//--> //--> //--> //-->
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"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
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
Börsenkurs
50
Share price
50
Stock market
46
Aktienmarkt
45
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
186
Type of publication
All
Article
270
Type of publication (narrower categories)
All
Article in journal
270
Aufsatz in Zeitschrift
270
Conference paper
1
Konferenzbeitrag
1
Language
All
English
270
Author
All
Ma, Feng
15
Hammoudeh, Shawkat
9
Yoon, Seong-min
8
Bouri, Elie
7
Chevallier, Julien
6
Sadorsky, Perry A.
6
Tiwari, Aviral Kumar
6
Wang, Yudong
6
Wei, Yu
6
Zhang, Yaojie
6
Gong, Xu
5
Nguyen, Duc Khuong
5
Hasanov, Akram Shavkatovich
4
Huang, Dengshi
4
Liang, Chao
4
Lin, Boqiang
4
Serletis, Apostolos
4
Uddin, Mohammed Gazi Salah
4
Wen, Fenghua
4
Baum, Christopher F.
3
Chang, Chia-Lin
3
Ciarreta, Aitor
3
Dutta, Anupam
3
Elder, John
3
Ji, Qiang
3
Kang, Sang Hoon
3
Klein, Tony
3
Lai, Xiaodong
3
Liu, Jing
3
Lu, Xinjie
3
McAleer, Michael
3
Mensi, Walid
3
Rahman, Sajjadur
3
Umar, Muhammad
3
Urom, Christian
3
Wang, Lu
3
Wang, Shouyang
3
Wang, Xunxiao
3
Wu, Chongfeng
3
Zarraga, Ainhoa
3
more ...
less ...
Published in...
All
Energy economics
MPRA Paper
231
Finance research letters
210
Applied economics
182
Economic modelling
178
International review of financial analysis
153
Journal of econometrics
149
Research in international business and finance
135
The North American journal of economics and finance : a journal of financial economics studies
135
Journal of empirical finance
134
International review of economics & finance : IREF
121
Economics letters
119
Journal of banking & finance
114
Journal of international financial markets, institutions & money
112
Applied financial economics
104
Discussion paper / Tinbergen Institute
101
Journal of risk and financial management : JRFM
96
International journal of forecasting
94
Journal of forecasting
87
Applied economics letters
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
The journal of futures markets
74
Econometric theory
73
The European journal of finance
73
International Journal of Energy Economics and Policy : IJEEP
71
Working paper
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Econometric Institute research papers
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of financial econometrics : official journal of the Society for Financial Econometrics
67
Working Paper
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
International journal of finance & economics : IJFE
57
International journal of economics and financial issues : IJEFI
53
Journal of Risk and Financial Management
53
Econometric reviews
51
International journal of economics and finance
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
Journal of international money and finance
49
Review of quantitative finance and accounting
47
more ...
less ...
Source
All
ECONIS (ZBW)
270
Showing
1
-
10
of
270
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market : the case of the Italian electricity market
Lisi, Francesco
;
Grossi, Luigi
;
Quaglia, Federico
- In:
Energy economics
121
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014438462
Saved in:
3
Unveiling the relationship between oil and green bonds : spillover dynamics and implications
Su, Yun Hsuan
;
Rizvi, Kumail Abbas
;
Umar, Muhammad
; …
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014487988
Saved in:
4
Does oil price uncertainty affect corporate innovation?
Amin, Md. Ruhul
;
Wang, Xinyu
;
Aktas, Elvan
- In:
Energy economics
118
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014247717
Saved in:
5
Racial and ethnic disparities in unemployment and oil price uncertainty
Elder, John
;
Payne, James E.
- In:
Energy economics
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014280133
Saved in:
6
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
7
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
8
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:
9
Natural gas volatility prediction : fresh evidence from extreme weather and extended
GARCH
-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->