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subject:"Aktienindex"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Energy economics"
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Aktienindex
Volatility
Estimation
378
Schätzung
378
Oil price
160
Ölpreis
160
Volatilität
124
Welt
102
World
102
Energiekonsum
60
Energy consumption
60
ARCH model
55
ARCH-Modell
55
Börsenkurs
53
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53
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53
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53
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50
Greenhouse gas emissions
48
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48
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Oil market
43
China
42
Commodity derivative
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Rohstoffderivat
41
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40
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Petroleum
39
Cointegration
37
Kointegration
37
Economic growth
36
Wirtschaftswachstum
35
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34
Kapitaleinkommen
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VAR model
33
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2
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English
124
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Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Wei, Yu
3
Xu, Yahua
3
Apergēs, Nikolaos
2
Chevallier, Julien
2
Das, Debojyoti
2
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2
Gozgor, Giray
2
Guo, Yawei
2
Joo, Young C.
2
Kumar, Pawan
2
Lau, Chi Keung
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
Nonejad, Nima
2
Park, Sung Y.
2
Singh, Vipul Kumar
2
Thai-Ha Le
2
Wagner, Andreas
2
Wang, Lu
2
Wang, Xunxiao
2
Wang, Yudong
2
Wen, Fenghua
2
Wohar, Mark E.
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2
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2
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2
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2
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2
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2
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1
Abuzayed, Bana
1
Aktas, Elvan
1
Al-Fayoumi, Nedal
1
Alaali, Fatema
1
Alam, Md. Samsul
1
Alqahtani, Faisal
1
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Energy economics
Finance research letters
120
International review of economics & finance : IREF
90
The North American journal of economics and finance : a journal of financial economics studies
86
Applied economics
83
Economic modelling
81
International review of financial analysis
80
Journal of econometrics
71
Research in international business and finance
61
Journal of international financial markets, institutions & money
50
Journal of banking & finance
49
Economics letters
46
Journal of empirical finance
46
Applied economics letters
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Discussion paper / Centre for Economic Policy Research
39
Journal of international money and finance
37
International journal of forecasting
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Working paper / National Bureau of Economic Research, Inc.
34
International journal of finance & economics : IJFE
30
Journal of financial econometrics
30
Pacific-Basin finance journal
29
The European journal of finance
29
Quantitative finance
28
Emerging markets, finance and trade : EMFT
24
Journal of financial economics
24
Discussion papers / CEPR
23
Journal of economic dynamics & control
23
Journal of financial markets
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Global finance journal
17
International journal of economics and finance
17
International journal of emerging markets
17
Econometric reviews
16
Macroeconomic dynamics
16
Review of quantitative finance and accounting
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ECONIS (ZBW)
124
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1
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
2
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:
3
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
4
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:
5
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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