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subject:"Volatilität"
type:"article"
~isPartOf:"Energy economics"
~subject:"Geldpolitik"
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Search: subject_exact:"Estimation"
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Volatilität
Geldpolitik
Estimation
480
Schätzung
480
Oil price
194
Ölpreis
194
Volatility
142
Welt
117
World
117
Energiekonsum
82
Energy consumption
82
Theorie
75
Theory
75
ARCH model
66
ARCH-Modell
66
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62
Panel study
62
Cointegration
61
Kointegration
61
Börsenkurs
60
Share price
60
Greenhouse gas emissions
56
Treibhausgas-Emissionen
56
Time series analysis
54
Zeitreihenanalyse
54
Forecasting model
53
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53
Oil market
49
Commodity derivative
48
Rohstoffderivat
48
Erdöl
47
Petroleum
47
Economic growth
46
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46
Wirtschaftswachstum
45
China
44
Electric power industry
41
Elektrizitätswirtschaft
41
VAR model
40
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40
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38
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Undetermined
129
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Article in journal
148
Aufsatz in Zeitschrift
148
Conference paper
2
Konferenzbeitrag
2
Language
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English
148
Author
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Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Wang, Yudong
3
Wei, Yu
3
Xu, Yahua
3
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Gozgor, Giray
2
Guo, Yawei
2
Joo, Young C.
2
Kang, Boda
2
Kumar, Pawan
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
Nikitopoulos, Christina Sklibosios
2
Nonejad, Nima
2
Park, Sung Y.
2
Sadorsky, Perry A.
2
Singh, Vipul Kumar
2
Thai-Ha Le
2
Todorova, Neda
2
Wagner, Andreas
2
Wang, Lu
2
Wang, Shouyang
2
Wang, Xunxiao
2
Wen, Fenghua
2
Wohar, Mark E.
2
Xiao, Jihong
2
Xie, Qichang
2
You, Wan-hai
2
Zhang, Bing
2
Zhang, Yue-jun
2
Zhu, Huiming
2
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Energy economics
Economic modelling
196
Applied economics
191
International review of economics & finance : IREF
135
Finance research letters
133
Journal of international money and finance
129
The North American journal of economics and finance : a journal of financial economics studies
120
Applied economics letters
115
International review of financial analysis
109
Journal of econometrics
106
Journal of banking & finance
99
Economics letters
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of empirical finance
85
Applied financial economics
83
Journal of international financial markets, institutions & money
79
Research in international business and finance
77
Journal of economic dynamics & control
72
Journal of macroeconomics
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of risk and financial management : JRFM
61
The journal of futures markets
60
International journal of finance & economics : IJFE
57
Journal of monetary economics
55
Macroeconomic dynamics
51
The European journal of finance
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
International journal of forecasting
48
International journal of economics and finance
47
International journal of economics and financial issues : IJEFI
46
Journal of money, credit and banking : JMCB
45
Journal of financial economics
43
Cogent economics & finance
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
International Journal of Energy Economics and Policy : IJEEP
39
Pacific-Basin finance journal
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Journal of applied econometrics
34
Quantitative finance
34
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ECONIS (ZBW)
148
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1
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10
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148
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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
Global commodity prices and macroeconomic fluctuations in a low interest rate environment
Ahmed, Rashad
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014489964
Saved in:
5
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:
6
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:
7
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014487424
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
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:
10
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
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