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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Research in international business and finance"
~subject:"ARCH-Modell"
~subject:"Estimation"
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Search: subject_exact:"Erdölpreis"
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ARCH-Modell
Estimation
Oil price
133
Ölpreis
133
Welt
72
World
72
Volatility
71
Volatilität
71
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54
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40
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Hammoudeh, Shawkat
4
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4
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3
Yin, Libo
3
Aboura, Sofiane
2
Balcilar, Mehmet
2
Chen, Wang
2
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2
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Xuan Vinh Vo
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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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International review of economics & finance : IREF
Research in international business and finance
Energy economics
299
International Journal of Energy Economics and Policy : IJEEP
102
Economic modelling
56
Applied economics
42
Finance research letters
38
Applied economics letters
31
International review of financial analysis
25
The North American journal of economics and finance : a journal of financial economics studies
23
The energy journal
23
CESifo working papers
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Working paper
21
International journal of finance & economics : IJFE
17
Economics letters
15
CAMA working paper series
13
Discussion paper / Centre for Economic Policy Research
13
OPEC energy review
12
The empirical economics letters : a monthly international journal of economics
11
Econometric Institute research papers
10
Emerging markets, finance and trade : EMFT
10
Journal of forecasting
10
Journal of international financial markets, institutions & money
10
Journal of international money and finance
10
Cogent economics & finance
9
International journal of energy sector management
9
International journal of forecasting
9
Macroeconomic dynamics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Working papers
8
CESifo Working Paper Series
7
International journal of economics and finance
7
Iranian economic review : journal of University of Tehran
7
Journal of banking & finance
7
Journal of commodity markets
7
The interrelationship between financial and energy markets
7
The journal of futures markets
7
Theoretical economics letters
7
Department of Economics working paper series
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ECONIS (ZBW)
67
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
3
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
4
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
5
Asymmetric search behavior for gasoline prices : evidence from the Chinese gasoline market
Xu, Jiayi
;
Zhang, Xiao-Bing
;
Liu, Yang
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 699-712
Persistent link: https://www.econbiz.de/10014446808
Saved in:
6
Volatility spillover between oil and stock prices : structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation
Chan, Ying Tung
;
Qiao, Hui
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 265-286
Persistent link: https://www.econbiz.de/10014472255
Saved in:
7
How does China's crude oil futures affect the crude oil prices at home and abroad? : evidence from the cross-market exchange rate spillovers
Sun, Chuanwang
;
Peng, Yiqi
;
Zhan, Yanhong
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 204-222
Persistent link: https://www.econbiz.de/10014474284
Saved in:
8
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
9
Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran
;
Yu, Jize
;
Su, Yuquan
;
Wang, Lu
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
Saved in:
10
Effects of oil shocks and central bank credibility on price diffusion
Mendonça, Helder Ferreira de
;
Garcia, Pedro Mendes
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 304-317
Persistent link: https://www.econbiz.de/10014343131
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