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~subject:"Volatilität"
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Volatilität
Prognoseverfahren
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5,020
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117
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80
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61
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48
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46
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39
Diebold, Francis X.
36
Liang, Chao
34
Lux, Thomas
34
Wang, Yudong
34
Wei, Yu
31
Bouri, Elie
27
Caporin, Massimiliano
26
Christoffersen, Peter F.
26
Salisu, Afees A.
25
Clements, Adam
24
McMillan, David G.
24
Andersen, Torben
23
Asai, Manabu
23
Degiannakis, Stavros
22
Medeiros, Marcelo C.
22
Wang, Jiqian
22
Gallo, Giampiero M.
21
Engle, Robert F.
20
Demirer, Rıza
18
Patton, Andrew J.
18
Wu, Xinyu
18
Bonato, Matteo
17
Clark, Todd E.
17
Lu, Xinjie
17
Molnár, Peter
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Chan, Joshua
16
Dijk, Dick van
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16
Li, Yan
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Svenska Handelshögskolan <Helsinki>
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Springer International Publishing
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Energy economics
134
International journal of forecasting
125
Journal of forecasting
115
Finance research letters
106
International review of financial analysis
80
International review of economics & finance : IREF
65
Economic modelling
61
Journal of empirical finance
56
The North American journal of economics and finance : a journal of financial economics studies
56
Applied economics
53
Journal of econometrics
50
Journal of banking & finance
49
Department of Economics working paper series
37
The journal of futures markets
35
Applied economics letters
34
Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The European journal of finance
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Working paper
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Quantitative finance
31
Applied financial economics
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International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
28
Journal of risk and financial management : JRFM
26
Economics letters
25
Journal of financial econometrics
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Pacific-Basin finance journal
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of financial economics
22
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
20
Research in international business and finance
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Computational economics
19
Journal of applied econometrics
19
Risks : open access journal
18
CREATES research paper
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Emerging markets, finance and trade : EMFT
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NBER Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
9
RePEc
1
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date (oldest first)
1
Forecasting
carbon futures volatility using GARCH models with energy volatilities
Byun, Suk Joon
;
Cho, Hangjun
- In:
Energy economics
40
(
2013
),
pp. 207-221
Persistent link: https://www.econbiz.de/10010349571
Saved in:
2
From climate risk to the returns and volatility of energy assets and green bonds : a predictability analysis under various conditions
Bouri, Elie
;
Rognone, Lavinia
;
Sokhanvar, Amin
;
Wang, …
- In:
Technological forecasting & social change : an …
194
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014475855
Saved in:
3
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
4
Event-related exchange-rate forecasts combining information from betting quotes and option prices
Hanke, Michael
;
Poulsen, Rolf
;
Weissensteiner, Alex
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2663-2683
Persistent link: https://www.econbiz.de/10012128877
Saved in:
5
Forecasting
the term structure of volatility of crude oil price changes
Balaban, Ercan
;
Lu, Shan
- In:
Economics letters
141
(
2016
),
pp. 116-118
Persistent link: https://www.econbiz.de/10011616200
Saved in:
6
Realized volatility
forecasting
in an international context
Taylor, Nicholas
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 503-509
Persistent link: https://www.econbiz.de/10010510802
Saved in:
7
A multiplicative error model with heterogeneous components for
forecasting
realized volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
8
Forecasting
monthly catfish (Ictalurus punctatus.) pond bank and feed prices
Hasan, Mohammad R.
;
Dey, Madan M.
;
Engle, Carole
- In:
Aquaculture economics & management : official journal …
23
(
2019
)
1
,
pp. 86-110
Persistent link: https://www.econbiz.de/10012206421
Saved in:
9
Energy markets and global economic conditions
Baumeister, Christiane
;
Korobilis, Dimitris
;
Lee, Thomas
-
2020
usefulness for
forecasting
real oil prices and global petroleum consumption. We find that world industrial production is one of …
Persistent link: https://www.econbiz.de/10012213172
Saved in:
10
Energy markets and global economic conditions
Baumeister, Christiane
;
Korobilis, Dimitris
;
Lee, Thomas
-
2020
Persistent link: https://www.econbiz.de/10012221159
Saved in:
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