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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"The journal of futures markets"
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Volatilität
Estimation
845
Schätzung
845
Volatility
248
Forecasting model
227
Prognoseverfahren
227
Oil price
204
Ölpreis
204
Theorie
199
Theory
199
Welt
156
World
156
USA
134
United States
134
Time series analysis
133
Zeitreihenanalyse
133
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112
ARCH-Modell
112
Börsenkurs
112
Share price
112
Commodity derivative
87
Rohstoffderivat
87
Capital income
86
Kapitaleinkommen
86
Energiekonsum
83
Energy consumption
83
Cointegration
74
Kointegration
74
Panel
69
Panel study
69
Economic growth
56
Greenhouse gas emissions
56
Treibhausgas-Emissionen
56
VAR model
56
VAR-Modell
56
Wirtschaftswachstum
55
Oil market
52
Aktienmarkt
51
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51
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50
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4
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Article
248
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Article in journal
Aufsatz in Zeitschrift
248
Conference paper
2
Konferenzbeitrag
2
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English
248
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Ma, Feng
7
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Todorova, Neda
4
Yoon, Seong-min
4
Das, Debojyoti
3
Dutta, Anupam
3
Fonseca, José da
3
Klein, Tony
3
Park, Sung Y.
3
Wang, Yudong
3
Wei, Yu
3
Xu, Yahua
3
Agarwalla, Sobhesh Kumar
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Chevallier, Julien
2
Clements, Adam
2
Ederington, Louis H.
2
Gerlach, Richard
2
Gozgor, Giray
2
Guo, Yawei
2
Gupta, Rangan
2
Herrera, Rodrigo
2
Ji, Qiang
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
2
Lai, Yu-Sheng
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Lim, Kian-Guan
2
Liu, Xiaochun
2
Lu, Xinjie
2
Luo, Jiawen
2
Maghyereh, Aktham I.
2
Miao, Hong
2
Nikitopoulos, Christina Sklibosios
2
Nonejad, Nima
2
Ramchander, Sanjay
2
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Energy economics
International journal of forecasting
The journal of futures markets
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
80
Applied economics letters
75
Applied financial economics
75
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
57
Journal of risk and financial management : JRFM
54
The European journal of finance
45
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of forecasting
28
Econometric reviews
27
Journal of financial markets
26
Emerging markets, finance and trade : EMFT
24
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ECONIS (ZBW)
248
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248
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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