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type:"article"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of economics and finance"
~subject:"ARCH-Modell"
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Search: subject_exact:"Erdölpreis"
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ARCH-Modell
Oil price
87
Ölpreis
87
Estimation
30
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30
Volatility
29
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29
Welt
23
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23
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19
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Liu, Jing
2
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Zhang, Yaojie
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Al-Azzam, Moh'd
1
Ameur, Hachmi Ben
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Bei, Shuhua
1
Chan, Ying Tung
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Charfeddine, Lanouar
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Economic modelling
International journal of economics and finance
Energy economics
116
Finance research letters
27
International review of economics & finance : IREF
17
Applied economics
12
International review of financial analysis
12
The North American journal of economics and finance : a journal of financial economics studies
11
Research in international business and finance
9
International journal of finance & economics : IJFE
7
Journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
The energy journal
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of empirical finance
5
Applied economics letters
4
Journal of commodity markets
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Macroeconomic dynamics
4
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Eurasian economic review : a journal in applied macroeconomics and finance
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Letters in spatial and resource sciences : LSRS
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African review of economics and finance : AREF : the journal of the African Centre for Economics and Finance
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Afro-Asian Journal of Finance and Accounting : AAJFA
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ECONIS (ZBW)
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1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
3
How does oil price volatility affect unemployment rates? : a dynamic stochastic general equilibrium model
Chan, Ying Tung
;
Dong, Yilin
- In:
Economic modelling
114
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013367576
Saved in:
4
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
5
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
6
Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
7
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
8
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
9
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
10
Macroeconomic and financial effects of oil price shocks : evidence for the euro area
Morana, Claudio
- In:
Economic modelling
64
(
2017
),
pp. 82-96
Persistent link: https://www.econbiz.de/10011756484
Saved in:
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