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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of financial research"
~subject:"GARCH"
~subject:"Oil price"
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GARCH
Oil price
Volatility
377
Volatilität
289
volatility
109
Börsenkurs
100
Share price
100
Estimation
84
Schätzung
84
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Onour, Ibrahim
3
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2
Dumitriu, Ramona
2
Essaddam, Naceur
2
Gupta, Rangan
2
Ma, Feng
2
Sinha, Gyanesh
2
Sinha, Pankaj
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1
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1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Applied economics letters
International journal of financial research
Energy economics
369
International Journal of Energy Economics and Policy : IJEEP
123
Finance research letters
61
Applied economics
52
International review of economics & finance : IREF
52
Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
2
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
Saved in:
3
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
6
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
7
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
8
Effect of weather on cryptocurrency index : evidences from coinbase index
Kathiravan, Chinnadurai
;
Selvam, Murugesan
;
Maniam, …
- In:
International journal of financial research
10
(
2019
)
4
,
pp. 108-118
Persistent link: https://www.econbiz.de/10012321548
Saved in:
9
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
10
A time series analysis of major indexes using GARCH model with regime shifts
Hassan, S. Aun
- In:
International journal of financial research
8
(
2017
)
4
,
pp. 127-133
Persistent link: https://www.econbiz.de/10011782425
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