït-Sahalia, Yacine
16
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16
Jiang, George J.
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16
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Chambre de commerce et d'industrie de Paris
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Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of St. Louis
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Judge Institute of Management Studies
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Svenska Handelshögskolan <Helsinki>
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William Davidson Institute <Ann Arbor, Mich.>
2
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Banco Central do Brasil
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Center for Economic Research <Tilburg>
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Centro de Estudios Macroeconómicos de Argentina / Universidad
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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Conference on Realized Volatility <2006, Montréal>
1
Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Federal Reserve Bank of Cleveland
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Federal Reserve System / Division of Research and Statistics
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Harvard Institute of Economic Research
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Internationaler Währungsfonds / Western Hemisphere Department
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Johns Hopkins University / Department of Economics
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Karlsruher Institut für Technologie
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Loughborough University / Department of Economics
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Nationalekonomiska Institutionen <Lund>
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Rutgers University / Department of Economics
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Salomon Center
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Duisburg <1980-2002>
1
Universität Mannheim
1
Universität Ulm
1
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Finance research letters
165
International review of financial analysis
129
International review of economics & finance : IREF
111
Journal of banking & finance
111
Journal of empirical finance
105
Energy economics
104
The North American journal of economics and finance : a journal of financial economics studies
96
Research in international business and finance
87
Journal of financial economics
84
Applied economics
80
Applied financial economics
79
NBER working paper series
73
Economic modelling
72
Journal of econometrics
71
Journal of international financial markets, institutions & money
71
Pacific-Basin finance journal
67
Working paper / National Bureau of Economic Research, Inc.
64
Applied economics letters
61
Journal of risk and financial management : JRFM
57
NBER Working Paper
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of forecasting
51
The European journal of finance
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Journal of forecasting
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Economics letters
38
International journal of finance & economics : IJFE
37
Journal of international money and finance
37
Review of quantitative finance and accounting
37
Working paper
36
Investment management and financial innovations
35
Global finance journal
33
Journal of financial markets
32
The journal of finance : the journal of the American Finance Association
32
The journal of futures markets
32
Research paper series / Swiss Finance Institute
31
Department of Economics working paper series
30
Discussion paper / Tinbergen Institute
30
Journal of financial econometrics
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ECONIS (ZBW)
7,234
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1
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1
The affine styled-facts price dynamics for the natural gas : evidence from daily returns and option prices
Hsu, Chih-Chen
;
Chen, An-sing
;
Lin, Shih-kuei
- In:
Review of quantitative finance and accounting
48
(
2017
)
3
,
pp. 819-848
Persistent link: https://www.econbiz.de/10011796892
Saved in:
2
Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?
Luo, Keyu
;
Guo, Qiang
;
Li, Xiafei
- In:
Energy economics
109
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013283751
Saved in:
3
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
The effects of energy prices on oil-gas sectoral stock returns for BRIC countries : evidence from space state models
Helmi, Mohamad Husam
;
Catik, A. Nazif
;
Kosedagli, Begum …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 430-440
Persistent link: https://www.econbiz.de/10014435145
Saved in:
6
Trump vs. Paris : the impact of climate policy on US listed oil and gas firm returns and
volatility
Diaz-Rainey, Ivan
;
Gehricke, Sebastian A.
;
Roberts, Helen
; …
- In:
International review of financial analysis
76
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012805052
Saved in:
7
Givers never lack : Nigerian oil & gas asymmetric network analyses
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
108
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013203266
Saved in:
8
Oil returns and
volatility
: the role of mergers and acquisitions
Bos, Martijn
;
Demirer, Rıza
;
Gupta, Rangan
;
Tiwari, …
- In:
Energy economics
71
(
2018
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Saved in:
9
The impact of oil price
volatility
to oil and gas company stock returns and emerging economies
Ulusoy, Veysel
;
Özdurak, Caner
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
1
,
pp. 144-158
Persistent link: https://www.econbiz.de/10011847965
Saved in:
10
Oil price shocks and stock returns of oil and gas corporations
Diaz, Elena
;
Perez de Gracia, Fernando
- In:
Finance research letters
20
(
2017
),
pp. 75-80
Persistent link: https://www.econbiz.de/10011806792
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