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~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Time series analysis"
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Search: subject_exact:"Erdölpreis"
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ARCH model
Estimation
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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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International review of economics & finance : IREF
Energy economics
335
International Journal of Energy Economics and Policy : IJEEP
113
Economic modelling
61
Applied economics
45
Finance research letters
38
Applied economics letters
35
International review of financial analysis
27
The energy journal
27
Research in international business and finance
26
The North American journal of economics and finance : a journal of financial economics studies
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
CESifo working papers
22
Working paper
21
International journal of finance & economics : IJFE
17
Economics letters
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OPEC energy review
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CAMA working paper series
13
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International journal of forecasting
12
Emerging markets, finance and trade : EMFT
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Journal of international financial markets, institutions & money
11
The empirical economics letters : a monthly international journal of economics
11
Econometric Institute research papers
10
International journal of energy sector management
10
Journal of international money and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Cogent economics & finance
9
Macroeconomic dynamics
9
Iranian economic review : journal of University of Tehran
8
Journal of commodity markets
8
Working papers
8
CESifo Working Paper Series
7
Financial innovation : FIN
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
International journal of economics and finance
7
Journal of banking & finance
7
The interrelationship between financial and energy markets
7
The journal of futures markets
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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
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:
8
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:
9
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
10
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
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