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~isPartOf:"Energy economics"
~subject:"Prognoseverfahren"
~subject:"Stock market"
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Search: subject_exact:"GARCH model"
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Prognoseverfahren
Stock market
ARCH model
180
ARCH-Modell
180
Volatility
168
Volatilität
168
Oil price
116
Ölpreis
116
Forecasting model
60
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60
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Ma, Feng
15
Zhang, Yaojie
6
Bouri, Elie
5
Liang, Chao
4
Wang, Yudong
4
Wei, Yu
4
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3
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3
Lu, Xinjie
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Tiwari, Aviral Kumar
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2
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2
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2
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2
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2
Hoque, Ariful
2
Huang, Dengshi
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Huang, Yisu
2
Klein, Tony
2
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2
Li, Xiafei
2
Qu, Hui
2
Umar, Muhammad
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2
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1
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1
Al-Fayoumi, Nedal
1
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Energy economics
Finance research letters
108
International journal of forecasting
59
The North American journal of economics and finance : a journal of financial economics studies
56
International review of economics & finance : IREF
55
Applied economics
52
International review of financial analysis
52
Research in international business and finance
47
Economic modelling
40
Journal of forecasting
32
Journal of international financial markets, institutions & money
30
Journal of empirical finance
28
Applied economics letters
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Pacific-Basin finance journal
20
Computational economics
18
International journal of finance & economics : IJFE
18
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Economics letters
14
Journal of banking & finance
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Journal of econometrics
14
Quantitative finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
Theoretical economics letters
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Journal of financial econometrics
12
International journal of economics and finance
11
Journal of commodity markets
11
Journal of risk
11
Afro-Asian Journal of Finance and Accounting : AAJFA
10
Annals of financial economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of emerging markets
9
Review of quantitative finance and accounting
9
The European journal of finance
9
International journal of financial research
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Economic research
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Global business review
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ECONIS (ZBW)
93
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93
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1
Volatility spillovers across Russian oil and gas sector : evidence of the impact of global markets and extraordinary events
Balash, Vladimir
;
Faizliev, Alexey
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558943
Saved in:
2
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
3
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
4
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
5
More is better? : the impact of predictor choice on the INE oil futures volatility forecasting
Fu, Tong
;
Huang, Dasen
;
Feng, Lingbing
;
Tang, Xiaoping
- In:
Energy economics
134
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015047115
Saved in:
6
Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model
Wu, Hanlin
;
Li, Pan
;
Cao, Jiawei
;
Xu, Zijian
- In:
Energy economics
134
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015047129
Saved in:
7
China's futures market volatility and sectoral stock market volatility prediction
Zeng, Qing
;
Zhang, Jixiang
;
Zhong, Juandan
- In:
Energy economics
132
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015047525
Saved in:
8
Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui
;
Li, Guo
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Saved in:
9
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
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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