//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of financial economics"
~isPartOf:"Energy economics"
~person:"Klein, Tony"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Commodity derivative
3
Rohstoffderivat
3
Forecasting model
2
Oil price
2
Prognoseverfahren
2
Spillover effect
2
Spillover-Effekt
2
Time series analysis
2
Zeitreihenanalyse
2
Ölpreis
2
Asymmetric volatility spillover
1
Asymmetry
1
China
1
Co-volatility
1
Commodity markets
1
Correlation
1
Crude oil
1
Derivat
1
Derivative
1
Erdöl
1
Erdölpolitik
1
Estimation
1
Forecasting
1
Futures markets
1
GARCH-type models
1
HAR models
1
Leading effects
1
Long memory
1
MHAR-CSV model
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Mixture memory
1
OPEC
1
OPEC countries
1
OPEC-Staaten
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Klein, Tony
Ma, Feng
19
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Bouri, Elie
13
Wang, Yudong
13
Gupta, Rangan
12
Ji, Qiang
11
Demirer, Rıza
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Jacobs, Kris
5
Liang, Chao
5
Liu, Bing-Yue
5
Lucey, Brian M.
5
Nguyen, Duc Khuong
5
Soytaş, Uǧur
5
Yin, Libo
5
Batten, Jonathan A.
4
Chang, Chia-Lin
4
Dutta, Anupam
4
Huang, Dengshi
4
more ...
less ...
Published in...
All
Journal of financial economics
Energy economics
Finance research letters
2
International journal of forecasting
2
International review of financial analysis
2
Working papers on finance
2
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
QMS Research Paper
1
QMS Research Paper 2021/04
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
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
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
3
Trends and contagion in WTI and Brent crude oil spot and futures markets : the role of OPEC in the last decade
Klein, Tony
- In:
Energy economics
75
(
2018
),
pp. 636-646
Persistent link: https://www.econbiz.de/10011974565
Saved in:
4
Oil price volatility forecast with mixture memory GARCH
Klein, Tony
;
Walther, Thomas
- In:
Energy economics
58
(
2016
),
pp. 46-58
Persistent link: https://www.econbiz.de/10011698485
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->