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subject:"ARCH model"
subject:"Volatilität"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
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ARCH model
Volatilität
Estimation
188
Schätzung
188
Cointegration
85
Kointegration
85
Economic growth
75
Wirtschaftswachstum
75
Oil price
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Adam, Pasrun
2
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International Journal of Energy Economics and Policy : IJEEP
Energy economics
144
Applied economics
141
Finance research letters
128
Economic modelling
126
International review of economics & finance : IREF
118
Journal of econometrics
111
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of empirical finance
91
Journal of banking & finance
90
Applied economics letters
86
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83
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The journal of futures markets
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Discussion paper / Tinbergen Institute
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Economics letters
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58
CESifo working papers
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International journal of forecasting
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The European journal of finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Centre for Economic Policy Research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
International journal of finance & economics : IJFE
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
International journal of economics and finance
38
International journal of economics and financial issues : IJEFI
38
Pacific-Basin finance journal
38
Journal of financial economics
37
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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
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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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