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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"United States"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
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ARCH model
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81
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Conrad, Christian
2
Giannarakis, Grigoris
2
Kanas, Angelos
2
Karanasos, Menelaos
2
Russel, Edwin
2
Sariannidis, Nikolaos
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Supriyanto
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International Journal of Energy Economics and Policy : IJEEP
Journal of empirical finance
Applied economics
55
Energy economics
54
Finance research letters
53
International review of financial analysis
53
International review of economics & finance : IREF
51
The North American journal of economics and finance : a journal of financial economics studies
47
Economic modelling
46
Journal of international financial markets, institutions & money
46
Research in international business and finance
46
Journal of risk and financial management : JRFM
38
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
International journal of forecasting
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Discussion paper / Tinbergen Institute
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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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
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Cogent economics & finance
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Econometric Institute research papers
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Review of quantitative finance and accounting
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The European journal of finance
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International journal of economics and finance
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International journal of finance & economics : IJFE
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The empirical economics letters : a monthly international journal of economics
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Global business review
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International Journal of Financial Studies : open access journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CESifo working papers
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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
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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
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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
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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
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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
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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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