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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:"Zeitreihenanalyse"
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Zeitreihenanalyse
Volatility
333
Volatilität
329
Oil price
137
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137
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122
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122
Aktienmarkt
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Russel, Edwin
3
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2
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1
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1
Alsaedi, Yasir
1
Ambya, Ambya
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1
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1
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1
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1
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1
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1
M. Affendy Arip
1
Maheswaran, S.
1
Malik, Farooq
1
Manasseh, Charles O.
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
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
58
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
47
Finance research letters
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Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics
33
Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
28
International review of financial analysis
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27
CREATES research paper
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24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
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Journal of risk and financial management : JRFM
23
Research in international business and finance
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Computational economics
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SFB 649 discussion paper
18
Journal of economic dynamics & control
17
CAMA working paper series
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13
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
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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 price movements between fundamental and uncertainty : evidence from frequency causality tests
Mounir, Amine
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 428-433
Persistent link: https://www.econbiz.de/10014445050
Saved in:
3
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:
4
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:
5
Analysis of olive oil market volatility using the ARCH and GARCH techniques
Gontijo, Tiago Silveira
;
Rodrigues, Alexandre de Cássio
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
3
,
pp. 423-428
Persistent link: https://www.econbiz.de/10012497011
Saved in:
6
Trend of oil prices, gold, GCC stocks market during Covid-19 pandemic : a wavelet approach
Rafiuddin, Aqila
;
Daffodils, Jennifer
;
Gaytan, Jesus …
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 560-572
Persistent link: https://www.econbiz.de/10012629887
Saved in:
7
Forecasting the Colombian electricity spot price under a functional approach
Gallón, Santiago
;
Barrientos, Jorge Hugo
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 67-74
Persistent link: https://www.econbiz.de/10012608317
Saved in:
8
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:
9
Examining the effects of oil price long memory and exchange rate long memory on stock market behavior in Nigeria
Lawal, Adedoyin Isola
;
Dahunsi, Samuel Olatunde
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 430-436
Persistent link: https://www.econbiz.de/10012504824
Saved in:
10
Impact of solar and wind prices on the integrated global electricity spot and options markets : a time series analysis
Alsaedi, Yasir
;
Tularam, Gurudeo Anand
;
Wong, Victor
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 337-353
Persistent link: https://www.econbiz.de/10012488423
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