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subject:"Volatilität"
~isPartOf:"Energy economics"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Schätztheorie
Estimation
478
Schätzung
478
Oil price
194
Ölpreis
194
Volatility
142
Welt
117
World
117
Energiekonsum
82
Energy consumption
82
Theorie
73
Theory
73
ARCH model
66
ARCH-Modell
66
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62
Panel study
62
Cointegration
61
Kointegration
61
Börsenkurs
60
Share price
60
Greenhouse gas emissions
56
Treibhausgas-Emissionen
56
Time series analysis
54
Zeitreihenanalyse
54
Forecasting model
53
Prognoseverfahren
53
Oil market
49
Commodity derivative
48
Rohstoffderivat
48
Erdöl
47
Petroleum
47
Economic growth
46
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46
Wirtschaftswachstum
45
China
44
Electric power industry
41
Elektrizitätswirtschaft
41
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40
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40
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159
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Aufsatz in Zeitschrift
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159
Conference paper
2
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English
159
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Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Wang, Yudong
3
Wei, Yu
3
Xu, Yahua
3
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Gozgor, Giray
2
Guo, Yawei
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
Nikitopoulos, Christina Sklibosios
2
Nonejad, Nima
2
Park, Sung Y.
2
Sadorsky, Perry A.
2
Singh, Vipul Kumar
2
Smyth, Russell
2
Thai-Ha Le
2
Todorova, Neda
2
Wagner, Andreas
2
Wang, Lu
2
Wang, Shouyang
2
Wang, Xunxiao
2
Wen, Fenghua
2
Wohar, Mark E.
2
Xiao, Jihong
2
Xie, Qichang
2
You, Wan-hai
2
Zhang, Bing
2
Zhang, Xibin
2
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Energy economics
Journal of econometrics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Applied economics
165
Economic modelling
158
Economics letters
156
Applied economics letters
129
Finance research letters
128
International review of economics & finance : IREF
116
International review of financial analysis
107
Journal of banking & finance
107
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of empirical finance
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Applied financial economics
84
Journal of international money and finance
79
Econometric reviews
75
Journal of international financial markets, institutions & money
74
Research in international business and finance
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Journal of risk and financial management : JRFM
66
International journal of forecasting
65
The journal of futures markets
62
Journal of applied econometrics
61
The European journal of finance
52
International journal of finance & economics : IJFE
48
Quantitative economics : QE ; journal of the Econometric Society
48
International journal of economics and financial issues : IJEFI
45
Journal of financial economics
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Empirical economics : a quarterly journal of the Institute for Advanced Studies
43
Journal of economic dynamics & control
43
Journal of forecasting
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Econometrics : open access journal
40
International Journal of Energy Economics and Policy : IJEEP
40
Journal of financial econometrics
40
Quantitative finance
40
International journal of economics and finance
39
Pacific-Basin finance journal
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ECONIS (ZBW)
159
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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
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
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:
6
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:
7
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:
8
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:
9
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:
10
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
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