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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Energy economics"
~subject:"ARCH-Modell"
~subject:"Deutschland"
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Time series analysis
United States
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Estimation
515
Schätzung
515
Oil price
211
Ölpreis
211
Volatility
153
Volatilität
153
Welt
129
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129
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Ma, Feng
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Bouri, Elie
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Chevallier, Julien
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Tiwari, Aviral Kumar
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Wang, Shouyang
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Working paper / National Bureau of Economic Research, Inc.
1,532
Discussion paper series / IZA
964
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490
Applied economics
484
ZEW discussion papers
424
CESifo working papers
391
Discussion paper
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Applied economics letters
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IZA Discussion Paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
242
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
241
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NBER working paper series
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The American economic review
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
179
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51
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:
52
Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan
;
Chevallier, Julien
;
Wei, Yigang
;
Li, Jing
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
Saved in:
53
Crude oil price and cryptocurrencies : evidence of volatility connectedness and hedging strategy
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
87
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012512456
Saved in:
54
Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu
;
Yang, Xiaoming
;
Li, Fuxing
- In:
Energy economics
87
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Saved in:
55
Asymmetric information in the German intraday electricity market
Valitov, Niyaz
;
Maier, Andreas
- In:
Energy economics
89
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012516941
Saved in:
56
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
57
Frequency dynamics of volatility spillovers among crude oil and international stock markets : the role of the interest rate
Wang, Xunxiao
- In:
Energy economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012518567
Saved in:
58
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
59
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
60
An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm
Piersanti, Giovanni
;
Piersanti, Mirko
;
Cicone, Antonio
; …
- In:
Energy economics
92
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012519649
Saved in:
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