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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
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Volatility
Theorie
7,909
Theory
7,908
Estimation theory
2,780
Schätztheorie
2,780
Estimation
2,491
Schätzung
2,481
United States
1,577
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1,576
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1,431
World
1,431
Time series analysis
1,402
Zeitreihenanalyse
1,402
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1,190
Wirtschaftswachstum
1,184
Volatilität
982
Panel
848
Panel study
848
Börsenkurs
824
Share price
824
Cointegration
819
Kointegration
814
Forecasting model
793
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793
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782
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782
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748
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748
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735
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652
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981
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983
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Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Gupta, Rangan
10
McAleer, Michael
10
Meddahi, Nour
9
Patton, Andrew J.
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Shin, Dong-wan
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Grobys, Klaus
6
Hawaldar, Iqbal Thonse
6
Kim, Donggyu
6
Renò, Roberto
6
Shephard, Neil G.
6
Asai, Manabu
5
Demirer, Rıza
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Park, Joon Y.
5
Renault, Eric
5
Taylor, Robert
5
Zhou, Hao
5
Adam, Pasrun
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Chevallier, Julien
4
Francq, Christian
4
Hafner, Christian M.
4
Hwang, Eunju
4
Jasiak, Joann
4
Linton, Oliver
4
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Conference on Realized Volatility <2006, Montréal>
1
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Applied economics letters
Economics letters
International Journal of Energy Economics and Policy : IJEEP
Journal of econometrics
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
International review of economics & finance : IREF
343
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Applied financial economics
265
Journal of empirical finance
260
Research in international business and finance
255
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
236
Journal of international money and finance
222
Journal of risk and financial management : JRFM
197
Quantitative finance
185
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
165
The European journal of finance
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
106
Global finance journal
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
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ECONIS (ZBW)
983
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1
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
Saved in:
2
Crude oil prices and the Egyptian economy evidence from the stock market
Bataineh, Khaled
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 383-392
Persistent link: https://www.econbiz.de/10014486442
Saved in:
3
Currency and commodity return relationship under extreme geopolitical risks : evidence from the invasion of Ukraine
Dodd, Olga
;
Fernandez-Perez, Adrian
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10014441991
Saved in:
4
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
5
The effects of geopolitical risks on oil price volatility
Loc Dong Truong
;
Nhien Tuyet Doan
;
Nguyen Thi Kim Anh
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 427-432
Persistent link: https://www.econbiz.de/10014492208
Saved in:
6
Energy prices and their impact on US stock indices : a wavelet- based quantile-on-quantile regression approach
Ahmad Monir Abdullah
;
Aini Aman
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 216-234
Persistent link: https://www.econbiz.de/10014533190
Saved in:
7
Examining the relationship between oil prices and stock returns : evidence from OECD countries
Tembelo, Havane
;
Ozyesil, Mustafa
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 307-315
Persistent link: https://www.econbiz.de/10014533222
Saved in:
8
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Saved in:
9
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
10
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
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