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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Energy economics"
~isPartOf:"Investment management and financial innovations"
~subject:"Time series analysis"
~subject:"Wertpapierhandel"
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Capital income
Time series analysis
Wertpapierhandel
Estimation
608
Schätzung
608
Oil price
196
Ölpreis
196
Volatility
159
Volatilität
159
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125
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Bohl, Martin T.
10
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7
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Sun, Yuying
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Energy economics
Investment management and financial innovations
Applied economics
187
Economic modelling
173
Finance research letters
169
Journal of banking & finance
167
Applied economics letters
159
International review of economics & finance : IREF
147
Journal of econometrics
147
International review of financial analysis
143
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139
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121
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
94
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international money and finance
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The European journal of finance
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Pacific-Basin finance journal
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Discussion paper / Tinbergen Institute
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International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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International journal of economics and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper / Centre for Economic Policy Research
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Econometric reviews
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ECONIS (ZBW)
143
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1
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143
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1
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
2
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
3
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
4
Is timing everything? : assessing the evidence on whether energy/electricity demand elasticities are time-varying
Liddle, Brantley
- In:
Energy economics
124
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014481095
Saved in:
5
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
6
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
7
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
8
The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur
- In:
Energy economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013201580
Saved in:
9
Forecasting fuel prices with the Chilean exchange rate : going beyond the commodity currency hypothesis
Pincheira, Pablo
;
Bentancor, Andrea
;
Hardy, Nicolás
; …
- In:
Energy economics
106
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202113
Saved in:
10
Oil prices & stock returns : modeling the asymmetric effects around the zero lower bound
Sardar, Naafey
;
Sharma, Shahil
- In:
Energy economics
107
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013202164
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