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Das Testen der Martingaleigenschaft
Wittmann, Philippe - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008809144
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand; Joëts, Marc; Tokpavi, Sessi - In: Economic modelling 31 (2013), pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
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Four essays on the economics of oil and gas markets
Tischler, Benjamin - 2015
Since the 1960s hydrocarbons like crude oil and natural gas have been the most important energy source to fuel the world economy. Despite high recent growth rates for renewable energies, hydro- carbons are expected to be a dominant source of energy for several decades to come. In the last 20...
Persistent link: https://www.econbiz.de/10011475713
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The case for restricting fiscal policy discretion
Fatás, Antonio (contributor); Mihov, Ilian (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656836
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The case for restricting fiscal policy discretion
Fatás, Antonio; Mihov, Ilian - In: The quarterly journal of economics 118 (2003) 4, pp. 1419-1447
Persistent link: https://www.econbiz.de/10001843578
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Crude oil price and cryptocurrencies : evidence of volatility connectedness and hedging strategy
Okorie, David Iheke; Lin, Boqiang - In: Energy economics 87 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012512456
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The magnitude effect in the over-and under-correction in international markets
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: The international journal of finance 20 (2008) 3, pp. 4833-4862
Persistent link: https://www.econbiz.de/10009130414
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Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - In: Energy economics 56 (2016), pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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Can skewed GARCH-Type distributions improve volatility forecasts during global financial crisis?
Yang, Jack J. W.; Li, Chien-Tsung - In: The international journal of business and finance … 11 (2017) 2, pp. 39-50
Persistent link: https://www.econbiz.de/10011790401