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~isPartOf:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Kointegration"
~subject:"Time series analysis"
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Search: subject_exact:"Volatilität"
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Kointegration
Time series analysis
Volatility
646
Volatilität
646
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196
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196
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192
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Kim, Jong-Min
3
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3
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2
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2
Ma, Feng
2
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Mustofa Usman
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Applied economics
International Journal of Energy Economics and Policy : IJEEP
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
103
Energy economics
79
Discussion paper / Tinbergen Institute
78
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International journal of forecasting
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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49
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The North American journal of economics and finance : a journal of financial economics studies
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SFB 649 discussion paper
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ECONIS (ZBW)
102
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1
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
2
Crude oil price movements between fundamental and uncertainty : evidence from frequency causality tests
Mounir, Amine
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 428-433
Persistent link: https://www.econbiz.de/10014445050
Saved in:
3
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
4
Oil volatility and economic growth : evidences from top oil trading countries
Bagadeem, Salim
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10014435126
Saved in:
5
Oil price changes and stock market performance in UAE : evidence of cointegration persists in economic diversification era
Banerjee, Rachna
;
Majumdar, Sudipa
;
Mohammed, Zahra
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 552-561
Persistent link: https://www.econbiz.de/10014250929
Saved in:
6
Riding the waves of fluctuating oil prices : decoding the impact on economic growth
Triantoro, Arvian
;
Akhtar, Muhammad Zaheer
;
Khan, Shiraz
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 34-50
Persistent link: https://www.econbiz.de/10014250944
Saved in:
7
Asymmetric relationship between exchange rate volatility and oil price : case study of Thai-Baht
Supanee Harnphattananusorn
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 86-92
Persistent link: https://www.econbiz.de/10013169294
Saved in:
8
Oil price volatility and equity valuation of listed energy companies in Nigeria : a panel ARDL model
Okodua, Henry
;
Urhie, Ese
;
Erhi, Moses Akpesiri
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 482-490
Persistent link: https://www.econbiz.de/10013450612
Saved in:
9
Interdependence between WTI crude oil prices and the US equity market
Pruchnicka-Grabias, Izabela
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 226-232
Persistent link: https://www.econbiz.de/10013193725
Saved in:
10
Investigating the nexus between crude oil price and stock prices of oil exploration companies
Kumar, K. Abhaya
;
Pinto, Prakash
;
Hawaldar, Iqbal Thonse
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 40-47
Persistent link: https://www.econbiz.de/10013350764
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