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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~subject:"ARCH model"
~subject:"Erdöl"
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Kapitaleinkommen
ARCH model
Erdöl
Estimation
1,208
Schätzung
1,208
Theorie
217
Theory
217
Oil price
209
Ölpreis
209
Volatility
185
Volatilität
185
Welt
184
World
184
Panel
147
Panel study
147
Cointegration
143
Kointegration
143
USA
141
United States
141
Time series analysis
132
Zeitreihenanalyse
132
Economic growth
109
Wirtschaftswachstum
108
Deutschland
97
Germany
97
VAR model
93
VAR-Modell
93
Forecasting model
91
Prognoseverfahren
91
ARCH-Modell
89
Börsenkurs
88
Share price
88
Energiekonsum
85
Energy consumption
85
EU countries
69
EU-Staaten
69
Estimation theory
66
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Schätztheorie
66
Schock
64
Shock
64
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Undetermined
120
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Article
159
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Article in journal
159
Aufsatz in Zeitschrift
159
Conference paper
2
Konferenzbeitrag
2
Language
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English
159
Author
All
Ma, Feng
7
Bouri, Elie
5
Wang, Yudong
4
Wei, Yu
4
Yoon, Seong-min
4
Nonejad, Nima
3
Xu, Yahua
3
Chevallier, Julien
2
Ciarreta, Aitor
2
Das, Debojyoti
2
Dutta, Anupam
2
Guo, Yawei
2
Holmes, Mark J.
2
Ji, Qiang
2
Kanas, Angelos
2
Kang, Boda
2
Klaassen, Franc
2
Kumar, Pawan
2
Lee, Chien-chiang
2
Liu, Li
2
Lu, Xinjie
2
Lux, Thomas
2
Miao, Hong
2
Nikitopoulos, Christina Sklibosios
2
Park, Sung Y.
2
Rahman, Md Lutfur
2
Ramchander, Sanjay
2
Singh, Vipul Kumar
2
Thai-Ha Le
2
Tiwari, Aviral Kumar
2
Todorova, Neda
2
Wang, Lu
2
Wang, Shouyang
2
Wang, Xunxiao
2
Wen, Fenghua
2
Xiao, Jihong
2
Xie, Qichang
2
You, Wan-hai
2
Zarraga, Ainhoa
2
Zhang, Bing
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Finance research letters
178
International review of financial analysis
153
Journal of banking & finance
152
Applied economics
150
International review of economics & finance : IREF
145
Journal of empirical finance
142
Journal of financial economics
128
Economic modelling
122
The North American journal of economics and finance : a journal of financial economics studies
114
Applied financial economics
110
Applied economics letters
107
Journal of international financial markets, institutions & money
99
NBER working paper series
99
Working paper / National Bureau of Economic Research, Inc.
92
Research in international business and finance
86
Journal of econometrics
74
NBER Working Paper
74
Pacific-Basin finance journal
73
The European journal of finance
73
Review of quantitative finance and accounting
69
Journal of international money and finance
64
Working paper
60
Journal of risk and financial management : JRFM
58
Economics letters
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
International journal of finance & economics : IJFE
54
International journal of economics and finance
52
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
CESifo working papers
44
International journal of economics and financial issues : IJEFI
44
Research paper series / Swiss Finance Institute
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Cogent economics & finance
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
International journal of forecasting
42
Journal of financial markets
40
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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
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
4
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
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
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
7
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:
8
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:
9
Does oil price uncertainty affect corporate innovation?
Amin, Md. Ruhul
;
Wang, Xinyu
;
Aktas, Elvan
- In:
Energy economics
118
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014247717
Saved in:
10
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
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