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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Energy economics"
~isPartOf:"Journal of risk"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"GARCH model"
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Kapitaleinkommen
ARCH model
335
ARCH-Modell
335
Volatility
262
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262
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160
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160
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Bouri, Elie
4
Ma, Feng
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Tiwari, Aviral Kumar
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Abuzayed, Bana
2
Al-Fayoumi, Nedal
2
Baum, Christopher F.
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Chang, Chia-Lin
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Lin, Boqiang
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Roengchai Tansuchat
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Zerilli, Paola
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Amin, Abu S.
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Chang, Kuang-liang
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Chen, Jiusheng
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Energy economics
Journal of risk
Finance research letters
54
Journal of empirical finance
49
International review of financial analysis
47
The North American journal of economics and finance : a journal of financial economics studies
46
International review of economics & finance : IREF
41
Research in international business and finance
38
Journal of international financial markets, institutions & money
35
International journal of forecasting
34
Economic modelling
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Applied economics
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The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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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Review of quantitative finance and accounting
17
International journal of economics and finance
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Pacific-Basin finance journal
16
International journal of finance & economics : IJFE
15
Working paper
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Cogent economics & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Economics letters
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Global finance journal
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International Journal of Financial Studies : open access journal
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Discussion paper / Tinbergen Institute
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Global business review
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The journal of applied business research
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ECONIS (ZBW)
67
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1
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
2
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
3
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
4
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
5
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
6
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
7
The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur
- In:
Energy economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013201580
Saved in:
8
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
9
Givers never lack : Nigerian oil & gas asymmetric network analyses
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
108
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013203266
Saved in:
10
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
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