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~isPartOf:"Energy economics"
~subject:"ARCH-Modell"
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ARCH-Modell
Welt
1,076
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1,076
Oil price
427
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427
Greenhouse gas emissions
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
Dimpfl, Thomas
2
Fan, Ying
2
Filis, George
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Abakah, Emmanuel Joel Aikins
1
Adrangi, Bahram
1
Agnolucci, Paolo
1
Ahmad, Wasim
1
Antonakakis, Nikolaos
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
17
Journal of international financial markets, institutions & money
14
Journal of empirical finance
13
Journal of international money and finance
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Econometric Institute research papers
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Journal of banking & finance
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Department of Economics working paper series
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International journal of forecasting
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Applied economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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8
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8
The European journal of finance
7
The journal of futures markets
7
Cogent economics & finance
6
Economics letters
6
Studies in economics and finance
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of multinational financial management
5
Global finance journal
4
Journal of East Asian economic integration
4
Journal of commodity markets
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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Defence and peace economics
3
Economic research
3
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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ECONIS (ZBW)
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21
Givers never lack : Nigerian oil & gas asymmetric network analyses
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
108
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013203266
Saved in:
22
Forecasting crude oil volatility with exogenous predictors : as good as it GETS?
Bonnier, Jean-Baptiste
- In:
Energy economics
111
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013350043
Saved in:
23
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
24
Revisiting value-at-risk and expected shortfall in oil markets under structural breaks : the role of fat-tailed distributions
Patra, Saswat
- In:
Energy economics
101
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013161743
Saved in:
25
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
26
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
27
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Energy economics
86
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012511747
Saved in:
28
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong
;
Gong, Xu
- In:
Energy economics
87
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Saved in:
29
Crude oil price and cryptocurrencies : evidence of volatility connectedness and hedging strategy
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
87
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012512456
Saved in:
30
Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu
;
Yang, Xiaoming
;
Li, Fuxing
- In:
Energy economics
87
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Saved in:
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