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isPartOf:"Journal of financial economics"
~isPartOf:"Energy economics"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Search: subject_exact:"Volatility"
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Volatility
1,106
Volatilität
1,103
Oil price
383
Ölpreis
383
Börsenkurs
304
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304
ARCH model
296
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Gupta, Rangan
24
Bouri, Elie
22
Hammoudeh, Shawkat
20
Ma, Feng
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Tiwari, Aviral Kumar
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Wang, Yudong
14
Roubaud, David
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Demirer, Rıza
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9
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9
Wei, Yu
9
Yoon, Seong-min
9
Mensi, Walid
8
Uddin, Mohammed Gazi Salah
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Wen, Fenghua
8
Corbet, Shaen
7
Dunis, Christian
7
Lin, Boqiang
7
Sadorsky, Perry A.
7
Salisu, Afees A.
7
Chevallier, Julien
6
Dai, Zhifeng
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Do, Hung Xuan
6
McAleer, Michael
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Nguyen, Duc Khuong
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5
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Christoffersen, Peter F.
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Filis, George
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Gillas, Konstantinos Gkillas
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Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Jacobs, Kris
5
Liang, Chao
5
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5
Luo, Jiawen
5
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Journal of financial economics
Energy economics
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
467
NBER Working Paper
416
International review of financial analysis
398
Applied economics
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Journal of banking & finance
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International review of economics & finance : IREF
343
Economic modelling
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324
Journal of econometrics
321
Applied financial economics
266
Journal of empirical finance
261
Applied economics letters
258
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
236
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
183
MPRA Paper
171
CESifo working papers
170
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
146
International journal of finance & economics : IJFE
141
International journal of forecasting
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Journal of forecasting
131
The review of financial studies
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ECONIS (ZBW)
1,106
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009
Yalaman, Abdullah
;
Manahov, Viktor
- In:
The European journal of finance
28
(
2022
)
10
,
pp. 1019-1051
Persistent link: https://www.econbiz.de/10013373360
Saved in:
4
Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
5
Rise of the machines? : intraday high-frequency trading patterns of cryptocurrencies
Petukhina, Alla A.
;
Reule, Raphael C. G.
;
Härdle, Wolfgang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10012424926
Saved in:
6
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
Jalan, Akanksha
;
Matkovskyy, Roman
;
Urquhart, Andrew
- In:
The European journal of finance
27
(
2021
)
13
,
pp. 1251-1281
Persistent link: https://www.econbiz.de/10012653090
Saved in:
7
Oil price uncertainty and unemployment dynamics : nonlinearities matter
Ahmed, M. Iqbal
;
Farah, Quazi Fidia
;
Kishan, Ruby P.
- In:
Energy economics
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014479113
Saved in:
8
The macroeconomic effects of oil price uncertainty
Abiad, Abdul
;
Aleem, Irfan
- In:
Energy economics
125
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014479176
Saved in:
9
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
10
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
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