//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Welt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARCH-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Theorie
Welt
ARCH model
280
ARCH-Modell
280
Volatility
224
Volatilität
224
Oil price
157
Ölpreis
157
World
83
Commodity derivative
82
Rohstoffderivat
82
Forecasting model
75
Prognoseverfahren
75
Estimation
70
Spillover effect
51
Spillover-Effekt
51
Börsenkurs
49
Share price
49
Capital income
47
Kapitaleinkommen
47
Stock market
45
Aktienmarkt
44
Erdöl
37
Petroleum
37
Time series analysis
36
Zeitreihenanalyse
36
Oil market
35
Theory
35
Ölmarkt
34
Risikomaß
31
Risk measure
31
Volatility forecasting
27
GARCH
25
Energiemarkt
23
Energy market
23
Hedging
21
Crude oil
20
Risk
20
China
19
more ...
less ...
Online availability
All
Undetermined
106
Type of publication
All
Article
158
Type of publication (narrower categories)
All
Article in journal
158
Aufsatz in Zeitschrift
158
Conference paper
1
Konferenzbeitrag
1
Language
All
English
158
Author
All
Ma, Feng
7
Bouri, Elie
5
Hammoudeh, Shawkat
5
Wei, Yu
5
Yoon, Seong-min
5
Chevallier, Julien
3
Gong, Xu
3
Ji, Qiang
3
Kang, Sang Hoon
3
Sadorsky, Perry A.
3
Tiwari, Aviral Kumar
3
Uddin, Mohammed Gazi Salah
3
Wang, Yudong
3
Zhang, Yaojie
3
Zhang, Yue-jun
3
Balcilar, Mehmet
2
Baum, Christopher F.
2
Chang, Kuang-liang
2
Cifarelli, Giulio
2
Dimpfl, Thomas
2
Duan, Jin-Chuan
2
Dutta, Anupam
2
Fan, Ying
2
Filis, George
2
Gasbarro, Dominic
2
Hassan, Kamrul
2
Hoque, Ariful
2
Jondeau, Eric
2
Karali, Berna
2
Klein, Tony
2
Laurent, Sébastien
2
Li, Xiafei
2
Liang, Chao
2
Liao, Yin
2
Lin, Boqiang
2
Liu, Jing
2
Liu, Xiaochun
2
Lu, Xinjie
2
Luo, Jiawen
2
Nguyen, Duc Khuong
2
more ...
less ...
Published in...
All
Energy economics
Journal of economic dynamics & control
Finance research letters
97
Applied economics
94
Journal of empirical finance
84
Economic modelling
78
Journal of econometrics
76
International review of financial analysis
72
The North American journal of economics and finance : a journal of financial economics studies
72
Research in international business and finance
68
International review of economics & finance : IREF
60
Journal of international financial markets, institutions & money
59
International journal of forecasting
58
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
51
Journal of risk and financial management : JRFM
50
Journal of forecasting
48
Applied economics letters
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Working paper
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The European journal of finance
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Econometric theory
37
Applied financial economics
35
Econometric Institute research papers
31
Econometric reviews
30
International Journal of Energy Economics and Policy : IJEEP
30
International journal of finance & economics : IJFE
30
The journal of futures markets
30
International journal of economics and financial issues : IJEFI
28
Journal of applied econometrics
28
Journal of financial econometrics
26
Journal of international money and finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Journal of risk
25
Review of quantitative finance and accounting
25
International journal of economics and finance
24
Quantitative finance
24
more ...
less ...
Source
All
ECONIS (ZBW)
158
Showing
1
-
10
of
158
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
2
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:
3
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
4
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:
5
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Saved in:
6
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
7
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:
8
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:
9
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
10
Does oil price uncertainty affect corporate innovation?
Amin, Md. Ruhul
;
Wang, Xinyu
;
Aktas, Elvan
- In:
Energy economics
118
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014247717
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->