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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Kapitaleinkommen"
~subject:"VAR model"
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Kapitaleinkommen
VAR model
Volatility
326
Volatilität
325
Börsenkurs
131
Share price
131
Oil price
125
Ölpreis
125
Aktienmarkt
96
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96
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88
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80
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75
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75
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70
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43
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VAR-Modell
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106
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Hawaldar, Iqbal Thonse
3
Lee, Hsiu-chuan
2
Meher, Bharat Kumar
2
Mustofa Usman
2
Nartea, Gilbert V.
2
Russel, Edwin
2
Wen, Conghua
2
Xiong, Xiong
2
Abiona, Olukorede
1
Agbo, Elias Igwebuike
1
Aggarwal, Priyanka
1
Ahmad, Shabbir
1
Ahmed, Walid M. A.
1
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1
Ajlouni, Ahmed AL
1
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1
Al-Mogren, Nouf Bin Ayyaf
1
Alam, Iskandar Ali
1
Alawi, Suha Mahmoud
1
Alexandri, Mohammad Benny
1
Algaeed, Abdulaziz Hamad
1
Alsaedi, Yasir
1
Amar, Amine Ben
1
Anandhabalaji, Veeramani
1
Anderson, Hamish D.
1
Ang, Tze Chuan
1
Anyalechi, Kenneth Chikezie
1
Asgharpour, Hossein
1
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1
Babu, Manivannan
1
Bagadeem, Salim
1
Bajgiran, Bahareh Ramezanian
1
Balli, Faruk
1
Bass, Alexander
1
Bataineh, Khaled
1
Baubekova, Indira
1
Becker, Ying
1
Beljid, Makram
1
Berk, Istemi
1
Bhagav, Sharan
1
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International Journal of Energy Economics and Policy : IJEEP
Pacific-Basin finance journal
Finance research letters
151
International review of financial analysis
134
Energy economics
123
Journal of banking & finance
118
International review of economics & finance : IREF
114
Journal of empirical finance
106
The North American journal of economics and finance : a journal of financial economics studies
105
Applied economics
97
Economic modelling
91
Journal of econometrics
83
Research in international business and finance
83
Journal of financial economics
82
Applied financial economics
81
Applied economics letters
77
NBER working paper series
76
Journal of international financial markets, institutions & money
75
Working paper / National Bureau of Economic Research, Inc.
68
Working paper
66
Journal of risk and financial management : JRFM
63
NBER Working Paper
60
International journal of forecasting
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economics letters
50
Journal of forecasting
46
The European journal of finance
46
Journal of international money and finance
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
CESifo working papers
36
Investment management and financial innovations
36
Cogent economics & finance
35
Review of quantitative finance and accounting
34
International journal of finance & economics : IJFE
33
Discussion paper / Tinbergen Institute
32
Journal of financial markets
32
Research paper series / Swiss Finance Institute
31
The journal of finance : the journal of the American Finance Association
31
The journal of futures markets
31
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ECONIS (ZBW)
106
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1
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
2
Crude oil prices and the Egyptian economy evidence from the stock market
Bataineh, Khaled
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 383-392
Persistent link: https://www.econbiz.de/10014486442
Saved in:
3
The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment
Shabbir, Malik Shahzad
;
Said, Laila Refiana
;
Pelit, Irem
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 560-565
Persistent link: https://www.econbiz.de/10014368310
Saved in:
4
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
5
Oil volatility and economic growth : evidences from top oil trading countries
Bagadeem, Salim
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10014435126
Saved in:
6
The effects of energy prices on oil-gas sectoral stock returns for BRIC countries : evidence from space state models
Helmi, Mohamad Husam
;
Catik, A. Nazif
;
Kosedagli, Begum …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 430-440
Persistent link: https://www.econbiz.de/10014435145
Saved in:
7
Directional spillover of fossil fuels prices on a hydrothermal power generation market
Oviedo-Gómez, Andrés
;
Londoño-Hernández, Sandra Milena
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 85-90
Persistent link: https://www.econbiz.de/10014247760
Saved in:
8
Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan
;
Hariharan, C.
;
Srinivasan, S.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10014235194
Saved in:
9
Comparative analysis of volatility structures of stock index and energy company returns in Kazakhstan
Sabenova, Baltaim
;
Baubekova, Indira
;
Issayeva, Gulmira
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 200-206
Persistent link: https://www.econbiz.de/10014321382
Saved in:
10
Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS
Qabhobho, Thobekile
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10014321451
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