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subject:"Announcement effect"
subject:"Börsenkurs"
~isPartOf:"Energy economics"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Announcement effect
Börsenkurs
ARCH model
Estimation
478
Schätzung
478
Oil price
194
Ölpreis
194
Volatility
142
Volatilität
142
Welt
117
World
117
Energiekonsum
82
Energy consumption
82
Theorie
73
Theory
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Kointegration
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Time series analysis
54
Zeitreihenanalyse
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Article
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Aufsatz in Zeitschrift
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108
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English
108
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Ma, Feng
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Bouri, Elie
3
Chevallier, Julien
3
Nonejad, Nima
3
Park, Sung Y.
3
Wei, Yu
3
Guo, Yawei
2
Gupta, Rangan
2
Joo, Young C.
2
Lee, Chien-chiang
2
Lu, Xinjie
2
Narayan, Paresh Kumar
2
Thai-Ha Le
2
Tiwari, Aviral Kumar
2
Todorova, Neda
2
Wang, Shouyang
2
Wang, Xunxiao
2
Wen, Fenghua
2
Xiao, Jihong
2
Xie, Qichang
2
Xu, Yahua
2
You, Wan-hai
2
Zhang, Bing
2
Zhang, Yue-jun
2
Zhu, Huiming
2
Abuzayed, Bana
1
Aktas, Elvan
1
Al-Fayoumi, Nedal
1
Alaali, Fatema
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Amin, Md. Ruhul
1
Andriosopoulos, Kostas
1
Apergēs, Nikolaos
1
Arouri, Mohamed
1
Avdulaj, Krenar
1
Awartani, Basel
1
Barunik, Jozef
1
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Energy economics
Finance research letters
163
Applied economics
137
Applied economics letters
132
International review of economics & finance : IREF
130
International review of financial analysis
129
Economic modelling
128
Journal of banking & finance
118
The North American journal of economics and finance : a journal of financial economics studies
113
Applied financial economics
107
Journal of empirical finance
107
Journal of international financial markets, institutions & money
94
Research in international business and finance
88
Journal of econometrics
72
Journal of risk and financial management : JRFM
71
Pacific-Basin finance journal
66
Review of quantitative finance and accounting
62
Journal of financial economics
61
The European journal of finance
60
International journal of economics and finance
59
The journal of futures markets
58
International journal of finance & economics : IJFE
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
53
Journal of international money and finance
51
Economics letters
50
Cogent economics & finance
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Quantitative finance
39
The empirical economics letters : a monthly international journal of economics
39
Journal of financial markets
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
The journal of finance : the journal of the American Finance Association
37
Emerging markets, finance and trade : EMFT
34
Journal of economics and finance
34
Investment management and financial innovations
32
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ECONIS (ZBW)
108
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1
Does adhering to the principles of green finance matter for stock valuation? : evidence from testing for (co-)explosiveness
Basse, Tobias
;
Karmani, Majdi
;
Rjiba, Hatem
;
Wegener, …
- In:
Energy economics
123
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014476536
Saved in:
2
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:
3
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:
4
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:
5
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
6
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
7
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
8
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
9
Does oil price uncertainty affect corporate innovation?
Amin, Md. Ruhul
;
Wang, Xinyu
;
Aktas, Elvan
- In:
Energy economics
118
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014247717
Saved in:
10
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
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