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~isPartOf:"Energy economics"
~subject:"China"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Volatilität"
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China
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Volatility
598
Volatilität
598
Oil price
363
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363
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212
ARCH-Modell
212
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205
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Wen, Fenghua
7
Dai, Zhifeng
4
Ji, Qiang
4
Wei, Yu
4
Gong, Xu
3
Guo, Yawei
3
Li, Xiafei
3
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3
Uddin, Mohammed Gazi Salah
3
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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
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2
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1
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1
Ahmed, M. Iqbal
1
Ajmi, Ahdi Noomen
1
Al Rababa'a, Abdel Razzaq
1
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Energy economics
Finance research letters
135
Journal of econometrics
124
Journal of banking & finance
115
Economic modelling
110
International review of economics & finance : IREF
108
International review of financial analysis
91
The North American journal of economics and finance : a journal of financial economics studies
85
Economics letters
84
Journal of empirical finance
82
Applied economics
81
International journal of theoretical and applied finance
78
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Journal of financial economics
71
Journal of international money and finance
70
Journal of forecasting
61
Applied economics letters
60
The European journal of finance
57
The review of financial studies
57
The journal of futures markets
55
Pacific-Basin finance journal
52
Econometric reviews
51
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50
Computational economics
46
Journal of international financial markets, institutions & money
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Applied mathematical finance
44
Journal of risk and financial management : JRFM
43
Research in international business and finance
43
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Emerging markets, finance and trade : EMFT
39
Journal of monetary economics
39
Macroeconomic dynamics
38
Applied financial economics
37
International journal of finance & economics : IJFE
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ECONIS (ZBW)
113
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1
Oil price uncertainty and unemployment dynamics : nonlinearities matter
Ahmed, M. Iqbal
;
Farah, Quazi Fidia
;
Kishan, Ruby P.
- In:
Energy economics
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014479113
Saved in:
2
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
3
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:
4
Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Liu, Tao
;
Guan, Xinyue
;
Wei, Yigang
;
Xue, Shan
;
Xu, Liang
- In:
Energy economics
121
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014438458
Saved in:
5
Sustainability and stability : will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?
Liu, Min
;
Guo, Tongji
;
Ping, Weiying
;
Luo, Liangqing
- In:
Energy economics
121
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014438484
Saved in:
6
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
7
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:
8
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
9
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Ren, Xiaohang
;
Li, Yiying
;
Sun, Xianming
;
Bu, Ruijun
; …
- In:
Energy economics
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483599
Saved in:
10
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
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