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~isPartOf:"Applied economics"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"Stock market"
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Börsenkurs
Oil price
Stock market
ARCH model
160
ARCH-Modell
160
Volatility
104
Volatilität
104
Estimation
58
Schätzung
58
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44
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Zhang, Yaojie
5
Ma, Feng
4
Bouri, Elie
2
Hamori, Shigeyuki
2
He, Mengxi
2
Jawadi, Fredj
2
Liang, Chao
2
Liu, Li
2
Roca, Eduardo
2
Roubaud, David
2
Saeed, Tareq
2
Wahab, M. I. M.
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2
Wei, Yu
2
Wen, Danyan
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2
Zhu, Huiming
2
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1
Abid, Ilyes
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Ajmi, Ahdi Noomen
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Akdoğu, Serpil Kahraman
1
Al-Fayoumi, Nedal
1
Albulescu, Claudiu Tiberiu
1
Alhothuali, Mohammad S.
1
Allen, David E.
1
Alsulami, Hamed Hamdan
1
Aubin, Christian
1
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1
Cai, Xiao Jing
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1
Chang, Ya-Chi
1
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Applied economics
Energy economics
177
Finance research letters
82
Economic modelling
78
International review of economics & finance : IREF
75
International review of financial analysis
75
Research in international business and finance
68
The North American journal of economics and finance : a journal of financial economics studies
59
Journal of international financial markets, institutions & money
56
Journal of risk and financial management : JRFM
47
International Journal of Energy Economics and Policy : IJEEP
45
Journal of empirical finance
43
Applied economics letters
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
Journal of banking & finance
31
Applied financial economics
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
Journal of forecasting
27
Economics letters
26
International journal of forecasting
26
International journal of finance & economics : IJFE
25
Journal of econometrics
25
Cogent economics & finance
23
International journal of economics and financial issues : IJEFI
23
Pacific-Basin finance journal
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Emerging markets, finance and trade : EMFT
20
Working paper
20
International journal of economics and finance
19
Review of quantitative finance and accounting
19
The European journal of finance
18
Discussion paper / Tinbergen Institute
17
Econometric Institute research papers
17
International Journal of Financial Studies : open access journal
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
The empirical economics letters : a monthly international journal of economics
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Economic research
16
Journal of international money and finance
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CESifo working papers
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Emerging markets review
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ECONIS (ZBW)
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
The asymmetric impacts of oil price and shocks on inflation in BRICS : a multiple threshold nonlinear ARDL model
Li, Youshu
;
Guo, Junjie
- In:
Applied economics
54
(
2022
)
12
,
pp. 1377-1395
Persistent link: https://www.econbiz.de/10012875243
Saved in:
3
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
4
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
5
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
6
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
7
Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China
Lu, Hengzhen
;
Gao, Qiujin
;
Li, Matthew C.
- In:
Applied economics
55
(
2023
)
54
,
pp. 6427-6443
Persistent link: https://www.econbiz.de/10014381870
Saved in:
8
Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data
Akdoğu, Serpil Kahraman
;
Keser, Merve
- In:
Applied economics
54
(
2022
)
6
,
pp. 670-684
Persistent link: https://www.econbiz.de/10012874238
Saved in:
9
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
10
Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir
;
Mateus, Cesario
- In:
Applied economics
54
(
2022
)
23
,
pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
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