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~isPartOf:"Energy economics"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Search: subject_exact:"GARCH model"
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Prognoseverfahren
Volatility
ARCH model
169
ARCH-Modell
169
Volatilität
157
Oil price
109
Ölpreis
109
Welt
57
World
57
Commodity derivative
55
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55
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55
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42
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16
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Ma, Feng
15
Bouri, Elie
7
Zhang, Yaojie
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Tiwari, Aviral Kumar
5
Gong, Xu
4
Hasanov, Akram Shavkatovich
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Liang, Chao
4
Wang, Yudong
4
Wei, Yu
4
Wen, Fenghua
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Yoon, Seong-min
4
Baum, Christopher F.
3
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3
Hammoudeh, Shawkat
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Ji, Qiang
3
Klein, Tony
3
Lai, Xiaodong
3
Lin, Boqiang
3
Liu, Jing
3
Lu, Xinjie
3
Uddin, Mohammed Gazi Salah
3
Wang, Lu
3
Wang, Xunxiao
3
Zarraga, Ainhoa
3
Zerilli, Paola
3
Zhang, Bing
3
Abakah, Emmanuel Joel Aikins
2
Al-Freedi, Ajab
2
Alqahtani, Faisal
2
Boubaker, Sabri
2
Chen, Liyuan
2
Chevallier, Julien
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Dimpfl, Thomas
2
Do, Hung Xuan
2
Dutta, Anupam
2
Elder, John
2
Filis, George
2
Gasbarro, Dominic
2
Guo, Yangli
2
Hassan, Kamrul
2
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Energy economics
Finance research letters
131
The North American journal of economics and finance : a journal of financial economics studies
88
Applied economics
83
Research in international business and finance
78
International review of financial analysis
74
International review of economics & finance : IREF
69
Economic modelling
65
International journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Journal of international financial markets, institutions & money
42
Journal of econometrics
40
Journal of empirical finance
40
Journal of forecasting
33
Economics letters
30
Applied economics letters
28
Journal of banking & finance
27
Journal of financial econometrics
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
International journal of finance & economics : IJFE
22
Computational economics
21
Emerging markets, finance and trade : EMFT
20
Journal of risk
20
Quantitative finance
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Pacific-Basin finance journal
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Theoretical economics letters
18
Global business review
15
International journal of economics and finance
15
Review of quantitative finance and accounting
15
The journal of futures markets
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of commodity markets
14
Journal of international money and finance
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Eurasian economic review : a journal in applied macroeconomics and finance
12
International journal of financial research
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of mathematical finance
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ECONIS (ZBW)
158
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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
2
Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Liu, Tao
;
Guan, Xinyue
;
Wei, Yigang
;
Xue, Shan
;
Xu, Liang
- In:
Energy economics
121
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014438458
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
Research on tail risk contagion in international energy markets : the quantile time-frequency volatility spillover perspective
Gong, Xiao-Li
;
Zhao, Min
;
Wu, Zhuo-Cheng
;
Jia, Kai-Wen
; …
- In:
Energy economics
121
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014438765
Saved in:
5
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
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
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
8
Financial markets, energy shocks, and extreme volatility spillovers
Boubaker, Sabri
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014487450
Saved in:
9
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Saved in:
10
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
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