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~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
~subject:"Capital income"
~subject:"Exchange rate"
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Search: subject:"Volatilität"
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Capital income
Exchange rate
Volatility
738
Volatilität
738
Oil price
371
Ölpreis
371
ARCH model
273
ARCH-Modell
273
Forecasting model
225
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225
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59
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176
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Tiwari, Aviral Kumar
7
Ma, Feng
6
Bouri, Elie
5
Gupta, Rangan
5
Wang, Yudong
5
Demirer, Rıza
4
Hammoudeh, Shawkat
4
McAleer, Michael
4
Chang, Chia-Lin
3
Gallo, Giampiero M.
3
Ji, Qiang
3
Liu, Li
3
Sucarrat, Genaro
3
Wen, Fenghua
3
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3
Yoon, Seong-min
3
Albulescu, Claudiu Tiberiu
2
Arroyo, Javier
2
Baum, Christopher F.
2
Bauwens, Luc
2
Catania, Leopoldo
2
Chen, Jinyu
2
Chen, Liyuan
2
Cipollini, Fabrizio
2
Clements, Adam
2
Fan, Ying
2
Ghoddusi, Hamed
2
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2
Guo, Yawei
2
Kumar, Pawan
2
Liao, Yin
2
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2
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2
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2
Lyócsa, Štefan
2
Opschoor, Anne
2
Otranto, Edoardo
2
Pham, Linh
2
Rahman, Md Lutfur
2
Roengchai Tansuchat
2
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Energy economics
International journal of forecasting
Finance research letters
165
International review of financial analysis
142
International review of economics & finance : IREF
141
The North American journal of economics and finance : a journal of financial economics studies
137
Applied economics
133
NBER working paper series
128
Journal of banking & finance
127
Journal of empirical finance
118
Economic modelling
112
Journal of international financial markets, institutions & money
111
NBER Working Paper
110
Applied financial economics
108
Journal of international money and finance
106
Working paper / National Bureau of Economic Research, Inc.
106
Research in international business and finance
101
Applied economics letters
94
Journal of financial economics
89
Journal of econometrics
80
Journal of risk and financial management : JRFM
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
International journal of finance & economics : IJFE
68
Pacific-Basin finance journal
67
Economics letters
64
Working paper
63
CESifo working papers
57
The European journal of finance
56
International Journal of Energy Economics and Policy : IJEEP
55
International journal of economics and financial issues : IJEFI
53
Journal of forecasting
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Discussion paper / Centre for Economic Policy Research
51
Discussion paper / Tinbergen Institute
47
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Cogent economics & finance
44
International journal of economics and finance
44
Global finance journal
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Investment management and financial innovations
37
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ECONIS (ZBW)
176
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176
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
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:
3
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:
4
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
5
Oil news shocks and the U.S. stock market
AlSalman, Zeina
;
Herrera, Ana María
;
Rangaraju, …
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483387
Saved in:
6
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:
7
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
8
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
9
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
10
Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic
Lu, Xunfa
;
Huang, Nan
;
Mo, Jianlei
;
Ye, Zhitao
- In:
Energy economics
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014485229
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