//--> //--> //--> //-->
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"
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
~type:"article"
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:"GARCH"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Börsenkurs
ARCH model
253
ARCH-Modell
253
Volatility
220
Volatilität
220
Oil price
165
Ölpreis
165
Welt
91
World
91
Commodity derivative
83
Rohstoffderivat
83
Forecasting model
70
Prognoseverfahren
70
Estimation
67
Schätzung
67
Spillover effect
55
Spillover-Effekt
55
Share price
50
Stock market
46
Capital income
42
Kapitaleinkommen
42
Erdöl
37
Oil market
37
Petroleum
37
Ölmarkt
36
Time series analysis
30
Zeitreihenanalyse
30
Risikomaß
28
Risk measure
28
Volatility forecasting
27
GARCH
25
Energiemarkt
24
Energy market
24
China
23
Risk
23
Hedging
22
Risiko
22
Theorie
22
Theory
22
more ...
less ...
Online availability
All
Undetermined
52
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
68
Aufsatz in Zeitschrift
68
Language
All
English
68
Author
All
Tiwari, Aviral Kumar
5
Bouri, Elie
4
Ma, Feng
4
Wang, Yudong
4
Sadorsky, Perry A.
3
Wang, Xunxiao
3
Yoon, Seong-min
3
Alqahtani, Faisal
2
Balcilar, Mehmet
2
Gasbarro, Dominic
2
Hammoudeh, Shawkat
2
Hassan, Kamrul
2
Hoque, Ariful
2
Raza, Syed Ali
2
Wang, Jiqian
2
Wen, Fenghua
2
Wu, Chongfeng
2
Zhang, Bing
2
Abakah, Emmanuel Joel Aikins
1
Abdelradi, Fadi
1
Abuzayed, Bana
1
Ahmed, Abdullahi Dahir
1
Al-Fayoumi, Nedal
1
Aloui, Chaker
1
Aloui, Mouna
1
Alshater, Muneer Maher
1
Anwar, Awais
1
Arouri, Mohamed
1
Auer, Benjamin R.
1
Awartani, Basel
1
Basher, Syed Abul
1
Baum, Christopher F.
1
Belhassine, Olfa
1
Benkraiem, Ramzi
1
Bianconi, Marcelo
1
Bjursell, Johan
1
Boubaker, H.
1
Boubaker, Heni
1
Boutahar, Mohamed
1
Cao, Yang
1
more ...
less ...
Published in...
All
Energy economics
Finance research letters
75
Research in international business and finance
69
International review of financial analysis
68
Applied economics
67
International review of economics & finance : IREF
65
Economic modelling
62
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of international financial markets, institutions & money
56
Journal of risk and financial management : JRFM
49
Journal of empirical finance
40
Applied economics letters
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Journal of banking & finance
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
International Journal of Energy Economics and Policy : IJEEP
29
Applied financial economics
28
Journal of econometrics
25
Cogent economics & finance
24
Economics letters
24
International journal of economics and financial issues : IJEFI
24
International journal of finance & economics : IJFE
23
Journal of forecasting
23
Pacific-Basin finance journal
23
International journal of economics and finance
22
International Journal of Financial Studies : open access journal
21
International journal of forecasting
21
Review of quantitative finance and accounting
21
The European journal of finance
19
Investment management and financial innovations
18
Global business review
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
The empirical economics letters : a monthly international journal of economics
17
Economic research
16
Emerging markets review
16
Emerging markets, finance and trade : EMFT
16
Global finance journal
16
The journal of applied business research
16
International journal of financial research
15
Journal of international money and finance
15
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic risk spillovers from oil to stock markets : fresh evidence from
GARCH
copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
2
Forecasting renewable energy stock volatility using short and long-term Markov switching
GARCH
-MIDAS models : either, neither or both?
Wang, Lu
;
Wu, Jiangbin
;
Cao, Yang
;
Hong, Yanran
- In:
Energy economics
111
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
Saved in:
3
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:
4
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:
5
Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events
Wu, Xinyu
;
Jiang, Zhengting
- In:
Energy economics
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483676
Saved in:
6
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
Saved in:
7
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:
8
Volatility transmissions across international oil market, commodity futures and stock markets : empirical evidence from China
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012631345
Saved in:
9
Do market conditions interfere with the transmission of uncertainty from oil market to stock market? : evidence from a modified quantile-on-quantile approach
Xie, Qichang
;
Tang, Guoqiang
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477567
Saved in:
10
The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur
- In:
Energy economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013201580
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->