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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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ARCH-Modell
Statistische Verteilung
Theorie
2,883
Theory
2,883
Estimation theory
1,668
Schätztheorie
1,668
Estimation
1,135
Schätzung
1,130
Welt
1,097
World
1,097
Volatility
1,069
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1,068
Greenhouse gas emissions
1,026
Treibhausgas-Emissionen
1,026
Oil price
936
Ölpreis
934
Electric power industry
897
Elektrizitätswirtschaft
896
Time series analysis
896
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895
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860
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858
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850
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740
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738
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662
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528
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528
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473
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472
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469
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455
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455
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451
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11
Collection of articles of several authors
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Ma, Feng
15
Francq, Christian
12
Zakoïan, Jean-Michel
10
Hammoudeh, Shawkat
9
Bollerslev, Tim
8
Bouri, Elie
7
McAleer, Michael
7
Park, Joon Y.
7
Wang, Yudong
7
Yoon, Seong-min
7
Chang, Chia-Lin
6
Corradi, Valentina
6
Linton, Oliver
6
Nguyen, Duc Khuong
6
Wei, Yu
6
Zhang, Yaojie
6
Zhu, Ke
6
Lin, Boqiang
5
Ling, Shiqing
5
Maheu, John M.
5
Meddahi, Nour
5
Paolella, Marc S.
5
Sadorsky, Perry A.
5
Swanson, Norman R.
5
Tiwari, Aviral Kumar
5
Chevallier, Julien
4
Dijk, Herman K. van
4
Dufour, Jean-Marie
4
Gong, Xu
4
Hasanov, Akram Shavkatovich
4
Hong, Yongmiao
4
Huang, Dengshi
4
Laurent, Sébastien
4
Liang, Chao
4
Okhrin, Yarema
4
Patton, Andrew J.
4
Sentana, Enrique
4
Serletis, Apostolos
4
Todorov, Viktor
4
Wen, Fenghua
4
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Energy economics
Journal of econometrics
The European journal of finance
Finance research letters
208
Insurance / Mathematics & economics
203
Applied economics
200
Economics letters
197
Economic modelling
186
International review of financial analysis
165
Journal of banking & finance
161
International journal of forecasting
160
Journal of empirical finance
157
The North American journal of economics and finance : a journal of financial economics studies
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Research in international business and finance
133
International review of economics & finance : IREF
128
Econometric theory
123
Journal of forecasting
119
Journal of international financial markets, institutions & money
118
Applied financial economics
117
Applied economics letters
115
Journal of risk and financial management : JRFM
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Econometric reviews
99
Risks : open access journal
99
The journal of futures markets
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of financial econometrics : official journal of the Society for Financial Econometrics
84
European journal of operational research : EJOR
76
International journal of theoretical and applied finance
74
Computational economics
71
Journal of applied econometrics
68
Quantitative finance
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of risk
62
The econometrics journal
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Review of quantitative finance and accounting
57
Journal of international money and finance
54
Journal of economic dynamics & control
53
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ECONIS (ZBW)
655
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1
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10
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655
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1
Asymmetric effects of oil price shocks on income inequality in ASEAN countries
Tan, Yan
;
Uprasen, Utai
- In:
Energy economics
126
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483605
Saved in:
2
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
3
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:
4
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
5
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
6
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
7
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
8
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:
9
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
10
Distributional neural networks for electricity price forecasting
Marcjasz, Grzegorz
;
Narajewski, Michał Andrzej
;
Weron, …
- In:
Energy economics
125
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014484407
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