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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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237
ARCH-Modell
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159
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104
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International Journal of Energy Economics and Policy : IJEEP
International journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
103
Finance research letters
76
Journal of empirical finance
63
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57
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International review of economics & finance : IREF
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106
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1
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
2
A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
3
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
4
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
Saved in:
5
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Saved in:
6
Volatility transmission and market connectivity of metals and energy commodities : insights from the spillover index
Tessmann, Mathias
;
Gutiérrez, Carlos Enrique Carrasco
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 609-618
Persistent link: https://www.econbiz.de/10014533484
Saved in:
7
Interplay of volatility and geopolitical tensions in clean energy markets : a comprehensive GARC-ISTM forecasting approach
Brik, Hatem
;
Ouakdi, Jihene El
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
4
,
pp. 92-107
Persistent link: https://www.econbiz.de/10014634872
Saved in:
8
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
9
Examining the volatility of conventional cryptocurrencies and sustainable cryptocurrency during Covid-19 : based on energy consumption
Anandhabalaji, V.
;
Babu, Manivannan
;
Gayathri, J.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 344-352
Persistent link: https://www.econbiz.de/10014434129
Saved in:
10
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
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