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Volatility
Theorie
629,146
Theory
614,243
USA
330,485
United States
291,889
Risk
45,376
Risiko
44,923
Schätzung
43,832
Estimation
42,403
Welt
35,867
Deutschland
35,091
World
35,017
Germany
31,413
Geldpolitik
29,804
Monetary policy
28,765
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23,321
Portfolio selection
23,056
EU-Staaten
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19,154
Börsenkurs
18,713
Share price
18,401
Wirtschaftswachstum
18,246
Mathematische Optimierung
17,601
Prognoseverfahren
17,513
Mathematical programming
17,497
Großbritannien
17,459
Economic growth
17,411
Forecasting model
17,170
Volatilität
16,458
United Kingdom
15,119
Zeitreihenanalyse
14,924
Kapitaleinkommen
14,676
Capital income
14,615
Wirkungsanalyse
14,487
Time series analysis
14,486
Konjunktur
14,218
Impact assessment
14,132
Konsumentenverhalten
14,007
Consumer behaviour
13,857
Business cycle
13,719
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5,766
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8,941
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1
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Gupta, Rangan
137
McAleer, Michael
129
Bollerslev, Tim
95
Diebold, Francis X.
69
Andersen, Torben
60
Caporale, Guglielmo Maria
55
Ma, Feng
55
Chang, Chia-Lin
54
Pierdzioch, Christian
51
Bekaert, Geert
49
Koopman, Siem Jan
48
Bouri, Elie
46
Härdle, Wolfgang
44
Lux, Thomas
41
Bahmani-Oskooee, Mohsen
40
Caporin, Massimiliano
37
Chiarella, Carl
37
Hammoudeh, Shawkat
37
Asai, Manabu
36
Aizenman, Joshua
35
Todorov, Viktor
33
Bloom, Nicholas
32
Fernández-Villaverde, Jesús
32
Ghysels, Eric
32
Herwartz, Helmut
32
Prokopczuk, Marcel
32
Clark, Todd E.
31
Hautsch, Nikolaus
31
Wohar, Mark E.
31
Christiansen, Charlotte
30
Mumtaz, Haroon
30
Engle, Robert F.
29
Bali, Turan G.
28
Bauwens, Luc
28
Hafner, Christian M.
28
Aït-Sahalia, Yacine
27
Clements, Adam
27
Gil-Alaña, Luis A.
27
Salisu, Afees A.
27
Tiwari, Aviral Kumar
27
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National Bureau of Economic Research
226
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of St. Louis
11
Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Svenska Handelshögskolan <Helsinki>
8
University of Canterbury / Dept. of Economics and Finance
8
Federal Reserve Bank of New York
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Centre for Growth and Business Cycle Research <Manchester>
6
International Monetary Fund
6
Birkbeck College / Department of Economics
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Division of Research and Statistics
4
Institut für Weltwirtschaft
4
Springer Fachmedien Wiesbaden
4
The Wharton Financial Institutions Center
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Centre for Economic Policy Research
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
Massachusetts Institute of Technology / Department of Economics
3
New York Stock Exchange
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
World Bank
3
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
2
Danmarks Nationalbank
2
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Energy economics
336
Working paper / National Bureau of Economic Research, Inc.
304
Finance research letters
231
NBER working paper series
219
NBER Working Paper
189
The journal of futures markets
188
Journal of banking & finance
184
International review of financial analysis
159
Economic modelling
150
Journal of econometrics
144
Discussion paper / Centre for Economic Policy Research
134
Economics letters
134
Working paper
133
International review of economics & finance : IREF
131
Journal of empirical finance
131
Applied economics
129
The North American journal of economics and finance : a journal of financial economics studies
125
Journal of financial economics
118
The review of financial studies
113
Journal of international money and finance
106
Discussion paper / Tinbergen Institute
100
Applied economics letters
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
International journal of theoretical and applied finance
93
The journal of finance : the journal of the American Finance Association
89
International journal of forecasting
88
Journal of international financial markets, institutions & money
85
Applied financial economics
84
Research in international business and finance
82
Journal of economic dynamics & control
80
The European journal of finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
Journal of forecasting
67
Journal of risk and financial management : JRFM
66
Quantitative finance
66
Journal of financial and quantitative analysis : JFQA
65
CESifo working papers
64
Research paper series / Swiss Finance Institute
63
Econometric reviews
61
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Source
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ECONIS (ZBW)
16,080
RePEc
29
EconStor
19
Other ZBW resources
5
BASE
1
ArchiDok
1
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1
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16,135
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1
Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and
risk
management
Ignatieva, Ekaterina
-
2012
Persistent link: https://www.econbiz.de/10009548356
Saved in:
2
Welfare impacts of electricity storage and the implications of ownership structure
Sioshansi, Ramteen
- In:
The energy journal
31
(
2010
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10008732257
Saved in:
3
Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro
;
Etienne, Xiaoli Liao
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 336-356
Persistent link: https://www.econbiz.de/10013175825
Saved in:
4
Predicting natural gas futures' volatility using climate risks
Guo, Kun
;
Liu, Fengqi
;
Sun, Xiaolei
;
Zhang, Dayong
;
Ji, …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
Saved in:
5
Uncertain energy model for electricity and gas futures with application in spark-spread option price
Mehrdoust, Farshid
;
Noorani, Idin
;
Xu, Wei
- In:
Fuzzy optimization and decision making : a journal of …
22
(
2023
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10014227971
Saved in:
6
Modeling and forecasting petroleum futures volatility
Sadorsky, Perry A.
- In:
Energy economics
28
(
2006
)
4
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003351688
Saved in:
7
Reversing the lead, or a series of unfortunate events? : NYMEX, ICE, and Amaranth
Kofman, Paul
;
Michayluk, David
;
Moser, James T.
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1130-1160
Persistent link: https://www.econbiz.de/10003900984
Saved in:
8
Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki
;
Smith, Aaron D.
;
Williams, Jeffrey
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 438-463
Persistent link: https://www.econbiz.de/10003699693
Saved in:
9
Wavelet domain correlation between the futures prices of natural gas and oil
Tonn, Victor Lux
;
Li, H. C.
;
McCarthy, Joseph
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
4
,
pp. 408-414
Persistent link: https://www.econbiz.de/10009247691
Saved in:
10
Natural gas prices and the gas storage report : public news and volatility in energy futures markets
Linn, Scott C.
;
Zhu, Zhen
- In:
The journal of futures markets
24
(
2004
)
3
,
pp. 283-313
Persistent link: https://www.econbiz.de/10001968669
Saved in:
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