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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of financial economics"
~subject:"Bayes-Statistik"
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Volatility
Bayes-Statistik
Estimation
795
Schätzung
795
Theorie
234
Theory
234
USA
152
United States
152
Capital income
149
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149
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116
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105
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Bollerslev, Tim
6
Todorov, Viktor
5
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3
Doppelhofer, Gernot
3
Weeks, Melvyn
3
Adam, Pasrun
2
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2
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Journal of applied econometrics
International Journal of Energy Economics and Policy : IJEEP
Journal of financial economics
Economic modelling
149
Energy economics
146
Applied economics
139
Journal of econometrics
129
Finance research letters
125
International review of economics & finance : IREF
114
The North American journal of economics and finance : a journal of financial economics studies
109
International review of financial analysis
108
Working paper
95
Journal of banking & finance
89
Working paper / National Bureau of Economic Research, Inc.
88
Journal of empirical finance
85
NBER working paper series
84
Applied economics letters
82
Discussion paper / Tinbergen Institute
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of international money and finance
78
CESifo working papers
77
NBER Working Paper
77
Applied financial economics
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Economics letters
71
Journal of international financial markets, institutions & money
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Research in international business and finance
69
International journal of forecasting
62
The journal of futures markets
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Discussion paper / Centre for Economic Policy Research
56
Journal of economic dynamics & control
56
Journal of risk and financial management : JRFM
56
International journal of finance & economics : IJFE
48
The European journal of finance
48
CAMA working paper series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Econometric reviews
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ECONIS (ZBW)
122
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1
Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
2
The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment
Shabbir, Malik Shahzad
;
Said, Laila Refiana
;
Pelit, Irem
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 560-565
Persistent link: https://www.econbiz.de/10014368310
Saved in:
3
Econometric analysis of the effect of energy prices on exchange rates during war period
Aslanova, Afaq
;
Mammadova, Simuzar
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 496-502
Persistent link: https://www.econbiz.de/10014373532
Saved in:
4
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
5
Oil volatility and economic growth : evidences from top oil trading countries
Bagadeem, Salim
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10014435126
Saved in:
6
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:
7
Riding the waves of fluctuating oil prices : decoding the impact on economic growth
Triantoro, Arvian
;
Akhtar, Muhammad Zaheer
;
Khan, Shiraz
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 34-50
Persistent link: https://www.econbiz.de/10014250944
Saved in:
8
Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS
Qabhobho, Thobekile
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10014321451
Saved in:
9
Asymmetric relationship between exchange rate volatility and oil price : case study of Thai-Baht
Supanee Harnphattananusorn
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 86-92
Persistent link: https://www.econbiz.de/10013169294
Saved in:
10
Interdependence between WTI crude oil prices and the US equity market
Pruchnicka-Grabias, Izabela
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 226-232
Persistent link: https://www.econbiz.de/10013193725
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