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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The energy journal"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"VAR-Modell"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Oil price
VAR-Modell
ARCH model
59
ARCH-Modell
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Volatility
41
Volatilität
41
Estimation
19
Schätzung
19
Capital income
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Multivariate Verteilung
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Chiang, Thomas C.
2
Degiannakis, Stavros
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Filis, George
2
Alomari, Mohammad
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Baruník, Jozef
1
Behmiri, Niaz Bashiri
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Review of quantitative finance and accounting
The energy journal
Energy economics
176
Finance research letters
71
International review of economics & finance : IREF
64
Economic modelling
61
Applied economics
60
International review of financial analysis
56
The North American journal of economics and finance : a journal of financial economics studies
53
Research in international business and finance
51
International Journal of Energy Economics and Policy : IJEEP
43
Journal of risk and financial management : JRFM
39
Journal of empirical finance
38
Journal of international financial markets, institutions & money
37
Applied economics letters
29
Journal of econometrics
27
International journal of forecasting
26
Journal of banking & finance
23
Journal of forecasting
23
Economics letters
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Discussion paper / Tinbergen Institute
20
Cogent economics & finance
19
Econometric Institute research papers
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International journal of finance & economics : IJFE
19
The empirical economics letters : a monthly international journal of economics
19
CESifo working papers
18
Emerging markets, finance and trade : EMFT
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Working paper
17
International journal of economics and financial issues : IJEFI
16
Global business review
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
The European journal of finance
14
International Journal of Financial Studies : open access journal
13
International journal of economics and finance
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The journal of applied business research
12
The journal of futures markets
12
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ECONIS (ZBW)
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1
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
Saved in:
2
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
3
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
4
News sentiment and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
Saved in:
5
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
6
Oil price volatility is effective in predicting food price volatility : or is it?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
The energy journal
42
(
2021
)
6
,
pp. 25-48
Persistent link: https://www.econbiz.de/10013172737
Saved in:
7
The choice between renewables and non-renewables : evidence from electricity generation in 29 countries
Nguyen, Jeremy
;
Valadkhani, Abbas
;
Hajargasht, Gholamreza
- In:
The energy journal
42
(
2021
)
6
,
pp. 49-68
Persistent link: https://www.econbiz.de/10013172744
Saved in:
8
Volatility and asymmetric dependence in Central and East European stock markets
Joseph, Nathan Lael
;
Vo, Thi Thuy Anh
;
Mobarek, Asma
; …
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1241-1303
Persistent link: https://www.econbiz.de/10012304151
Saved in:
9
Another look at value and momentum : volatility spillovers
Grobys, Klaus
;
Vähämaa, Sami
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
Saved in:
10
Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
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