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~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Estimation"
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Search: subject_exact:"Erdölpreis"
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ARCH model
Capital income
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Oil price
85
Ölpreis
85
Volatility
43
Volatilität
43
Welt
41
World
41
Schätzung
36
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20
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3
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2
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2
Feng, Jiabao
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Han, Liyan
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Malik, Farooq
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Salisu, Afees A.
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Xuan Vinh Vo
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International review of economics & finance : IREF
Energy economics
341
International Journal of Energy Economics and Policy : IJEEP
119
Economic modelling
62
Applied economics
43
Finance research letters
43
Applied economics letters
34
The North American journal of economics and finance : a journal of financial economics studies
31
International review of financial analysis
29
Research in international business and finance
28
CESifo working papers
25
The energy journal
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Working paper
23
International journal of finance & economics : IJFE
20
Economics letters
16
CAMA working paper series
14
Discussion paper / Centre for Economic Policy Research
14
Journal of international financial markets, institutions & money
13
OPEC energy review
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Emerging markets, finance and trade : EMFT
12
Journal of banking & finance
12
Journal of international money and finance
12
The empirical economics letters : a monthly international journal of economics
11
Cogent economics & finance
10
Econometric Institute research papers
10
Journal of commodity markets
10
Journal of forecasting
10
International journal of energy sector management
9
International journal of forecasting
9
Macroeconomic dynamics
9
CESifo Working Paper Series
8
Financial innovation : FIN
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
8
International journal of economics and finance
8
International journal of economics and financial issues : IJEFI
8
Working papers
8
Department of Economics working paper series
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
The role of the past long-run oil price changes in stock market
Wu, Shue-Jen
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 274-291
Persistent link: https://www.econbiz.de/10014343124
Saved in:
8
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
Saved in:
9
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
10
Do oil prices and economic policy uncertainty matter for precious metal returns? : new insights from a TVP-VAR framework
Huang, Jianbai
;
Dong, Xuesong
;
Chen, Jinyu
;
Zhong, Meirui
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 433-445
Persistent link: https://www.econbiz.de/10013334591
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