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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_genre:"Article in journal"
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Search: subject_exact:"ARCH-Modell"
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Theorie
Welt
ARCH model
231
ARCH-Modell
231
Volatility
154
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154
Forecasting model
100
Prognoseverfahren
100
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78
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73
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Ruiz, Esther
4
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Tanattrin Bunnag
3
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3
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2
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1
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1
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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
98
Journal of empirical finance
64
Finance research letters
59
Applied economics
57
Journal of econometrics
55
Economic modelling
47
Journal of forecasting
44
Research in international business and finance
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International review of financial analysis
41
International review of economics & finance : IREF
39
The North American journal of economics and finance : a journal of financial economics studies
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22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
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17
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
16
Risks : open access journal
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The journal of futures markets
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Cogent economics & finance
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Review of quantitative finance and accounting
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
101
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101
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1
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:
2
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:
3
Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Volatility spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN
Alexandri, Mohammad Benny
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 126-133
Persistent link: https://www.econbiz.de/10013169343
Saved in:
8
Forecasting uncertainty intervals for return period of extreme daily electricity consumption
Makatjane, Katleho
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 217-225
Persistent link: https://www.econbiz.de/10013366091
Saved in:
9
Modelling and forecasting crude oil prices during COVID-19 Pandemic
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 149-154
Persistent link: https://www.econbiz.de/10012608864
Saved in:
10
Oil price volatility models during coronavirus crisis : testing with appropriate models using further univariate GARCH and Monte Carlo simulation models
Bouazizi, Tarek
;
Lassoued, Mongi
;
Hadhek, Zouhaier
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
1
,
pp. 281-292
Persistent link: https://www.econbiz.de/10012587611
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