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~isPartOf:"Economic modelling"
~source:"econis"
~subject:"ARCH-Modell"
~type_genre:"Aufsatz in Zeitschrift"
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Search: ("Erdölpreis" OR "Inflation" OR "Preis") AND NOT isPartOf:Wirtschaftsdienst
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ARCH-Modell
Inflation
184
Theorie
146
Theory
146
Estimation
131
Schätzung
131
Geldpolitik
130
Monetary policy
130
Oil price
123
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123
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64
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Aufsatz in Zeitschrift
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Joëts, Marc
2
Lahiani, Amine
2
Liu, Jing
2
Ma, Feng
2
Mensi, Walid
2
Zhang, Yaojie
2
Al-Azzam, Moh'd
1
Ameur, Hachmi Ben
1
Arouri, Mohamed
1
Bei, Shuhua
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Cheffou, Abdoulkarim Idi
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Chen, Qiang
1
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1
Dahl, Christian M.
1
Dong, Yilin
1
Ehouman, Yao Axel
1
Fattoum, Salma
1
Fountas, Stilianos
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Guesmi, Khaled
1
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1
Heller, David
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1
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Kang, Sang Hoon
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1
Li, Meng
1
Lin, Xiaoqiang
1
Liu, Li
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Louhichi, Waël
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Economic modelling
Energy economics
164
International Journal of Energy Economics and Policy : IJEEP
35
Applied economics
26
Finance research letters
24
International review of economics & finance : IREF
19
Economics letters
16
International review of financial analysis
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Research in international business and finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
The energy journal
12
International journal of finance & economics : IJFE
11
Applied economics letters
10
Macroeconomic dynamics
10
Journal of forecasting
9
Economies : open access journal
8
The empirical economics letters : a monthly international journal of economics
8
Cogent economics & finance
7
International journal of forecasting
7
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7
Journal of international financial markets, institutions & money
7
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International journal of economics and finance
6
International journal of economics and financial issues : IJEFI
6
Journal of commodity markets
6
Journal of economic studies
6
Agricultural economics : the journal of the International Association of Agricultural Economists
5
American journal of agricultural economics
5
Emerging markets, finance and trade : EMFT
5
Journal of Asian finance, economics and business : JAFEB
5
OPEC energy review
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
CBN journal of applied statistics
4
Finance India : the quarterly journal of Indian Institute of Finance
4
Finance a úvěr
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
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ECONIS (ZBW)
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1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
3
How does oil price volatility affect unemployment rates? : a dynamic stochastic general equilibrium model
Chan, Ying Tung
;
Dong, Yilin
- In:
Economic modelling
114
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013367576
Saved in:
4
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
5
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
6
Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
7
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
8
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
9
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
10
Macroeconomic and financial effects of oil price shocks : evidence for the euro area
Morana, Claudio
- In:
Economic modelling
64
(
2017
),
pp. 82-96
Persistent link: https://www.econbiz.de/10011756484
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