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Search: subject:"Generalized Autoregressive Conditional Heteroskedasticity"
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ECONIS (ZBW)
104
RePEc
16
EconStor
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21
The effects of asymmetric oil price shocks on the Saudi consumption : an empirical investigation
Algaeed, Abdulaziz Hamad
- In:
International Journal of Energy Economics and Policy : IJEEP
7
(
2017
)
1
,
pp. 99-107
Persistent link: https://www.econbiz.de/10011748983
Saved in:
22
Does oil prices uncertainty affect stock returns in Russia : a bivariate
generalized
autoregressive
conditional
heteroskedasticity
-in-mean approach
Bass, Alexander
- In:
International Journal of Energy Economics and Policy : IJEEP
7
(
2017
)
4
,
pp. 224-230
Persistent link: https://www.econbiz.de/10011749964
Saved in:
23
An analysis of determinants affecting the returns of Dow Jones sustainability index United States
Pitoska, Electra
;
Katarachia, Androniki
;
Giannarakis, …
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011811060
Saved in:
24
Estimation of volatility and correlation with multivariate
generalized
autoregressive
conditional
heteroskedasticity
models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
25
The impact of gold, bond, currency, metals and oil markets on the USA stock market
Partalidou, Xanthi
;
Kiohos, Apostolos
;
Giannarakis, Grigoris
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 76-81
Persistent link: https://www.econbiz.de/10011448224
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26
Oil and food prices co-intergration nexus for Indonesia : a non-linear autoregressive distributed lag analysis
Abdlaziz, Rizgar Abdlkarim
;
Khalid Bin Abdul Rahim
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 82-87
Persistent link: https://www.econbiz.de/10011448235
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27
Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 694-702
Persistent link: https://www.econbiz.de/10011697286
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28
Market interactions in gold and stock markets : evidences from Saudi Arabia
Afsal, E. M.
;
Haque, Mohammad Imdadul
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1025-1034
Persistent link: https://www.econbiz.de/10011697567
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29
The relationship between exchange rate and inflation : an empirical study of Turkey
Abdurehman, Abderezak Ali
;
Hacilar, Samet
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1454-1459
Persistent link: https://www.econbiz.de/10011775167
Saved in:
30
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun
;
Lin, Ya-Ling
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
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