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~isPartOf:"Energy economics"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Rohstoffderivat"
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Search: subject_exact:"GARCH model"
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Börsenkurs
Estimation
Rohstoffderivat
ARCH model
253
ARCH-Modell
253
Volatility
212
Volatilität
212
Oil price
157
Ölpreis
157
Welt
83
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Sadorsky, Perry A.
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Energy economics
Finance research letters
96
Applied economics
88
Economic modelling
80
International review of economics & finance : IREF
76
International review of financial analysis
75
The North American journal of economics and finance : a journal of financial economics studies
70
Research in international business and finance
64
Journal of empirical finance
60
Journal of international financial markets, institutions & money
57
Journal of risk and financial management : JRFM
49
Applied economics letters
45
Journal of econometrics
43
Journal of banking & finance
40
International Journal of Energy Economics and Policy : IJEEP
36
The journal of futures markets
36
International journal of forecasting
35
Discussion paper / Tinbergen Institute
31
Economics letters
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Working paper
31
International journal of economics and financial issues : IJEFI
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Applied financial economics
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
International journal of economics and finance
26
International journal of finance & economics : IJFE
25
Journal of forecasting
25
Econometric Institute research papers
24
Review of quantitative finance and accounting
24
The European journal of finance
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cogent economics & finance
22
The empirical economics letters : a monthly international journal of economics
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Pacific-Basin finance journal
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Emerging markets, finance and trade : EMFT
20
International Journal of Financial Studies : open access journal
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1
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:
2
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:
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
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
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
Jumps in the Chinese crude oil futures volatility forecasting : new evidence
Guo, Yangli
;
Li, Pan
;
Wu, Hanlin
- In:
Energy economics
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014483653
Saved in:
10
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
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