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~subject:"ARCH model"
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ARCH model
Welt
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Oil price
426
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426
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278
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278
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Bouri, Elie
5
Ma, Feng
4
Hammoudeh, Shawkat
3
Sadorsky, Perry A.
3
Uddin, Mohammed Gazi Salah
3
Wei, Yu
3
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1
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1
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Energy economics
Finance research letters
36
Research in international business and finance
31
International review of economics & finance : IREF
26
Economic modelling
24
Applied economics
21
International Journal of Energy Economics and Policy : IJEEP
19
The North American journal of economics and finance : a journal of financial economics studies
19
International review of financial analysis
18
Journal of risk and financial management : JRFM
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Journal of international financial markets, institutions & money
14
Journal of empirical finance
13
Journal of international money and finance
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Journal of banking & finance
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International journal of forecasting
9
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of futures markets
7
Cogent economics & finance
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Economics letters
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Studies in economics and finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of multinational financial management
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Global finance journal
4
Journal of East Asian economic integration
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Journal of commodity markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Defence and peace economics
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
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Global business & economics review
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
89
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89
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1
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
2
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
3
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
4
Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility : identifying moderators, hedgers and shoc...
Shahbaz, Muhammad
;
Sheikh, Umaid A.
;
Tabash, Mosab I.
; …
- In:
Energy economics
136
(
2024
),
pp. 1-31
Persistent link: https://www.econbiz.de/10015046920
Saved in:
5
Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation : evidence from DCC-MIDAS-X model
Liu, Han
;
Yang, Peng
;
He, Yongda
;
Oxley, Les
;
Guo, Pengwei
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558922
Saved in:
6
Volatility spillover across Chinese carbon markets : evidence from quantile connectedness method
Li, Zheng-Zheng
;
Li, Yameng
;
Huang, Chia-Yun
; …
- In:
Energy economics
119
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014280144
Saved in:
7
Economic policy uncertainty, jump dynamics, and oil price volatility
Liu, Feng
;
Shao, Shuai
;
Li, Xin
;
Pan, Na
;
Qi, Yu
- In:
Energy economics
120
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014284019
Saved in:
8
The role of China's crude oil futures in
world
oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
9
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
10
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
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