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subject:"Volatility"
~isPartOf:"Applied economics letters"
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Search: subject_exact:"Oil price"
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Volatility
Oil price
67
Ölpreis
67
Estimation
28
Schätzung
28
Welt
22
World
22
Volatilität
19
Börsenkurs
11
Schock
11
Share price
11
Shock
11
Cointegration
10
Commodity derivative
10
Kointegration
10
Oil market
10
Rohstoffderivat
10
USA
10
United States
10
VAR model
10
VAR-Modell
10
Ölmarkt
10
Time series analysis
8
Zeitreihenanalyse
8
Business cycle
7
Forecasting model
7
Konjunktur
7
Preis
7
Price
7
Prognoseverfahren
7
ARCH model
6
ARCH-Modell
6
Erdöl
6
Impact assessment
6
Petroleum
6
Wirkungsanalyse
6
oil prices
6
Aktienmarkt
5
Benzin
5
Capital income
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English
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Gupta, Rangan
2
Ma, Feng
2
Baffes, John
1
Cai, Yuxin
1
Caputo, Rodrigo
1
Catalão-Lopes, Margarida
1
Collins, Luke
1
Cui, Hao
1
Demirer, Rıza
1
Diaconaşu, Delia-Elena
1
Equiza-Goñi, Juan
1
Gagnon, Marie-Hélène
1
Jones, Paul
1
Kim, Young Min
1
Kshirsagar, Varun
1
Kwon, Dohyoung
1
Lee, Seojin
1
Li, Pan
1
Li, Qirui
1
Li, Tao
1
Lu, Xinjie
1
Marques, Sebastião Messias
1
Marzo, Massimiliano
1
Mehdian, Seyed M.
1
Mundaca, B. Gabriela
1
Nonejad, Nima
1
Olaniran, Abeeb
1
Ordóñez, Félix
1
Pang, Dan
1
Perez de Gracia, Fernando
1
Pierdzioch, Christian
1
Power, Gabriel J.
1
Ren, Yongping
1
Salisu, Afees A.
1
Shahzad, Syed Jawad Hussain
1
Stoica, Ovidiu
1
Toupin, Dominique
1
Wahab, M. I. M.
1
Wang, Lu
1
Wu, Xinyu
1
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Applied economics letters
Energy economics
363
International Journal of Energy Economics and Policy : IJEEP
122
Finance research letters
49
Economic modelling
46
International review of economics & finance : IREF
43
International review of financial analysis
37
The energy journal
35
Applied economics
34
OPEC energy review
33
The North American journal of economics and finance : a journal of financial economics studies
32
Research in international business and finance
28
CESifo working papers
20
Working paper
20
International journal of finance & economics : IJFE
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Emerging markets, finance and trade : EMFT
15
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
15
Journal of international financial markets, institutions & money
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Cogent economics & finance
11
Econometric Institute research papers
11
Journal of commodity markets
11
The empirical economics letters : a monthly international journal of economics
11
The journal of futures markets
11
CAMA working paper series
10
Economies : open access journal
10
Journal of economics and finance : JEF
10
Journal of international money and finance
10
Economics letters
9
International journal of economics and financial issues : IJEFI
9
Journal of forecasting
9
Department of Economics working paper series
8
Discussion paper / Centre for Economic Policy Research
8
International finance discussion papers
8
International journal of economics and finance
8
International journal of forecasting
8
Journal of banking & finance
8
Journal of economic studies
8
Iranian economic review : journal of University of Tehran
7
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ECONIS (ZBW)
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1
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
Saved in:
2
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
3
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
6
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
7
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
8
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
9
The source of real oil price fluctuations: a fresh view from the frequency domain
Yanfeng, Wei
;
Zhang, Liguo
;
Li, Qirui
- In:
Applied economics letters
27
(
2020
)
17
,
pp. 1395-1399
Persistent link: https://www.econbiz.de/10012313055
Saved in:
10
Portuguese stock market returns and oil price variations
Marques, Sebastião Messias
;
Catalão-Lopes, Margarida
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 515-520
Persistent link: https://www.econbiz.de/10010528817
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