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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Theorie
2,526
Theory
2,526
Estimation theory
1,642
Schätztheorie
1,642
Greenhouse gas emissions
1,022
Treibhausgas-Emissionen
1,022
Welt
1,009
World
1,009
Estimation
942
Schätzung
937
Oil price
932
Ölpreis
930
Volatility
918
Electric power industry
896
Elektrizitätswirtschaft
895
Time series analysis
863
Zeitreihenanalyse
862
Energy consumption
860
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858
China
773
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662
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660
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593
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565
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515
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Renewable energy
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Erneuerbare Energie
418
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399
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918
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Bollerslev, Tim
19
Ma, Feng
19
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Todorov, Viktor
17
Tauchen, George Eugene
15
Bouri, Elie
13
McAleer, Michael
13
Wang, Yudong
13
Gupta, Rangan
12
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Ji, Qiang
11
Demirer, Rıza
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Meddahi, Nour
8
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Xiu, Dacheng
8
Chang, Chia-Lin
7
Li, Jia
7
Lin, Boqiang
7
Mensi, Walid
7
Mykland, Per A.
7
Patton, Andrew J.
7
Sadorsky, Perry A.
7
Cavaliere, Giuseppe
6
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Ghysels, Eric
6
Kim, Donggyu
6
Roubaud, David
6
Shephard, Neil G.
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Asai, Manabu
5
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Conference on Realized Volatility <2006, Montréal>
1
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Energy economics
Journal of econometrics
Finance research letters
513
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
374
The journal of futures markets
344
International review of economics & finance : IREF
338
Economic modelling
336
The North American journal of economics and finance : a journal of financial economics studies
324
Applied financial economics
265
Journal of empirical finance
259
Applied economics letters
257
Research in international business and finance
253
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
150
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
137
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
103
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ECONIS (ZBW)
918
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1
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
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:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
Climate change and fossil fuel prices : a GARCH-MIDAS analysis
Tumala, Mohammed M.
;
Salisu, Afees A.
;
Nmadu, Yaaba B.
- In:
Energy economics
124
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484016
Saved in:
6
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:
7
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
8
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:
9
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:
10
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
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