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subject:"Volatility"
subject:"Volatilität"
~isPartOf:"Energy economics"
~subject:"China"
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Search: subject_exact:"Estimation"
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Volatility
Volatilität
China
Estimation
480
Schätzung
480
Oil price
194
Ölpreis
194
Welt
117
World
117
Energiekonsum
82
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82
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Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
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Wang, Yudong
4
Yoon, Seong-min
4
Wei, Yu
3
Wen, Fenghua
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Xu, Yahua
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Zhang, Ning
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Zhu, Huiming
3
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2
Arouri, Mohamed
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Du, Kerui
2
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2
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2
Joo, Young C.
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Kang, Boda
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Kumar, Pawan
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Lau, Chi Keung
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Lee, Chien-chiang
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Lee, Myunghun
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Lin, Boqiang
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Lu, Xinjie
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Maghyereh, Aktham I.
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Nikitopoulos, Christina Sklibosios
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Nonejad, Nima
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Park, Sung Y.
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Sadorsky, Perry A.
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Thai-Ha Le
2
Todorova, Neda
2
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2
Wang, Lu
2
Wang, Shouyang
2
Wang, Xunxiao
2
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Energy economics
Applied economics
182
Economic modelling
159
Finance research letters
148
International review of economics & finance : IREF
135
Working paper / National Bureau of Economic Research, Inc.
132
Applied economics letters
120
NBER working paper series
118
International review of financial analysis
114
NBER Working Paper
111
The North American journal of economics and finance : a journal of financial economics studies
108
Journal of econometrics
104
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94
Journal of banking & finance
84
Journal of empirical finance
83
Applied financial economics
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CESifo working papers
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Research in international business and finance
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China economic review : an international journal
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Journal of international financial markets, institutions & money
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66
Economics letters
65
Emerging markets, finance and trade : EMFT
62
The journal of futures markets
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
60
Journal of risk and financial management : JRFM
60
Discussion paper / Tinbergen Institute
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
International journal of finance & economics : IJFE
51
Pacific-Basin finance journal
50
The European journal of finance
48
International journal of forecasting
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
International journal of economics and finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
International Journal of Energy Economics and Policy : IJEEP
38
Journal of financial economics
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ECONIS (ZBW)
178
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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
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:
6
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:
7
Regulation-induced financial constraints, carbon emission and corporate innovation : evidence from China
Cui, Di
;
Ding, Mingfa
;
Han, Yikai
;
Suardi, Sandy
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490824
Saved in:
8
Spillover of energy commodities and inflation in G7 plus Chinese economies
Saeed, Asif
;
Chaudhry, Sajid M.
;
Arif, Ahmed
;
Ahmed, Rizwan
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014486554
Saved in:
9
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:
10
Exploring the time-varying asymmetric effects of environmental regulation policies and human capital on sustainable development efficiency : a province level evidence from China
Chishti, Muhammad Zubair
;
Arfaoui, Nadia
;
Cheong, …
- In:
Energy economics
126
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014480961
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