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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Volatility
Estimation
936
Schätzung
936
Theorie
271
Theory
271
USA
178
United States
178
Cointegration
152
Kointegration
152
Volatilität
142
Time series analysis
121
Zeitreihenanalyse
121
Welt
120
World
120
Economic growth
110
Wirtschaftswachstum
110
Capital income
95
Kapitaleinkommen
95
Börsenkurs
89
Oil price
89
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89
Ölpreis
89
Estimation theory
83
Panel
83
Panel study
83
Schätztheorie
83
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78
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78
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74
Prognoseverfahren
74
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73
Energiekonsum
68
Energy consumption
68
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58
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57
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142
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Gupta, Rangan
4
Bouri, Elie
3
Adam, Pasrun
2
Azhar, Rialdi
2
Bohl, Martin T.
2
Boughrara, Adel
2
Chevallier, Julien
2
Demirer, Rıza
2
Fabozzi, Frank J.
2
Marathe, Shripad Ramchandra
2
Mikhaylov, Alexey Yurievich
2
Qabhobho, Thobekile
2
Raju, Guntur Anjana
2
Račev, Svetlozar T.
2
Rosnawintang, Rosnawintang
2
Roubaud, David
2
Saidi, La Ode
2
Sariannidis, Nikolaos
2
Simlai, Prodosh
2
Strachan, Rodney W.
2
Zheng, Yao
2
Abdessalam, Belbali
1
Abidi, Ilyes
1
Adam, Anokye M.
1
Adeyemi, Olamide
1
Aedy, Hasan
1
Ahadiat, Ayi
1
Ahmad, Shabbir
1
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Akdeniz, Coskun
1
Akhtar, Muhammad Zaheer
1
Al-Shboul, Mohammad
1
Ali, Syed Riaz Mahmood
1
Alsharari, Nizar Mohammad
1
Alsharif, Hussain Zaid H.
1
Ambya, Ambya
1
Andersen, Torben
1
Anderson, Randy I.
1
Asafo-Adjei, Emmanuel
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Journal of applied econometrics
International Journal of Energy Economics and Policy : IJEEP
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Applied economics letters
75
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Discussion paper / Tinbergen Institute
57
Economics letters
57
Journal of risk and financial management : JRFM
54
CESifo working papers
53
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
46
The European journal of finance
46
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
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ECONIS (ZBW)
142
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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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