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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
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Share price
ARCH model
108
ARCH-Modell
108
Volatility
70
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36
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36
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Russel, Edwin
2
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1
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1
Alexander, Carol
1
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Dum, Deebom Zorle
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1
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1
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Econometric reviews
International Journal of Energy Economics and Policy : IJEEP
Finance research letters
50
International review of economics & finance : IREF
48
Energy economics
45
Applied economics
44
Research in international business and finance
43
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Cogent economics & finance
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Discussion paper / Tinbergen Institute
13
Global business review
13
International Journal of Financial Studies : open access journal
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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Emerging markets, finance and trade : EMFT
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International journal of finance & economics : IJFE
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The European journal of finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of economics and finance
11
The journal of applied business research
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Pacific-Basin finance journal
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Theoretical economics letters
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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
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:
3
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
Saved in:
4
Pass-through effects of oil prices on LATAM emerging stocks before and during COVID-19 : an evidence from a Wavelet -VAR analysis
Gaytan, Jesus Cuauhtemoc Tellez
;
Rafiuddin, Aqila
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 529-543
Persistent link: https://www.econbiz.de/10014250921
Saved in:
5
Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan
;
Hariharan, C.
;
Srinivasan, S.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10014235194
Saved in:
6
Volatility spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN
Alexandri, Mohammad Benny
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 126-133
Persistent link: https://www.econbiz.de/10013169343
Saved in:
7
Measuring leverage effect of Covid 19 on stock price volatility of energy companies using high frequency data
Meher, Bharat Kumar
;
Hawaldar, Iqbal Thonse
;
Gil, …
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
6
,
pp. 489-502
Persistent link: https://www.econbiz.de/10012807824
Saved in:
8
Changes in demand for crude oil and its correlation with crude oil and stock market returns volatilities : evidence from three asian oil importing countries
Bouazizi, Tarek
;
Hadhek, Zouhaier
;
Mrad, Fatma
;
Lafi, Mosbah
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
3
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012617388
Saved in:
9
The effect of the COVID-19 pandemic on stock prices with the event window approach : a case study of state gas companies, in the energy sector
Suripto
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
3
,
pp. 155-162
Persistent link: https://www.econbiz.de/10012622255
Saved in:
10
Volatility spillovers between oil prices and stock returns in developing countries
Massadikov, Khairulla
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 121-126
Persistent link: https://www.econbiz.de/10012623402
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