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subject:"ARCH-Modell"
~isPartOf:"Energy economics"
~subject:"Volatility"
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Search: subject_exact:"Stock index"
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ARCH-Modell
Volatility
Aktienindex
13
Stock index
13
Volatilität
11
Oil price
10
Ölpreis
10
Aktienmarkt
6
Stock market
6
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5
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Multivariate Verteilung
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Tiwari, Aviral Kumar
2
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1
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Fan, Ying
1
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1
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1
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Raheem, Ibrahim Dolapo
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1
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Energy economics
Applied financial economics
30
The journal of futures markets
27
International review of financial analysis
26
The North American journal of economics and finance : a journal of financial economics studies
25
Applied economics
20
Finance research letters
20
International review of economics & finance : IREF
20
Journal of banking & finance
18
Applied economics letters
17
Journal of international financial markets, institutions & money
17
Journal of risk and financial management : JRFM
17
Economic modelling
16
Research in international business and finance
14
Discussion paper / Tinbergen Institute
13
Journal of empirical finance
13
Finance India : the quarterly journal of Indian Institute of Finance
12
International Journal of Energy Economics and Policy : IJEEP
12
Journal of forecasting
11
The empirical economics letters : a monthly international journal of economics
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
International journal of forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of econometrics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Working paper
9
Cogent economics & finance
8
International journal of economics and financial issues : IJEFI
8
Pacific-Basin finance journal
8
Review of Pacific Basin financial markets and policies
8
Econometric Institute research papers
7
Econometric reviews
7
Economics letters
7
Financial innovation : FIN
7
International Journal of Financial Studies : open access journal
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Journal of risk
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Research bulletin / The Institute of Cost Accountants of India
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Afro-Asian Journal of Finance and Accounting : AAJFA
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ECONIS (ZBW)
11
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1
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Li, Leon
- In:
Energy economics
105
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013201954
Saved in:
2
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
3
Islamic stocks, conventional stocks, and crude oil : directional volatility spillover analysis in BRICS
Hassan, Kamrul
;
Hoque, Ariful
;
Wali, Muammer
;
Gasbarro, …
- In:
Energy economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520036
Saved in:
4
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index
Xiao, Jihong
;
Zhou, Min
;
Wen, Fengming
;
Wen, Fenghua
- In:
Energy economics
74
(
2018
),
pp. 777-786
Persistent link: https://www.econbiz.de/10011972968
Saved in:
5
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
6
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
7
The impact of crude oil prices on financial market indicators : copula approach
Kayalar, Derya Ezgi
;
Küçüközmen, C. Coşkun
; …
- In:
Energy economics
61
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011737705
Saved in:
8
Does the S&P500 index lead the crude oil dynamics? : a complexity-based approach
Kyrtsou, Catherine
;
Mikropoulou, Christina
;
Papana, Angeliki
- In:
Energy economics
56
(
2016
),
pp. 239-246
Persistent link: https://www.econbiz.de/10011664236
Saved in:
9
Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
Saved in:
10
Wavelet dynamics for oil-stock world interactions
Madaleno, Mara
;
Pinho, Carlos
- In:
Energy economics
45
(
2014
),
pp. 120-133
Persistent link: https://www.econbiz.de/10010504783
Saved in:
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