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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Theory"
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Search: subject_exact:"Volatility"
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Volatility
333
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329
Oil price
137
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Aktienmarkt
90
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Eckwert, Bernhard
2
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Rubio, Gonzalo
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Serna, Gregorio
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1
Adam, Anokye M.
1
Adam, Pasrun
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1
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1
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International Journal of Energy Economics and Policy : IJEEP
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
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Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
Finance research letters
77
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
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Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
57
The review of financial studies
57
International review of economics & finance : IREF
56
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
45
The North American journal of economics and finance : a journal of financial economics studies
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Applied mathematical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
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Finance and stochastics
42
Journal of monetary economics
40
CREATES research paper
39
The journal of futures markets
39
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ECONIS (ZBW)
29
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1
Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional h...
Saidi, La Ode
;
Aedy, Hasan
;
Saranani, Fajar
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 104-108
Persistent link: https://www.econbiz.de/10012435288
Saved in:
2
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
3
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
Saved in:
4
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
5
Application of short-term forecasting models for energy entity stock price (Study on Indika Energi Tbk, JII)
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 294-301
Persistent link: https://www.econbiz.de/10012435914
Saved in:
6
On the higher-order moment interdependence of stock and commodity markets : a wavelet coherence analysis
Ahmed, Walid M. A.
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 135-151
Persistent link: https://www.econbiz.de/10013258545
Saved in:
7
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
Saved in:
8
Does off-exchange trading decrease in the presence of uncertainty?
Jurich, Stephen N.
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 201-213
Persistent link: https://www.econbiz.de/10012656285
Saved in:
9
Financial contagion in the futures markets amidst global geo-economic events
Zainudin, Ahmad Danial
;
Azhar Mohamad
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 288-308
Persistent link: https://www.econbiz.de/10012656295
Saved in:
10
Dynamic connectedness between the US financial market and Euro-Asian financial markets : Testing transmission of uncertainty through spatial regressions models
Tissaoui, Kais
;
Zaghdoudi, Taha
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 481-492
Persistent link: https://www.econbiz.de/10012656447
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