//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~language:"ell"
~language:"eng"
~person:"Joëts, Marc"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH model
2
ARCH-Modell
2
Causality analysis
2
Kausalanalyse
2
Oil price
2
Risikomanagement
2
Risikomaß
2
Risk management
2
Risk measure
2
Volatilität
2
Ölpreis
2
CAViaR approach
1
Crude oil markets integration
1
Distribution tails
1
Energiemarkt
1
Energiepreis
1
Energy market
1
Energy price
1
Estimation
1
Extreme risk spillovers
1
Forward energy prices
1
Granger causality
1
Granger-causality in risk
1
Market integration
1
Marktintegration
1
Oil market
1
Risk spillover
1
Schätzung
1
Spillover effect
1
Spillover-Effekt
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
VAR model
1
VAR-Modell
1
Value-at-Risk
1
Value-at-Risk (VaR)
1
Welt
1
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
Modern Greek (1453-)
English
Author
All
Joëts, Marc
Ma, Feng
6
Todorova, Neda
5
Kumar, Dilip
4
Li, Bin
4
Zhang, Yaojie
4
Balcilar, Mehmet
3
Chevallier, Julien
3
Cross, Jamie
3
Gupta, Rangan
3
Huang, Zhuo
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Maheswaran, S.
3
Pal, Debdatta
3
Su, Jen-je
3
Wang, Tianyi
3
Zhang, Wei
3
Abid, Ilyes
2
Ahmed, Abdullahi Dahir
2
Badinger, Harald
2
Baruník, Jozef
2
Beckmann, Joscha
2
Brooks, Chris
2
Bucci, Andrea
2
Czudaj, Robert
2
Degiannakis, Stavros
2
Faff, Robert W.
2
Fang, Libing
2
Feng, Yun
2
Gatfaoui, Hayette
2
Girardin, Eric
2
Guesmi, Khaled
2
Han, Liyan
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huo, Rui
2
Jayawardena, Nirodha I.
2
Kiani, Khurshid M.
2
more ...
less ...
Published in...
All
Economic modelling
Energy economics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Energy price transmissions during extreme movements
Joëts, Marc
- In:
Economic modelling
40
(
2014
),
pp. 392-399
Persistent link: https://www.econbiz.de/10010425586
Saved in:
2
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand
;
Joëts, Marc
;
Tokpavi, Sessi
- In:
Economic modelling
31
(
2013
),
pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->