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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"Bayes-Statistik"
~subject:"Prognoseverfahren"
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Volatility
Bayes-Statistik
Prognoseverfahren
Estimation
547
Schätzung
547
Theorie
150
Theory
150
USA
105
United States
105
Cointegration
104
Kointegration
104
Welt
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Clark, Todd E.
4
Doppelhofer, Gernot
3
Marcellino, Massimiliano
3
Russel, Edwin
3
Weeks, Melvyn
3
Adam, Pasrun
2
Ambya, Ambya
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Azhar, Rialdi
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Garratt, Anthony
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Koopman, Siem Jan
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Mustofa Usman
2
Qabhobho, Thobekile
2
Raju, Guntur Anjana
2
Rosnawintang, Rosnawintang
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Saidi, La Ode
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Sariannidis, Nikolaos
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1
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Journal of applied econometrics
International Journal of Energy Economics and Policy : IJEEP
Applied economics
197
Economic modelling
191
Finance research letters
184
Energy economics
173
Journal of econometrics
164
International journal of forecasting
157
International review of financial analysis
146
International review of economics & finance : IREF
144
Journal of banking & finance
143
The North American journal of economics and finance : a journal of financial economics studies
133
Journal of empirical finance
131
Working paper
130
Working paper / National Bureau of Economic Research, Inc.
128
Applied economics letters
124
NBER working paper series
118
Journal of forecasting
115
NBER Working Paper
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Economics letters
105
Journal of international money and finance
104
CESifo working papers
103
Discussion paper / Centre for Economic Policy Research
103
Discussion paper / Tinbergen Institute
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Applied financial economics
92
Journal of international financial markets, institutions & money
91
Research in international business and finance
84
Journal of financial economics
81
The journal of futures markets
73
Journal of risk and financial management : JRFM
69
The European journal of finance
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Journal of economic dynamics & control
66
International journal of finance & economics : IJFE
60
Discussion paper
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Pacific-Basin finance journal
55
CAMA working paper series
52
Econometric reviews
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ECONIS (ZBW)
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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
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
4
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:
5
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:
6
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
7
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:
8
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:
9
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:
10
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
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