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subject:"Volatility"
isPartOf:"Journal of applied econometrics"
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Volatility
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Estimation
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104
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102
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102
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Marcellino, Massimiliano
4
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Journal of applied econometrics
International Journal of Energy Economics and Policy : IJEEP
Applied economics
178
Energy economics
171
Economic modelling
170
International review of economics & finance : IREF
132
Finance research letters
126
Working paper
119
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117
The North American journal of economics and finance : a journal of financial economics studies
116
International review of financial analysis
108
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105
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104
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103
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102
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96
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94
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93
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92
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86
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80
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
2
The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment
Shabbir, Malik Shahzad
;
Said, Laila Refiana
;
Pelit, Irem
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 560-565
Persistent link: https://www.econbiz.de/10014368310
Saved in:
3
Econometric analysis of the effect of energy prices on exchange rates during war period
Aslanova, Afaq
;
Mammadova, Simuzar
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 496-502
Persistent link: https://www.econbiz.de/10014373532
Saved in:
4
Empirical analysis of the relationship between basic energy sources and the tourism sector index
Muradzada, Imangulu
;
Akbulev, Nurkhodza
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 513-521
Persistent link: https://www.econbiz.de/10014373665
Saved in:
5
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
6
Analysis of the effect of energy prices on stock indexes during the epidemic crisis
Guliyeva, Shafa
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 526-536
Persistent link: https://www.econbiz.de/10014366137
Saved in:
7
Oil volatility and economic growth : evidences from top oil trading countries
Bagadeem, Salim
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10014435126
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8
The effects of energy prices on oil-gas sectoral stock returns for BRIC countries : evidence from space state models
Helmi, Mohamad Husam
;
Catik, A. Nazif
;
Kosedagli, Begum …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 430-440
Persistent link: https://www.econbiz.de/10014435145
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9
Riding the waves of fluctuating oil prices : decoding the impact on economic growth
Triantoro, Arvian
;
Akhtar, Muhammad Zaheer
;
Khan, Shiraz
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 34-50
Persistent link: https://www.econbiz.de/10014250944
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10
Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS
Qabhobho, Thobekile
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10014321451
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11
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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12
Asymmetric relationship between exchange rate volatility and oil price : case study of Thai-Baht
Supanee Harnphattananusorn
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 86-92
Persistent link: https://www.econbiz.de/10013169294
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13
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
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14
Analysis of data inflation energy and gasoline price by vector autoregressive model
Nairobi, Nairobi
;
Ambya, Ambya
;
Russel, Edwin
;
Paujiah, Sipa
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 120-126
Persistent link: https://www.econbiz.de/10013190132
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15
Interdependence between WTI crude oil prices and the US equity market
Pruchnicka-Grabias, Izabela
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 226-232
Persistent link: https://www.econbiz.de/10013193725
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16
Investigating the nexus between crude oil price and stock prices of oil exploration companies
Kumar, K. Abhaya
;
Pinto, Prakash
;
Hawaldar, Iqbal Thonse
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 40-47
Persistent link: https://www.econbiz.de/10013350764
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17
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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18
The causal relationship between fuel consumption, exchange rates and economic growth in South East Sulawesi, Indonesia
Rahim, Manat
;
Adam, Pasrun
;
Heppi Millia
;
Suriadi, La Ode
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
6
,
pp. 1-6
Persistent link: https://www.econbiz.de/10012792432
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19
Impact of crude oil price on countries' and Vietnam’s GDP growth : variance decomposition approach
Doan Van Dinh
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
3
,
pp. 110-120
Persistent link: https://www.econbiz.de/10012621645
Saved in:
20
Nexus between crude oil, exchange rate and stock market returns : an empirical evidence from Indian context
Raju, Guntur Anjana
;
Shirodkar, Sanjeeta
;
Marathe, …
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
3
,
pp. 170-175
Persistent link: https://www.econbiz.de/10012622259
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21
The relationship between gold and brent crude oil prices : an unrestricted vector autoregression approach
Pruchnicka-Grabias, Izabela
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 276-282
Persistent link: https://www.econbiz.de/10012623575
Saved in:
22
Effects of crude oil prices volatility, the internet and inflation on economic growth in ASEAN-5 countries : a panel autoregressive distributed lag approach
Rosnawintang, Rosnawintang
;
Tajuddin, Tajuddin
;
Adam, Pasrun
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
1
,
pp. 15-21
Persistent link: https://www.econbiz.de/10012586412
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23
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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24
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
25
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
26
Structural VAR and financial networks : a minimum distance approach to spatial modeling
Scidá, Daniela
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014287920
Saved in:
27
Global financial uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 432-449
Persistent link: https://www.econbiz.de/10014288000
Saved in:
28
Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional h...
Saidi, La Ode
;
Aedy, Hasan
;
Saranani, Fajar
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 104-108
Persistent link: https://www.econbiz.de/10012435288
Saved in:
29
Application of short-term forecasting models for energy entity stock price (Study on Indika Energi Tbk, JII)
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 294-301
Persistent link: https://www.econbiz.de/10012435914
Saved in:
30
Stock prices reaction to oil price fluctuations : empirical evidence from Nigeria
Inegbedion, Henry Egbezien
;
Obadiaru, Eseosa
;
Adeyemi, …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 142-149
Persistent link: https://www.econbiz.de/10012505762
Saved in:
31
Accurate estimated model of volatility crude oil price
Gunarto, Toto
;
Azhar, Rialdi
;
Tresiana, Novita
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 228-233
Persistent link: https://www.econbiz.de/10012505999
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32
The relationship between crude oil prices, EUR/USD exchange rate and gold prices
Houcine, Benlaria
;
Zouheyr, Gheraia
;
Abdessalam, Belbali
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 234-242
Persistent link: https://www.econbiz.de/10012506005
Saved in:
33
Relationship between crude oil prices and macro-economic variables : evidence from BRICS countries
Raju, Guntur Anjana
;
Marathe, Shripad Ramchandra
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 264-271
Persistent link: https://www.econbiz.de/10012506035
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34
Do oil price shocks give impact on financial performance of manufacturing sectors in Indonesia?
Wiryono, Sudarso Kaderi
;
Sudrajad, Oktofa Yudha
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 510-514
Persistent link: https://www.econbiz.de/10012506672
Saved in:
35
Analysis of the relationship between energy price changes and stock market indices in developed countries
Nakhipbekova, Symbat
;
Baibosynova, Gulzhan
;
Batyrova, …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 169-174
Persistent link: https://www.econbiz.de/10012507426
Saved in:
36
Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono
;
Russel, Edwin
;
Putri, Almira Rizka
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10012488433
Saved in:
37
Price discovery in crude oil markets : intraday volatility interactions between crude oil futures and energy exchange traded funds
Ozdurak, Caner
;
Ulusoy, Veysel
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
3
,
pp. 402-413
Persistent link: https://www.econbiz.de/10012496957
Saved in:
38
The effects of external uncertainties against monetary policy uncertainty on IRANIAN stock return volatility using GARCH-MIDAS approach
Razmi, Seyedeh Fatemeh
;
Bajgiran, Bahareh Ramezanian
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 278-281
Persistent link: https://www.econbiz.de/10012500847
Saved in:
39
Long run association of stock prices and crude oil prices: evidence from Saudi Arabia
Rahman, Abdul
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 124-131
Persistent link: https://www.econbiz.de/10012484226
Saved in:
40
Do different types of oil price shocks affect the Indian stock returns differently at firm-level? : a panel structural vector autoregression approach
Aruna, Bhagavatula
;
Acharya, H. Rajesh
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 238-249
Persistent link: https://www.econbiz.de/10012485433
Saved in:
41
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
42
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
43
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
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44
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
45
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
46
The impact of oil price uncertainty on stock returns in Gulf Countries
Ahmad, Shabbir
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
6
,
pp. 447-452
Persistent link: https://www.econbiz.de/10012427761
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47
Pricing in oil market and using probit model for analysis of stock market effects
Mikhaylov, Alexey Yurievich
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
2
,
pp. 69-73
Persistent link: https://www.econbiz.de/10011850489
Saved in:
48
Application of GARCH model to forecast data and volatility of share price of energy (Study on Adaro Energy Tbk, LQ45)
Virginia, Erica
;
Ginting, Josep
;
Elfaki, Faiz A. M.
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011881316
Saved in:
49
Volatility spillover effect between stock and exchange rate in oil exporting countries
Mikhaylov, Alexey Yurievich
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 321-326
Persistent link: https://www.econbiz.de/10011881390
Saved in:
50
Investigating volatility in Saudi Arabia crude oil prices and its impact on oil stock market
Shu, Tong
;
Baslom, Mohammed Majdy M.
;
Alsharif, Hussain …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
4
,
pp. 338-346
Persistent link: https://www.econbiz.de/10011882806
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