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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Energy economics"
~subject:"Petroleum"
~subject:"VAR-Modell"
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Volatilität
Petroleum
VAR-Modell
Estimation
478
Schätzung
478
Oil price
194
Ölpreis
194
Volatility
142
Welt
117
World
117
Energiekonsum
82
Energy consumption
82
Theorie
73
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73
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66
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62
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62
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61
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61
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56
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56
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54
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54
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53
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49
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48
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46
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41
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40
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Article in journal
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189
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English
189
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Ma, Feng
6
Wang, Yudong
6
Bouri, Elie
5
Lee, Chien-chiang
4
Liu, Li
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Ji, Qiang
3
Lau, Chi Keung
3
Park, Sung Y.
3
Thai-Ha Le
3
Wang, Shouyang
3
Wei, Yu
3
Wu, Chongfeng
3
Xu, Yahua
3
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Cai, Yifei
2
Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Gozgor, Giray
2
Guo, Yawei
2
Gupta, Rangan
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
Miao, Hong
2
Nikitopoulos, Christina Sklibosios
2
Nonejad, Nima
2
Park, Donghyun
2
Ramchander, Sanjay
2
Sadorsky, Perry A.
2
Singh, Vipul Kumar
2
Sun, Yuying
2
Todorova, Neda
2
Wagner, Andreas
2
Wang, Lu
2
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Energy economics
Applied economics
183
Economic modelling
173
International review of economics & finance : IREF
132
Finance research letters
130
The North American journal of economics and finance : a journal of financial economics studies
118
Journal of econometrics
117
International review of financial analysis
109
Economics letters
106
Applied economics letters
105
Journal of international money and finance
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
94
Journal of banking & finance
94
Journal of empirical finance
86
Applied financial economics
82
Research in international business and finance
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of international financial markets, institutions & money
77
Journal of economic dynamics & control
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
The journal of futures markets
63
Journal of risk and financial management : JRFM
62
International journal of forecasting
58
International Journal of Energy Economics and Policy : IJEEP
57
International journal of finance & economics : IJFE
53
Journal of macroeconomics
52
The European journal of finance
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Macroeconomic dynamics
47
Journal of applied econometrics
45
International journal of economics and finance
42
International journal of economics and financial issues : IJEFI
40
Cogent economics & finance
38
Journal of financial economics
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of forecasting
35
Quantitative finance
35
Pacific-Basin finance journal
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
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ECONIS (ZBW)
189
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189
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1
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
2
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:
3
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:
4
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
5
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:
6
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:
7
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
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
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014487424
Saved in:
10
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
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