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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Energy economics"
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Volatilität
Zeitreihenanalyse
Estimation
1,897
Schätzung
1,897
Theorie
432
Theory
432
USA
429
United States
428
Welt
320
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320
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220
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220
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207
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207
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191
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129
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118
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Ma, Feng
6
Bouri, Elie
5
Wang, Yudong
5
Lettau, Martin
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Bianchi, Francesco
3
Ghysels, Eric
3
Ludvigson, Sydney C.
3
Marcellino, Massimiliano
3
Rodríguez, Rosa
3
Wang, Shouyang
3
Wei, Yu
3
Xu, Yahua
3
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Artis, Michael J.
2
Balcilar, Mehmet
2
Bayoumi, Tamim A.
2
Besley, Timothy
2
Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Eichengreen, Barry
2
Forni, Mario
2
Gerlach, Stefan
2
Gozgor, Giray
2
Guo, Yawei
2
Gupta, Rangan
2
Jong, Frank de
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Li, Yang
2
Liu, Li
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
Mueller, Hannes
2
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Discussion paper / Centre for Economic Policy Research
Energy economics
Applied economics
208
Economic modelling
191
Journal of econometrics
165
Applied economics letters
144
International review of economics & finance : IREF
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Finance research letters
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
CESifo working papers
113
Working paper
113
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Journal of empirical finance
95
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
Working paper / National Bureau of Economic Research, Inc.
90
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
65
International journal of finance & economics : IJFE
60
Econometric reviews
56
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56
The European journal of finance
50
Journal of economic dynamics & control
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
48
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
238
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238
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1
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
2
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:
3
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:
4
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Is timing everything? : assessing the evidence on whether energy/electricity demand elasticities are time-varying
Liddle, Brantley
- In:
Energy economics
124
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014481095
Saved in:
10
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
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