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subject:"ARCH-Modell"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"Erdöl"
~subject:"Rohstoffmarkt"
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ARCH-Modell
Erdöl
Rohstoffmarkt
Commodity derivative
38
Rohstoffderivat
38
Oil price
26
Ölpreis
26
Volatility
21
Volatilität
21
Welt
15
World
15
Petroleum
13
Börsenkurs
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Erneuerbare Energie
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Renewable energy
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Share price
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ARCH model
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Erneuerbare Ressourcen
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Estimation
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Oil market
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Renewable resources
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Causality analysis
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Energiemarkt
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Greenhouse gas emissions
8
Treibhausgas-Emissionen
8
Commodity exchange
7
Commodity price
7
Rohstoffpreis
7
VAR model
7
VAR-Modell
7
Warenbörse
7
Derivat
6
Derivative
6
Hedging
6
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Tanattrin Bunnag
3
Adam, Anokye M.
2
Asafo-Adjei, Emmanuel
2
Hawaldar, Iqbal Thonse
2
Meher, Bharat Kumar
2
Qabhobho, Thobekile
2
Wei, Ching Chun
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Łamasz, Bartosz
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Adailah, Radi Mohammad
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Ahmed, Farhan
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Al-Damour, Saba Bassam
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Al-Majali, Ahmad
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Aqil, Muhammad
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Aslanova, Afaq
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Azar, Samih Antoine
1
Azhar, Rialdi
1
Boateng, Ebenezer
1
Chen, Shu-Min
1
Gupta, Abhishek Kumar
1
Huang, Ya-Ling
1
Idun, Anthony Adu Asare
1
Iwaszczuk, Natalia
1
Kashif, Muhammad
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Kesumah, Fajrin Satria Dwi
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Kumar, P. K. Santhosh
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Kumar, Santosh
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Lee, Yen-Hsien
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Lin, Ya-Ling
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Mammadova, Simuzar
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Meng, Xiangcai
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Michalski, Marek
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Mounir, Amine
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Nandini, A. Satya
1
Owusu Junior, Peterson
1
Ozdurak, Caner
1
Prasetya, Rian Andri
1
Puka, Radosław
1
Putri, Widya Rizki Eka
1
Rajesh, R.
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International Journal of Energy Economics and Policy : IJEEP
Energy economics
171
Finance research letters
41
The journal of futures markets
37
Applied economics
31
International review of financial analysis
29
Economic modelling
28
International review of economics & finance : IREF
26
Intereconomics : review of European economic policy
25
Journal of commodity markets
23
Applied economics letters
22
Journal of international money and finance
22
Journal of banking & finance
21
The energy journal
21
Working paper
19
Research in international business and finance
14
IMF working papers
13
NBER Working Paper
13
NBER working paper series
13
American journal of agricultural economics
11
Journal of the Royal Statistical Society
11
Applied financial economics
10
Econometric Institute research papers
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of international financial markets, institutions & money
9
The empirical economics letters : a monthly international journal of economics
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of risk and financial management : JRFM
8
CESifo working papers
7
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of finance & economics : IJFE
7
Policy, research and external affairs working papers : WPS
7
The European journal of finance
7
The review of financial studies
7
Economics letters
6
Financial modeling and risk management of energy and environmental instruments and derivates
6
International journal of economics and finance
6
Journal of empirical finance
6
Journal of forecasting
6
Mineral economics : raw materials report
6
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ECONIS (ZBW)
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1
State-space implementation in forecasting carbon and gas prices in commodity markets
Azhar, Rialdi
;
Wisnu, Febryan Kusuma
;
Kesumah, Fajrin …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
3
,
pp. 280-286
Persistent link: https://www.econbiz.de/10013285561
Saved in:
2
Volatility transmission in oil futures markets and carbon emissions futures
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
3
,
pp. 647-659
Persistent link: https://www.econbiz.de/10011455969
Saved in:
3
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun
;
Lin, Ya-Ling
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
Saved in:
4
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien
;
Huang, Ya-Ling
;
Wu, Chun-Yu
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
3
,
pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Saved in:
5
Hedging petroleum futures with multivariate GARCH models
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10011287161
Saved in:
6
The bias in the long run relation between the prices of BRENT and West Texas intermediate crude oils
Azar, Samih Antoine
;
Salha, Angelic
- In:
International Journal of Energy Economics and Policy : IJEEP
7
(
2017
)
1
,
pp. 44-54
Persistent link: https://www.econbiz.de/10011748942
Saved in:
7
Does agricultural commodity price co-move with oil price in the time-frequency space? : evidence from the Republic of Korea
Meng, Xiangcai
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
4
,
pp. 125-133
Persistent link: https://www.econbiz.de/10011881423
Saved in:
8
Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
Saved in:
9
Examining the relationship of crude oil future price return and agricultural future price return in US
Wei, Ching Chun
;
Chen, Shu-Min
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 58-64
Persistent link: https://www.econbiz.de/10011448207
Saved in:
10
Crude oil price movements between fundamental and uncertainty : evidence from frequency causality tests
Mounir, Amine
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 428-433
Persistent link: https://www.econbiz.de/10014445050
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