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isPartOf:"Journal of applied econometrics"
subject:"Wechselkurs"
~isPartOf:"Energy economics"
~isPartOf:"The International trade journal"
~subject:"Volatilität"
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Wechselkurs
Volatilität
Estimation
895
Schätzung
895
Theorie
234
Theory
234
Oil price
198
Ölpreis
198
Volatility
172
Welt
162
World
162
USA
147
United States
147
Panel
93
Panel study
93
Cointegration
92
Kointegration
92
Time series analysis
90
Zeitreihenanalyse
90
Energiekonsum
83
Energy consumption
83
Forecasting model
83
Prognoseverfahren
83
ARCH model
72
ARCH-Modell
72
Börsenkurs
69
Share price
69
Economic growth
65
Wirtschaftswachstum
64
VAR model
62
VAR-Modell
62
Estimation theory
58
Schätztheorie
58
Greenhouse gas emissions
56
Treibhausgas-Emissionen
56
Commodity derivative
54
Rohstoffderivat
54
China
52
Oil market
51
Schock
51
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51
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1
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Conference paper
4
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4
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English
201
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Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Wang, Yudong
3
Wei, Yu
3
Xu, Yahua
3
Zhu, Huiming
3
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Bahmani-Oskooee, Mohsen
2
Baum, Christopher F.
2
Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Gozgor, Giray
2
Guo, Yawei
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
Nikitopoulos, Christina Sklibosios
2
Nonejad, Nima
2
Park, Sung Y.
2
Raafat, Feraidoon
2
Sadorsky, Perry A.
2
Salehizadeh, Mehdi
2
Salisu, Afees A.
2
Singh, Vipul Kumar
2
Thai-Ha Le
2
Todorova, Neda
2
Wagner, Andreas
2
Wang, Lu
2
Wang, Shouyang
2
Wang, Xunxiao
2
Wen, Fenghua
2
Wohar, Mark E.
2
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Journal of applied econometrics
Energy economics
The International trade journal
Applied economics
169
Economic modelling
145
International review of economics & finance : IREF
145
Journal of international money and finance
144
Finance research letters
127
International review of financial analysis
117
NBER working paper series
117
The North American journal of economics and finance : a journal of financial economics studies
117
Working paper / National Bureau of Economic Research, Inc.
117
NBER Working Paper
107
Journal of econometrics
105
Applied economics letters
101
Applied financial economics
98
Working paper
95
Journal of banking & finance
91
Journal of empirical finance
89
Journal of international financial markets, institutions & money
88
CESifo working papers
87
Research in international business and finance
77
Discussion paper / Centre for Economic Policy Research
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
International journal of finance & economics : IJFE
72
Discussion paper / Tinbergen Institute
67
Economics letters
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The journal of futures markets
64
Journal of risk and financial management : JRFM
61
International journal of economics and financial issues : IJEFI
60
The European journal of finance
56
International journal of forecasting
52
International journal of economics and finance
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International Journal of Energy Economics and Policy : IJEEP
46
The empirical economics letters : a monthly international journal of economics
44
Journal of financial economics
41
Cogent economics & finance
40
Discussion paper
39
Discussion papers / CEPR
39
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ECONIS (ZBW)
201
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1
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:
2
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
3
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
4
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
5
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
6
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
7
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
8
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
9
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014487424
Saved in:
10
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
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