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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"
~subject:"Capital income"
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Volatility
Capital income
Estimation
744
Schätzung
744
Theorie
228
Theory
228
USA
138
United States
138
Cointegration
134
Kointegration
134
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109
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Fabozzi, Frank J.
3
Adam, Pasrun
2
Azhar, Rialdi
2
Chevallier, Julien
2
Gupta, Rangan
2
Marathe, Shripad Ramchandra
2
Martin, Vance
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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
Finance research letters
210
Applied economics
192
International review of financial analysis
182
Journal of banking & finance
181
International review of economics & finance : IREF
180
Working paper / National Bureau of Economic Research, Inc.
161
Economic modelling
160
Journal of empirical finance
158
NBER working paper series
156
Energy economics
152
The North American journal of economics and finance : a journal of financial economics studies
147
Applied financial economics
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Journal of financial economics
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Applied economics letters
137
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122
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115
Research in international business and finance
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Journal of international money and finance
105
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99
The European journal of finance
92
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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CESifo working papers
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Journal of risk and financial management : JRFM
74
Review of quantitative finance and accounting
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Discussion paper / Centre for Economic Policy Research
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International journal of finance & economics : IJFE
70
The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion paper / Tinbergen Institute
59
International journal of forecasting
57
Cogent economics & finance
56
Research paper series / Swiss Finance Institute
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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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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