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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Energy economics"
~language:"eng"
~subject:"Capital income"
~subject:"Volatility"
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Search: subject_exact:"Oil price"
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Capital income
Volatility
Oil price
942
Ölpreis
940
Welt
394
World
394
Volatilität
371
Oil market
215
Ölmarkt
215
Estimation
198
Schätzung
198
ARCH model
160
ARCH-Modell
160
Commodity derivative
149
Rohstoffderivat
149
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143
Prognoseverfahren
143
Börsenkurs
141
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Erdöl
135
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121
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VAR-Modell
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105
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100
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93
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93
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88
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84
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84
Spillover-Effekt
84
Crude oil
79
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79
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78
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Kointegration
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Gupta, Rangan
19
Ma, Feng
15
Hammoudeh, Shawkat
13
Tiwari, Aviral Kumar
11
Bouri, Elie
9
Demirer, Rıza
8
Ji, Qiang
8
Kang, Sang Hoon
8
Sadorsky, Perry A.
8
Wang, Yudong
8
Wen, Fenghua
8
Dai, Zhifeng
7
Mensi, Walid
7
Salisu, Afees A.
7
Shahzad, Syed Jawad Hussain
7
Wei, Yu
7
Yoon, Seong-min
7
Filis, George
5
Gong, Xu
5
Lin, Boqiang
5
Maghyereh, Aktham I.
5
Nguyen, Duc Khuong
5
Pierdzioch, Christian
5
Uddin, Mohammed Gazi Salah
5
Zhang, Yaojie
5
Awartani, Basel
4
Do, Hung Xuan
4
Dutta, Anupam
4
Li, Xiafei
4
Lu, Xinjie
4
Maitra, Debasish
4
Perez de Gracia, Fernando
4
Serletis, Apostolos
4
Soytaş, Uǧur
4
Trabelsi, Nader
4
Wohar, Mark E.
4
Xiao, Jihong
4
Yin, Libo
4
Zhang, Bing
4
Zhang, Dayong
4
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Department of Economics working paper series
Energy economics
International Journal of Energy Economics and Policy : IJEEP
135
Finance research letters
55
International review of economics & finance : IREF
51
Economic modelling
49
International review of financial analysis
41
The energy journal
37
Applied economics
36
The North American journal of economics and finance : a journal of financial economics studies
36
OPEC energy review
33
Research in international business and finance
30
CESifo working papers
23
Working paper
22
Applied economics letters
21
International journal of finance & economics : IJFE
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
16
Journal of international financial markets, institutions & money
16
Emerging markets, finance and trade : EMFT
15
Journal of banking & finance
14
Cogent economics & finance
13
Journal of commodity markets
12
Econometric Institute research papers
11
International journal of economics and financial issues : IJEFI
11
Journal of international money and finance
11
The empirical economics letters : a monthly international journal of economics
11
The journal of futures markets
11
CAMA working paper series
10
Economies : open access journal
10
Journal of economics and finance : JEF
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Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
Global finance journal
9
International journal of forecasting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Energy policy
8
International finance discussion papers
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ECONIS (ZBW)
402
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1
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
2
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
3
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
4
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
5
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
6
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
7
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Woo Joong
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012695792
Saved in:
8
Can clean energy stock price rule oil price? : new evidences from a regime-switching model at first and second moments
Yahya, Muhammad
;
Kanjilal, Kakali
;
Dutta, Anupam
; …
- In:
Energy economics
95
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012816596
Saved in:
9
Oil price uncertainty and unemployment dynamics : nonlinearities matter
Ahmed, M. Iqbal
;
Farah, Quazi Fidia
;
Kishan, Ruby P.
- In:
Energy economics
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014479113
Saved in:
10
The macroeconomic effects of oil price uncertainty
Abiad, Abdul
;
Aleem, Irfan
- In:
Energy economics
125
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014479176
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