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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Estimation
1,635
Schätzung
1,635
Theorie
240
Theory
240
Welt
238
World
238
Oil price
222
Ölpreis
222
Volatilität
217
United States
177
USA
176
Börsenkurs
171
Share price
171
Cointegration
155
Kointegration
155
Panel
153
Panel study
153
Economic growth
134
Wirtschaftswachstum
133
Time series analysis
129
Zeitreihenanalyse
129
Capital income
121
Aktienmarkt
113
Stock market
113
Forecasting model
108
Prognoseverfahren
108
Kaufkraftparität
104
Purchasing power parity
104
ARCH model
96
ARCH-Modell
96
China
90
Deutschland
87
Energiekonsum
87
Energy consumption
87
Germany
87
Einheitswurzeltest
78
Unit root test
78
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76
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1
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289
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3
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3
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English
289
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Ma, Feng
8
Bouri, Elie
5
Apergēs, Nikolaos
4
Park, Sung Y.
4
Tiwari, Aviral Kumar
4
Wang, Xunxiao
4
Wang, Yudong
4
Yoon, Seong-min
4
Afonso, António
3
Grobys, Klaus
3
Gupta, Rangan
3
Lu, Xinjie
3
Narayan, Paresh Kumar
3
Wei, Yu
3
Wohar, Mark E.
3
Worthington, Andrew Charles
3
Xiao, Jihong
3
Xu, Yahua
3
Apergis, Emmanuel
2
Arouri, Mohamed
2
Caporale, Guglielmo Maria
2
Chen, Jian
2
Chevallier, Julien
2
Ciner, Cetin
2
Das, Debojyoti
2
Dutta, Anupam
2
Gil-Alaña, Luis A.
2
Gozgor, Giray
2
Guo, Yawei
2
Higgs, Helen
2
Holmes, Mark J.
2
Huang, Wei-Qiang
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Liu, Peipei
2
Liu, Xiaoquan
2
Maghyereh, Aktham I.
2
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Applied economics letters
Energy economics
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
The North American journal of economics and finance : a journal of financial economics studies
147
Applied financial economics
140
Journal of financial economics
140
NBER Working Paper
131
Journal of econometrics
122
Journal of international financial markets, institutions & money
115
Research in international business and finance
108
Journal of international money and finance
105
Working paper
99
The European journal of finance
92
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Pacific-Basin finance journal
83
CESifo working papers
81
Journal of risk and financial management : JRFM
74
Review of quantitative finance and accounting
73
Discussion paper / Centre for Economic Policy Research
72
International journal of finance & economics : IJFE
70
The journal of futures markets
69
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
63
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Discussion paper / Tinbergen Institute
59
International journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
51
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ECONIS (ZBW)
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
3
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
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
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
8
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:
9
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:
10
Generalized disappointment aversion and the cross-section of stock returns
Lu, Xiaohua
;
Hu, Yonghong
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2455-2463
Persistent link: https://www.econbiz.de/10014365936
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