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subject:"ARCH-Modell"
~isPartOf:"Energy economics"
~isPartOf:"Journal of empirical finance"
~subject:"Schock"
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ARCH-Modell
Schock
Commodity derivative
285
Rohstoffderivat
285
Oil price
170
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170
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164
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164
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120
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Ma, Feng
12
Zhang, Yaojie
4
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3
Chevallier, Julien
3
Gong, Xu
3
Hammoudeh, Shawkat
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Liao, Yin
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McAleer, Michael
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Roengchai Tansuchat
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Energy economics
Journal of empirical finance
Economic modelling
21
IMF working papers
18
The journal of futures markets
17
Finance research letters
15
Applied economics
14
International review of economics & finance : IREF
14
Working paper
14
International review of financial analysis
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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CAMA working paper series
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American journal of agricultural economics
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Journal of international money and finance
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Journal of commodity markets
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
96
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1
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
Saved in:
2
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
3
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:
4
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
5
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
6
How is volatility in commodity markets linked to oil price shocks?
Ahmadi, Maryam
;
Behmiri, Niaz Bashiri
;
Manera, Matteo
- In:
Energy economics
59
(
2016
),
pp. 11-23
Persistent link: https://www.econbiz.de/10011699432
Saved in:
7
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
8
The impact of commodity price shocks in the presence of a trading relationship : a GVAR analysis of the NAFTA
Wei, Honghong
;
Lahiri, Radhika
- In:
Energy economics
80
(
2019
),
pp. 553-569
Persistent link: https://www.econbiz.de/10012173686
Saved in:
9
Resource price turbulence and macroeconomic adjustment for a resource exporter : a conceptual framework for policy analysis
Cox, Grant M.
;
Harvie, Charles
- In:
Energy economics
32
(
2010
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10003954654
Saved in:
10
Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat
;
Yuan, Yuan
- In:
Energy economics
30
(
2008
)
2
,
pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
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