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~isPartOf:"Energy economics"
~subject:"Kapitaleinkommen"
~subject:"Rohstoffderivat"
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Search: "Volatilität"
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Kapitaleinkommen
Rohstoffderivat
Volatility
598
Volatilität
598
Oil price
363
Ölpreis
363
ARCH model
212
ARCH-Modell
212
Welt
205
World
205
Commodity derivative
145
Estimation
142
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142
Börsenkurs
123
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113
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107
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Theorie
55
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50
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48
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222
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Ma, Feng
13
Bouri, Elie
7
Hammoudeh, Shawkat
7
Tiwari, Aviral Kumar
7
Wei, Yu
6
Demirer, Rıza
5
Ji, Qiang
5
Nguyen, Duc Khuong
5
Wang, Yudong
5
Yoon, Seong-min
5
Chang, Chia-Lin
4
Chevallier, Julien
4
Gupta, Rangan
4
Kang, Sang Hoon
4
McAleer, Michael
4
Uddin, Mohammed Gazi Salah
4
Zhang, Yaojie
4
Baum, Christopher F.
3
Gong, Xu
3
Hou, Yang
3
Hu, Yang
3
Huang, Dengshi
3
Klein, Tony
3
Lin, Boqiang
3
Luo, Jiawen
3
Manera, Matteo
3
Sadorsky, Perry A.
3
Tamvakis, Michael
3
Wen, Fenghua
3
Wu, Chongfeng
3
Xu, Yahua
3
Zerilli, Paola
3
Alizadeh-Masoodian, Amir H.
2
Aloui, Riadh
2
Arouri, Mohamed
2
Batten, Jonathan A.
2
Chang, Kuang-liang
2
Chen, Liyuan
2
Corbet, Shaen
2
Das, Debojyoti
2
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Energy economics
Finance research letters
169
International review of financial analysis
154
International review of economics & finance : IREF
126
Journal of banking & finance
119
Journal of empirical finance
106
The North American journal of economics and finance : a journal of financial economics studies
104
Applied economics
92
Economic modelling
92
Research in international business and finance
84
Journal of financial economics
82
Applied financial economics
81
NBER working paper series
76
Journal of international financial markets, institutions & money
75
The journal of futures markets
75
Applied economics letters
72
Journal of econometrics
71
Working paper / National Bureau of Economic Research, Inc.
68
Pacific-Basin finance journal
66
Journal of risk and financial management : JRFM
62
NBER Working Paper
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
International journal of forecasting
54
Working paper
50
The European journal of finance
49
International Journal of Energy Economics and Policy : IJEEP
45
Journal of forecasting
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of international money and finance
41
International journal of finance & economics : IJFE
39
Economics letters
38
Review of quantitative finance and accounting
37
Investment management and financial innovations
36
Cogent economics & finance
33
Journal of financial markets
33
The journal of finance : the journal of the American Finance Association
33
Research paper series / Swiss Finance Institute
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Global finance journal
31
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ECONIS (ZBW)
222
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1
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
2
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:
3
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
4
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:
5
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
6
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Saved in:
7
Oil news shocks and the U.S. stock market
AlSalman, Zeina
;
Herrera, Ana María
;
Rangaraju, …
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483387
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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