//--> //--> //--> //-->
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:"Theorie"
~subject:"United Kingdom"
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_exact:"GARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
United Kingdom
ARCH model
253
ARCH-Modell
253
Volatility
212
Volatilität
212
Oil price
157
Ölpreis
157
Welt
83
World
83
Commodity derivative
82
Rohstoffderivat
82
Forecasting model
70
Prognoseverfahren
70
Estimation
66
Schätzung
66
Spillover effect
50
Spillover-Effekt
50
Börsenkurs
45
Share price
45
Stock market
45
Aktienmarkt
44
Capital income
41
Kapitaleinkommen
41
Erdöl
37
Petroleum
37
Oil market
35
Ölmarkt
34
Time series analysis
29
Zeitreihenanalyse
29
Risikomaß
28
Risk measure
28
Volatility forecasting
27
Energiemarkt
23
Energy market
23
GARCH
23
Crude oil
20
Hedging
20
Risk
20
China
19
Electricity price
19
Risiko
19
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Adrangi, Bahram
1
Aloui, Chaker
1
Ausín, M. Concepción
1
Bakas, Dimitrios
1
Barbaglia, Luca
1
Baum, Christopher F.
1
Bedoui, Rihab
1
Bhar, Ramaprasad
1
Braiek, Sana
1
Cai, Shenghua
1
Chang, Chia-Lin
1
Chen, Liyuan
1
Chen, Zhonglu
1
Chevallier, Julien
1
Chkili, Walid
1
Cifarelli, Giulio
1
Croux, Christophe
1
Di Iorio, Francesca
1
Galeano, Pedro
1
Giot, Pierre
1
Gong, Xu
1
Guesmi, Khaled
1
Hammoudeh, Shawkat
1
Hamori, Shigeyuki
1
Ioannidis, Filippos
1
Jammazi, Rania
1
Jin, Daxiang
1
Kalantzis, Fotis G.
1
Kosmidou, Kyriaki
1
Kyriakou, Ioannis
1
Laurent, Sébastien
1
Li, Xiafei
1
Liang, Chao
1
Marchese, Malvina
1
McAleer, Michael
1
Milonas, Nikolaos T.
1
Nguyen, Duc Khuong
1
Okhrin, Ostap
1
Ouenniche, Jamal
1
Roengchai Tansuchat
1
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
58
Journal of empirical finance
53
International journal of forecasting
45
Applied economics
40
Discussion paper / Tinbergen Institute
38
Journal of banking & finance
38
Journal of forecasting
38
Econometric theory
37
Economics letters
35
Finance research letters
35
The European journal of finance
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
International review of financial analysis
32
Economic modelling
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Econometric reviews
26
Working paper
26
Journal of applied econometrics
24
Journal of international financial markets, institutions & money
24
Applied financial economics
23
International review of economics & finance : IREF
22
The North American journal of economics and finance : a journal of financial economics studies
21
The econometrics journal
20
Journal of risk and financial management : JRFM
18
Applied economics letters
17
Econometric Institute research papers
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial econometrics
17
Quantitative finance
17
CORE discussion paper : DP
16
Computational economics
16
Journal of economic dynamics & control
16
Journal of international money and finance
16
Research in international business and finance
15
Risks : open access journal
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
International journal of finance & economics : IJFE
14
The journal of futures markets
13
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
Saved in:
2
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components
Ioannidis, Filippos
;
Kosmidou, Kyriaki
;
Savva, Christos
; …
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816560
Saved in:
3
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
4
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
5
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
6
Forecasting oil price volatility : forecast combination versus shrinkage method
Zhang, Yaojie
;
Wei, Yu
;
Zhang, Yi
;
Jin, Daxiang
- In:
Energy economics
80
(
2019
),
pp. 423-433
Persistent link: https://www.econbiz.de/10012173653
Saved in:
7
On the conditional dependence structure between oil, gold and USD exchange rates : Nested copula based GJR-GARCH model
Bedoui, Rihab
;
Braiek, Sana
;
Guesmi, Khaled
; …
- In:
Energy economics
80
(
2019
),
pp. 876-889
Persistent link: https://www.econbiz.de/10012173742
Saved in:
8
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
9
Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Energy economics
81
(
2019
),
pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Saved in:
10
Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
Wen, Fenghua
;
Gong, Xu
;
Cai, Shenghua
- In:
Energy economics
59
(
2016
),
pp. 400-413
Persistent link: https://www.econbiz.de/10011699710
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->