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subject:"Entwicklungsländer"
type:"article"
~isPartOf:"Energy economics"
~subject:"ARCH model"
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Entwicklungsländer
ARCH model
Welt
970
World
970
Oil price
388
Ölpreis
388
Greenhouse gas emissions
234
Treibhausgas-Emissionen
234
Volatility
205
Volatilität
205
Oil market
154
Ölmarkt
154
Climate change
140
Klimawandel
140
Estimation
117
Schätzung
117
Climate protection
109
Klimaschutz
109
Energiekonsum
104
Energy consumption
104
Commodity derivative
99
Rohstoffderivat
99
ARCH-Modell
83
Erdöl
83
Petroleum
83
Air pollution
77
China
77
Luftverschmutzung
77
Spillover effect
76
Spillover-Effekt
76
Renewable energy
70
Börsenkurs
69
Erneuerbare Energie
69
Pollution
69
Share price
69
Umweltbelastung
68
Forecasting model
67
Prognoseverfahren
67
Economic growth
65
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65
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65
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Article in journal
102
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102
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English
102
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Ma, Feng
4
Bouri, Elie
3
Hammoudeh, Shawkat
3
Sadorsky, Perry A.
3
Uddin, Mohammed Gazi Salah
3
Wei, Yu
3
Dimpfl, Thomas
2
Fan, Ying
2
Filis, George
2
Gasbarro, Dominic
2
Gong, Xu
2
Hassan, Kamrul
2
Hoque, Ariful
2
Ji, Qiang
2
Kang, Sang Hoon
2
Lee, Chien-chiang
2
Lin, Boqiang
2
Liu, Jing
2
Okorie, David Iheke
2
Smyth, Russell
2
Wang, Xunxiao
2
Wang, Yudong
2
Zhang, Yue-jun
2
Abakah, Emmanuel Joel Aikins
1
Acheampong, Alex O.
1
Adrangi, Bahram
1
Agnolucci, Paolo
1
Ahmad, Wasim
1
Alsamara, Mouyad
1
Ampofo, Akwasi
1
Antonakakis, Nikolaos
1
Antony, Jürgen
1
Apergēs, Nikolaos
1
Asem, Ebenezer
1
Auer, Benjamin R.
1
Awartani, Basel
1
Awaworyi Churchill, Sefa
1
Bakas, Dimitrios
1
Baker, Justin S.
1
Balcilar, Mehmet
1
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Energy economics
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
121
Journal of international development : the journal of the Development Studies Association
50
Applied economics
48
Intereconomics : review of European economic policy
42
Economic modelling
41
Research in international business and finance
37
Climate policy
35
International Journal of Energy Economics and Policy : IJEEP
33
International review of economics & finance : IREF
33
Finance research letters
32
Journal of international money and finance
29
Applied economics letters
27
Journal of risk and financial management : JRFM
25
Development policy review
24
Journal of international financial markets, institutions & money
24
The North American journal of economics and finance : a journal of financial economics studies
24
The world economy : the leading journal on international economic relations
24
International review of financial analysis
23
Review of international political economy : RIPE
22
Journal of world trade : law, economic policy, public policy
21
Economies : open access journal
20
Understanding poverty
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Cogent economics & finance
18
Journal of banking & finance
18
Journal of development economics
18
Review of world economics
18
Economics letters
17
Food policy : economics planning and politics of food and agriculture
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Canadian journal of development studies
16
Emerging markets, finance and trade : EMFT
16
Journal of policy modeling : JPMOD ; a social science forum of world issues
16
Law and development review
16
Technological forecasting & social change : an international journal
16
The economic journal : the journal of the Royal Economic Society
16
Journal of economic development
15
New political economy
15
Review of international political economy
14
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ECONIS (ZBW)
102
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1
Environmental degradation and economic growth : investigating linkages and potential pathways
Acheampong, Alex O.
;
Opoku, Eric Evans Osei
- In:
Energy economics
123
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014475898
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
7
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
Saved in:
8
Can remittances alleviate energy poverty in developing countries? : new evidence from panel data
Barkat, Karim
;
Alsamara, Mouyad
;
Mimouni, Karim
- In:
Energy economics
119
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014279679
Saved in:
9
Volatility spillover across Chinese carbon markets : evidence from quantile connectedness method
Li, Zheng-Zheng
;
Li, Yameng
;
Huang, Chia-Yun
; …
- In:
Energy economics
119
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014280144
Saved in:
10
Economic policy uncertainty, jump dynamics, and oil price volatility
Liu, Feng
;
Shao, Shuai
;
Li, Xin
;
Pan, Na
;
Qi, Yu
- In:
Energy economics
120
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014284019
Saved in:
11
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
12
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
13
Energy poverty, temperature and climate change
Awaworyi Churchill, Sefa
;
Smyth, Russell
;
Trong Anh Trinh
- In:
Energy economics
114
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013477437
Saved in:
14
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
15
Energy poverty and education : fresh evidence from a panel of developing countries
Apergēs, Nikolaos
;
Polemis, Michael
;
Soursou, Simeoni-Eleni
- In:
Energy economics
106
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202022
Saved in:
16
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
17
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
18
Givers never lack : Nigerian oil & gas asymmetric network analyses
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
108
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013203266
Saved in:
19
World energy trilemma and transformative energy developments as determinants of economic growth amid environmental sustainability
Khan, Irfan
;
Zakari, Abdulrasheed
;
Dagar, Vishal
; …
- In:
Energy economics
108
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013203284
Saved in:
20
Poverty and sustainable development around the world during transition periods
Antony, Jürgen
;
Klarl, Torben
- In:
Energy economics
110
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013349941
Saved in:
21
Forecasting crude oil volatility with exogenous predictors : as good as it GETS?
Bonnier, Jean-Baptiste
- In:
Energy economics
111
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013350043
Saved in:
22
Which households are more energy vulnerable? : energy poverty and financial inclusion in Turkey
Doğan, Eyüp
;
Madaleno, Mara
;
Taskin, Dilvin
- In:
Energy economics
99
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012888468
Saved in:
23
Energy poverty and public health : global evidence
Pan, Lei
;
Biru, Ashenafi
;
Lettu, Sandra
- In:
Energy economics
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013161505
Saved in:
24
Revisiting value-at-risk and expected shortfall in oil markets under structural breaks : the role of fat-tailed distributions
Patra, Saswat
- In:
Energy economics
101
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013161743
Saved in:
25
Religiosity and energy poverty : empirical evidence across countries
Ampofo, Akwasi
;
Mabefam, Matthew Gmalifo
- In:
Energy economics
102
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013162156
Saved in:
26
Does culture affect energy poverty? : evidence from a cross-country analysis
Chaudhry, Sajid M.
;
Muhammad Shafiullah
- In:
Energy economics
102
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013162239
Saved in:
27
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
28
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
29
How will renewable energy development goals affect energy poverty in Guatemala?
Henry, Candise L.
;
Baker, Justin S.
;
Shaw, Brooke K.
; …
- In:
Energy economics
104
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013364423
Saved in:
30
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
31
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
32
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Energy economics
86
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012511747
Saved in:
33
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong
;
Gong, Xu
- In:
Energy economics
87
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Saved in:
34
Crude oil price and cryptocurrencies : evidence of volatility connectedness and hedging strategy
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
87
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012512456
Saved in:
35
Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu
;
Yang, Xiaoming
;
Li, Fuxing
- In:
Energy economics
87
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Saved in:
36
Islamic stocks, conventional stocks, and crude oil : directional volatility spillover analysis in BRICS
Hassan, Kamrul
;
Hoque, Ariful
;
Wali, Muammer
;
Gasbarro, …
- In:
Energy economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520036
Saved in:
37
Co-movements and spillovers of oil and renewable firms under extreme conditions : new evidence from negative WTI prices during COVID-19
Corbet, Shaen
;
Goodell, John W.
;
Günay, Samet
- In:
Energy economics
92
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012520119
Saved in:
38
Effects of financial development on energy consumption : the role of country risks
Chiu, Yi-Bin
;
Lee, Chien-chiang
- In:
Energy economics
90
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012517568
Saved in:
39
Carbon curse in developed countries
Chiroleu-Assouline, Mireille
;
Fodha, Mouez
;
Kirat, Yassine
- In:
Energy economics
90
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517595
Saved in:
40
Frequency dynamics of volatility spillovers among crude oil and international stock markets : the role of the interest rate
Wang, Xunxiao
- In:
Energy economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012518567
Saved in:
41
On the intraday dynamics of oil price and exchange rate : what can we learn from China and India?
Ahmad, Wasim
;
Prakash, Ravi
;
Uddin, Mohammed Gazi Salah
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518662
Saved in:
42
Oil and asset classes implied volatilities : investment strategies and hedging effectiveness
Antonakakis, Nikolaos
;
Cuñado Eizaguirre, Juncal
; …
- In:
Energy economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012518750
Saved in:
43
On the conditional dependence structure between oil, gold and USD exchange rates : Nested copula based GJR-GARCH model
Bedoui, Rihab
;
Braiek, Sana
;
Guesmi, Khaled
; …
- In:
Energy economics
80
(
2019
),
pp. 876-889
Persistent link: https://www.econbiz.de/10012173742
Saved in:
44
Separating BRIC using Islamic stocks and crude oil : dynamic conditional correlation and volatility spillover analysis
Hassan, Kamrul
;
Hoque, Ariful
;
Gasbarro, Dominic
- In:
Energy economics
80
(
2019
),
pp. 950-969
Persistent link: https://www.econbiz.de/10012173757
Saved in:
45
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
46
Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model
Chen, Rongda
;
Xu, Jianjun
- In:
Energy economics
78
(
2019
),
pp. 379-391
Persistent link: https://www.econbiz.de/10012159962
Saved in:
47
Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Energy economics
81
(
2019
),
pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Saved in:
48
Futures-based forecasts : how useful are they for oil price volatility forecasting?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
81
(
2019
),
pp. 639-649
Persistent link: https://www.econbiz.de/10012172881
Saved in:
49
Crude oil price shocks and hedging performance : a comparison of volatility models
Chun, Dohyun
;
Cho, Hoon
;
Kim, Jihun
- In:
Energy economics
81
(
2019
),
pp. 1132-1147
Persistent link: https://www.econbiz.de/10012173083
Saved in:
50
The asymmetric return-volatility relationship of commodity prices
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Energy economics
76
(
2018
),
pp. 378-387
Persistent link: https://www.econbiz.de/10011976677
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