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~isPartOf:"Energy economics"
~subject:"Börsenkurs"
~subject:"Stock index"
~type:"article"
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Börsenkurs
Stock index
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
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67
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67
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55
Spillover-Effekt
55
Share price
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46
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45
Capital income
42
Kapitaleinkommen
42
Erdöl
37
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37
Petroleum
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Ölmarkt
36
Time series analysis
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25
Energiemarkt
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54
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Tiwari, Aviral Kumar
5
Ma, Feng
4
Bouri, Elie
3
Sadorsky, Perry A.
3
Wang, Yudong
3
Yoon, Seong-min
3
Alqahtani, Faisal
2
Balcilar, Mehmet
2
Hammoudeh, Shawkat
2
Raza, Syed Ali
2
Wang, Jiqian
2
Zhang, Bing
2
Abakah, Emmanuel Joel Aikins
1
Abdelradi, Fadi
1
Aloui, Mouna
1
Alshater, Muneer Maher
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Anwar, Awais
1
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1
Auer, Benjamin R.
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Awartani, Basel
1
Basher, Syed Abul
1
Baum, Christopher F.
1
Belhassine, Olfa
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Belkacem, Lotfi
1
Benkraiem, Ramzi
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Bianconi, Marcelo
1
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1
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1
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Chen, Yixiang
1
Chevallier, Julien
1
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1
Corbet, Shaen
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Energy economics
Finance research letters
63
Applied economics
55
International review of financial analysis
54
The North American journal of economics and finance : a journal of financial economics studies
53
International review of economics & finance : IREF
52
Research in international business and finance
52
Journal of risk and financial management : JRFM
45
Journal of empirical finance
40
Journal of international financial markets, institutions & money
40
Economic modelling
39
Applied economics letters
32
Journal of econometrics
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
International Journal of Energy Economics and Policy : IJEEP
26
Journal of forecasting
23
Journal of banking & finance
22
Applied financial economics
21
International journal of economics and financial issues : IJEFI
21
International journal of forecasting
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
International journal of economics and finance
19
Cogent economics & finance
18
Economics letters
17
International Journal of Financial Studies : open access journal
17
International journal of finance & economics : IJFE
17
Review of quantitative finance and accounting
17
The empirical economics letters : a monthly international journal of economics
17
Investment management and financial innovations
15
The European journal of finance
15
Global business review
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Pacific-Basin finance journal
14
The journal of futures markets
13
Emerging markets, finance and trade : EMFT
12
Finance India : the quarterly journal of Indian Institute of Finance
12
Global finance journal
12
Journal of risk
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
54
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54
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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
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:
5
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:
6
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:
7
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:
8
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:
9
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
10
Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang
;
Zhang, Zhengjun
- In:
Energy economics
110
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
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