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subject:"Volatility"
subject:"Volatilität"
~isPartOf:"Energy economics"
~subject:"Cointegration"
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Volatility
Volatilität
Cointegration
Estimation
480
Schätzung
480
Oil price
194
Ölpreis
194
Welt
117
World
117
Energiekonsum
82
Energy consumption
82
Theorie
75
Theory
75
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66
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66
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62
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61
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Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Hammoudeh, Shawkat
3
Lee, Chien-chiang
3
Shahbaz, Muhammad
3
Shahzad, Syed Jawad Hussain
3
Thai-Ha Le
3
Wang, Yudong
3
Wei, Yu
3
Xu, Yahua
3
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Chang, Chun Ping
2
Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Gozgor, Giray
2
Guo, Yawei
2
Gupta, Rangan
2
He, Kaijian
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
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Lau, Chi Keung
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Lu, Xinjie
2
Maghyereh, Aktham I.
2
Mitra, Subrata Kumar
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Nikitopoulos, Christina Sklibosios
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Nonejad, Nima
2
Otero, Jesús G.
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Pal, Debdatta
2
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2
Park, Sung Y.
2
Sadorsky, Perry A.
2
Sephton, Peter S.
2
Singh, Vipul Kumar
2
Todorova, Neda
2
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Energy economics
Applied economics
244
Economic modelling
218
Applied economics letters
167
International review of economics & finance : IREF
149
Finance research letters
131
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of econometrics
119
CESifo working papers
113
International Journal of Energy Economics and Policy : IJEEP
112
International review of financial analysis
110
International journal of economics and financial issues : IJEFI
108
Research in international business and finance
98
Journal of banking & finance
96
International journal of economics and finance
93
Working paper
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Applied financial economics
92
The empirical economics letters : a monthly international journal of economics
91
Journal of empirical finance
90
Journal of international money and finance
88
Journal of international financial markets, institutions & money
85
Working paper / National Bureau of Economic Research, Inc.
82
Economics letters
80
NBER working paper series
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
NBER Working Paper
74
Cogent economics & finance
71
Journal of risk and financial management : JRFM
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
The journal of futures markets
68
International journal of finance & economics : IJFE
66
Discussion paper / Tinbergen Institute
65
Theoretical and applied economics : GAER review
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Discussion paper / Centre for Economic Policy Research
54
International journal of forecasting
51
The European journal of finance
49
Discussion papers / Deutsches Institut für Wirtschaftsforschung
45
Econometric reviews
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ECONIS (ZBW)
195
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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
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:
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
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:
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
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:
8
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:
9
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:
10
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
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