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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Energy economics"
~subject:"Kapitaleinkommen"
~subject:"Korrelation"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Korrelation
Share price
ARCH model
318
ARCH-Modell
318
Volatility
252
Volatilität
252
Oil price
157
Ölpreis
157
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89
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Bouri, Elie
5
Ma, Feng
5
Hammoudeh, Shawkat
4
Tiwari, Aviral Kumar
4
Wang, Yudong
4
Engle, Robert F.
3
Yoon, Seong-min
3
Alqahtani, Faisal
2
Balcilar, Mehmet
2
Baum, Christopher F.
2
Chang, Chia-Lin
2
Chen, Liyuan
2
Chen, Yi-ting
2
Demirer, Rıza
2
Gasbarro, Dominic
2
Hassan, Kamrul
2
Hoque, Ariful
2
Lin, Boqiang
2
Liu, Xiaochun
2
Mansur, Iqbal
2
McAleer, Michael
2
Nguyen, Duc Khuong
2
Odusami, Babatunde Olatunji
2
Roengchai Tansuchat
2
Sadorsky, Perry A.
2
Wang, Jiqian
2
Wang, Shouyang
2
Wu, Chongfeng
2
Zerilli, Paola
2
Zhang, Bing
2
Abakah, Emmanuel Joel Aikins
1
Abdelradi, Fadi
1
Abuzayed, Bana
1
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1
Ahmed, Abdullahi Dahir
1
Ahoniemi, Katja
1
Al-Fayoumi, Nedal
1
Aloui, Mouna
1
Alshater, Muneer Maher
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
Finance research letters
92
International review of economics & finance : IREF
76
Journal of empirical finance
76
Research in international business and finance
74
International review of financial analysis
72
Applied economics
70
The North American journal of economics and finance : a journal of financial economics studies
68
Economic modelling
64
Journal of international financial markets, institutions & money
63
Journal of risk and financial management : JRFM
49
Journal of banking & finance
46
International journal of forecasting
41
Journal of econometrics
41
Applied economics letters
37
Journal of forecasting
36
The European journal of finance
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Applied financial economics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Economics letters
29
Discussion paper / Tinbergen Institute
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
International Journal of Energy Economics and Policy : IJEEP
26
Working paper
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Pacific-Basin finance journal
23
International journal of economics and finance
22
Journal of financial econometrics
21
Review of quantitative finance and accounting
21
Cogent economics & finance
20
International journal of economics and financial issues : IJEFI
20
International journal of finance & economics : IJFE
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International Journal of Financial Studies : open access journal
19
The empirical economics letters : a monthly international journal of economics
18
The journal of futures markets
18
Emerging markets, finance and trade : EMFT
17
Afro-Asian Journal of Finance and Accounting : AAJFA
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ECONIS (ZBW)
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1
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
2
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:
3
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
4
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:
5
Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events
Wu, Xinyu
;
Jiang, Zhengting
- In:
Energy economics
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483676
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6
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:
7
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
8
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
9
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
10
Do market conditions interfere with the transmission of uncertainty from oil market to stock market? : evidence from a modified quantile-on-quantile approach
Xie, Qichang
;
Tang, Guoqiang
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477567
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