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~isPartOf:"International review of financial analysis"
~subject:"Rohstoffderivat"
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Search: subject_exact:"Erdölpreis"
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Rohstoffderivat
Oil price
64
Ölpreis
64
Volatility
37
Volatilität
37
Welt
36
World
36
Oil market
19
Ölmarkt
19
Börsenkurs
17
Estimation
17
Schätzung
17
Share price
17
ARCH model
14
ARCH-Modell
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Erdöl
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Petroleum
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Commodity derivative
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Aktienmarkt
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Spillover effect
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Spillover-Effekt
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Stock market
12
Forecasting model
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Prognoseverfahren
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Oil prices
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Capital income
8
Impact assessment
8
Kapitaleinkommen
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Wirkungsanalyse
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Coronavirus
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Risiko
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China
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Crude oil
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Oil price shocks
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COVID-19
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Ma, Feng
2
Basu, Sankarshan
1
Bhatia, Vaneet
1
Brooks, Robert
1
Das, Debojyoti
1
Do, Hung Xuan
1
Gao, Xinxin
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Gong, Xu
1
Han, Liyan
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Hao, Jianyang
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Lin, Boqiang
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Long, Houyin
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Lu, Xinjie
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Nguyen, Duc Khuong
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Pick Schen Yip
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Su, Tong
1
Sun, Qingru
1
Vigne, Samuel A.
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Wang, He
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Wang, Jiaxin
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Wang, Lu
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Wang, Shixuan
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International review of financial analysis
Energy economics
149
The energy journal
27
Finance research letters
25
International Journal of Energy Economics and Policy : IJEEP
24
Economic modelling
17
International review of economics & finance : IREF
17
The journal of futures markets
14
Applied economics
12
Research in international business and finance
11
Working paper
11
Applied economics letters
10
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of banking & finance
8
Journal of international money and finance
7
Econometric Institute research papers
6
OPEC energy review
6
The journal of energy markets
6
CESifo working papers
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
Journal of commodity markets
5
Financial modeling and risk management of energy and environmental instruments and derivates
4
Journal of forecasting
4
The empirical economics letters : a monthly international journal of economics
4
Theoretical economics letters
4
Applied financial economics
3
Discussion paper / Centre for Economic Policy Research
3
International finance discussion papers
3
International journal of forecasting
3
Journal of international financial markets, institutions & money
3
Quantitative finance
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Review of quantitative finance and accounting
3
Studies in economics and finance
3
Technological forecasting & social change : an international journal
3
Working paper / Department of Economics, Uppsala University
3
CESifo Working Paper Series
2
DIW Berlin Discussion Paper
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
13
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1
How does energy finance promote energy transition? : evidence from Shanghai crude oil futures
Long, Houyin
;
Huang, Xiang
;
Wang, Jiaxin
- In:
International review of financial analysis
90
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468667
Saved in:
2
Measuring the multi-scale price transmission effects from crude oil to energy stocks : a cascaded view
Xi, Zenglei
;
Yu, Jinxiu
;
Sun, Qingru
;
Zhao, Wenqi
;
Wang, He
- In:
International review of financial analysis
90
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014470341
Saved in:
3
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
4
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
5
Do precious metals hedge crude oil volatility jumps?
Das, Debojyoti
;
Bhatia, Vaneet
;
Kumar, Surya Bhushan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013455150
Saved in:
6
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
7
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
8
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Gong, Xu
;
Liu, Yun
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012804753
Saved in:
9
Do China's macro-financial factors determine the Shanghai crude oil futures market?
Lin, Boqiang
;
Su, Tong
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013254489
Saved in:
10
Identifying the comovement of price between China's and international crude oil futures : a time-frequency perspective
Huang, Xiaohong
;
Huang, Shupei
- In:
International review of financial analysis
72
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437245
Saved in:
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