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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
Estimation
912
Schätzung
911
Volatility
225
Oil price
199
Ölpreis
199
Theorie
192
Theory
192
Capital income
176
Kapitaleinkommen
176
Welt
163
World
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154
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Forecasting model
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Prognoseverfahren
130
ARCH model
89
ARCH-Modell
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USA
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89
Energiekonsum
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Energy consumption
82
Cointegration
79
Kointegration
79
Time series analysis
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Aktienmarkt
78
Stock market
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Portfolio selection
77
Portfolio-Management
77
Panel
74
Panel study
74
Risikoprämie
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Risk premium
66
Commodity derivative
59
Rohstoffderivat
59
Greenhouse gas emissions
56
Risk
56
Treibhausgas-Emissionen
56
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Article in journal
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263
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English
263
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Ma, Feng
7
Bouri, Elie
5
Prokopczuk, Marcel
5
Tiwari, Aviral Kumar
4
Wang, Yudong
4
Wei, Yu
4
Yoon, Seong-min
4
Gozgor, Giray
3
Lee, Chien-chiang
3
Nikitopoulos, Christina Sklibosios
3
Thai-Ha Le
3
Wang, Shouyang
3
Wese Simen, Chardin
3
Xu, Yahua
3
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Benth, Fred Espen
2
Caraiani, Petre
2
Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Guo, Yawei
2
Gupta, Rangan
2
Hautsch, Nikolaus
2
Ji, Qiang
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
2
Lau, Chi Keung
2
Li, Junye
2
Liao, Yin
2
Liu, Xiaochun
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
Nonejad, Nima
2
Paraschiv, Florentina
2
Park, Sung Y.
2
Ren, Xiaohang
2
Sadorsky, Perry A.
2
Singh, Vipul Kumar
2
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Energy economics
Journal of banking & finance
Applied economics
181
Economic modelling
173
International review of economics & finance : IREF
130
Finance research letters
129
Journal of econometrics
110
The North American journal of economics and finance : a journal of financial economics studies
110
International review of financial analysis
108
Journal of international money and finance
104
Applied economics letters
102
Economics letters
97
Journal of empirical finance
83
Applied financial economics
80
Journal of international financial markets, institutions & money
73
Journal of economic dynamics & control
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Research in international business and finance
69
The journal of futures markets
61
Journal of risk and financial management : JRFM
60
Journal of macroeconomics
58
International journal of finance & economics : IJFE
54
Macroeconomic dynamics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
International journal of forecasting
49
Journal of monetary economics
47
The European journal of finance
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of international economics
46
Journal of financial economics
43
International Journal of Energy Economics and Policy : IJEEP
41
Journal of money, credit and banking : JMCB
39
Journal of applied econometrics
36
International journal of economics and finance
35
Pacific-Basin finance journal
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
International journal of economics and financial issues : IJEFI
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
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ECONIS (ZBW)
263
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1
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:
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
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets : evidence from the wavelet-based quantile approaches
Wei, Ping
;
Qi, Yinshu
;
Ren, Xiaohang
;
Gozgor, Giray
- In:
Energy economics
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014439024
Saved in:
4
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:
5
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
6
Global commodity prices and macroeconomic fluctuations in a low interest rate environment
Ahmed, Rashad
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014489964
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
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
10
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
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