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Uncertainty, expectations, and...
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World
Volatility
41,070
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40,801
VAR-Modell
14,053
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13,900
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13,652
Theory
13,321
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12,721
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12,450
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10,368
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10,264
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10,221
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10,195
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7,879
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7,582
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7,555
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6,790
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6,667
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6,593
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6,553
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6,479
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6,425
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6,071
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5,952
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5,680
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5,592
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5,571
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5,478
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4,844
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4,811
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4,732
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4,675
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3,962
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3,935
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3,896
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3,874
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3,385
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Gupta, Rangan
91
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85
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73
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58
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51
McAleer, Michael
46
Hammoudeh, Shawkat
35
Ji, Qiang
35
Raissi, Mehdi
35
Baumeister, Christiane
34
Caporale, Guglielmo Maria
31
Smith, L. Vanessa
31
Tiwari, Aviral Kumar
31
Ma, Feng
29
Ratti, Ronald A.
29
Kose, M. Ayhan
28
Salisu, Afees A.
28
Huber, Florian
27
Mignon, Valérie
27
Wang, Yudong
27
Vespignani, Joaquin
25
Diebold, Francis X.
24
Manera, Matteo
24
Pierdzioch, Christian
24
Aizenman, Joshua
23
Lucey, Brian M.
23
Yılmaz, Kamil
23
Bekaert, Geert
22
Kang, Sang Hoon
22
Ohnsorge, Franziska
22
Wei, Yu
22
Wohar, Mark E.
22
Bloom, Nicholas
21
Corbet, Shaen
21
Mensi, Walid
21
Feldkircher, Martin
20
Xuan Vinh Vo
20
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20
Zhou, Xiaoqing
20
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19
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4
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3
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FAO
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2
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2
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1
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Bank für Internationalen Zahlungsausgleich
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Conference on Financial Stability <1993, Sydney>
1
Conference on Realized Volatility <2006, Montréal>
1
Crawford School of Economics and Government
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Energy economics
489
International Journal of Energy Economics and Policy : IJEEP
163
Finance research letters
157
Journal of international money and finance
108
International review of economics & finance : IREF
100
Applied economics
95
Economic modelling
91
Research in international business and finance
89
International review of financial analysis
86
NBER working paper series
77
Working paper
75
CESifo working papers
73
NBER Working Paper
73
The North American journal of economics and finance : a journal of financial economics studies
73
Working paper / National Bureau of Economic Research, Inc.
71
Discussion paper / Centre for Economic Policy Research
66
Applied economics letters
55
IMF working papers
54
Journal of international financial markets, institutions & money
52
The energy journal
52
Journal of banking & finance
47
Economics letters
43
CAMA working paper series
41
International journal of finance & economics : IJFE
39
Working paper series / European Central Bank
36
Discussion papers / CEPR
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
The journal of futures markets
34
Journal of risk and financial management : JRFM
33
International journal of forecasting
30
CESifo Working Paper Series
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
IMF working paper
27
OPEC energy review
27
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
26
Journal of international economics
26
Cambridge working papers in economics
25
Intereconomics : review of European economic policy
25
Journal of applied econometrics
25
Department of Economics working paper series
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ECONIS (ZBW)
7,725
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1
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7,725
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1
Total factor productivity growth and oil price
volatility
Balashova, Svetlana P.
- In:
International journal of trade and global markets
14
(
2021
)
6
,
pp. 548-558
Persistent link: https://www.econbiz.de/10012693584
Saved in:
2
How does stock market
volatility
react to oil price shocks?
Bastianin, Andrea
;
Manera, Matteo
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 666-682
Persistent link: https://www.econbiz.de/10011916698
Saved in:
3
Global commodity and oil price movements, macroeconomic performance and challenges for an emerging economy : the Indian experience
Rao, D. Tripati
;
Goyal, Saurabh
- In:
Global business review
19
(
2018
)
3
,
pp. 650-674
Persistent link: https://www.econbiz.de/10011887878
Saved in:
4
The Bitcoin price and Bitcoin price uncertainty : evidence of Bitcoin price
volatility
Kose, Nezir
;
Yildirim, Hakan
;
Ünal, Emre
;
Lin, Boqiang
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 673-695
Persistent link: https://www.econbiz.de/10014536669
Saved in:
5
Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks : a case of emerging economy
Khan, Waseem
;
Sharma, Vishal
;
Ansari, Saghir Ahmad
- In:
Review of development economics : an essential resource …
26
(
2022
)
3
,
pp. 1733-1784
Persistent link: https://www.econbiz.de/10013329679
Saved in:
6
Dynamic connectedness between bitcoin, gold, and crude oil volatilities and returns
Ozturk, Serda Selin
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
11/275
,
pp. 1-14
methods indicate that
volatility
connectedness is higher than the return connectedness among these assets. Furthermore …
Persistent link: https://www.econbiz.de/10012388777
Saved in:
7
Macro determinants of
volatility
and
volatility
spillover in energy markets
Karali, Berna
;
Ramírez, Octavio A.
- In:
Energy economics
46
(
2014
),
pp. 413-421
Persistent link: https://www.econbiz.de/10011298963
Saved in:
8
Oil shocks and the world rice market puzzle : a structural VAR analysis
Mondi, Alberto
;
Koo, Chung-mo
;
Kim, Won Joong
- In:
Korea and the world economy
12
(
2011
)
2
,
pp. 281-325
Persistent link: https://www.econbiz.de/10009755163
Saved in:
9
Volatility
transmission and
volatility
impulse response functions in crude oil markets
Jin, Xiaoye
;
Lin, Sharon X. W.
;
Tamvakis, Michael
- In:
Energy economics
34
(
2012
)
6
,
pp. 2125-2134
Persistent link: https://www.econbiz.de/10009688822
Saved in:
10
Does the price of oil interact with clean energy prices in the stock market?
Managi, Shunsuke
;
Okimoto, Tatsuyoshi
- In:
Japan and the world economy : international journal of …
27
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010243076
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