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subject:"ARCH-Modell"
~person:"Chevallier, Julien"
~subject:"Schock"
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ARCH-Modell
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Commodity derivative
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Chevallier, Julien
McAleer, Michael
33
Ma, Feng
27
Chang, Chia-Lin
25
Manera, Matteo
14
Collier, Paul
13
Goderis, Benedikt
11
Tansuchat, Roengchai
10
Arezki, Rabah
9
Dehn, Jan
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Nicolini, Marcella
9
Roengchai Tansuchat
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Hammoudeh, Shawkat
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8
Anzuini, Alessio
7
Drechsel, Thomas
7
Juvenal, Luciana
7
Lombardi, Marco J.
7
Nguyen, Duc Khuong
7
Pagano, Patrizio
7
Petrella, Ivan
7
Riera-Crichton, Daniel
7
Schmitt-Grohé, Stephanie
7
Tenreyro, Silvana
7
Uribe, Martín
7
Aizenman, Joshua
6
Edwards, Sebastian
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Liu, Jing
6
Lu, Xinjie
6
Vespignani, Joaquin
6
Zagaglia, Paolo
6
Addison, Tony
5
Bodenstein, Martin
5
Bouri, Elie
5
Brückner, Markus
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Energy economics
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Research in international business and finance
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ECONIS (ZBW)
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1
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
2
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
3
On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien
;
Sévi, Benoît
- In:
Energy economics
34
(
2012
)
6
,
pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
Saved in:
4
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
5
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
6
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
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