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~isPartOf:"Energy economics"
~subject:"Volatilität"
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Search: subject:"Structural change"
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Volatilität
Structural break
63
Strukturbruch
63
Structural breaks
33
Oil price
32
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32
Energiekonsum
26
Energy consumption
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Ji, Qiang
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Energy economics
Applied economics
9
International review of economics & finance : IREF
9
Journal of empirical finance
8
Research in international business and finance
8
Economics letters
7
International review of financial analysis
6
CESifo working papers
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Macroeconomic dynamics
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The North American journal of economics and finance : a journal of financial economics studies
4
Working papers / University of Connecticut, Department of Economics
4
Discussion paper / Centre for Economic Policy Research
3
Economic modelling
3
Economic research
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance a úvěr
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of economics and finance
3
International journal of finance & economics : IJFE
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Prague economic papers : a bimonthly journal of economic theory and policy
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The econometrics journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
2
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies : evidence from China
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Do, Hung Xuan
- In:
Energy economics
112
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013350765
Saved in:
3
Revisiting value-at-risk and expected shortfall in oil markets under structural breaks : the role of fat-tailed distributions
Patra, Saswat
- In:
Energy economics
101
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013161743
Saved in:
4
Linkages between the international crude oil market and the Chinese stock market : a BEKK-GARCH-AFD approach
Xie, Qiwei
;
Liu, Ranran
;
Qian, Tao
;
Li, Jingyu
- In:
Energy economics
102
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013162150
Saved in:
5
Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa
;
Karamti, Chiraz
- In:
Energy economics
102
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
Saved in:
6
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
7
Forecasting volatility in the petroleum futures markets : a re-examination and extension
Hasanov, Akram Shavkatovich
;
Shaiban, Mohammed Sharaf
; …
- In:
Energy economics
86
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012511802
Saved in:
8
Renewable energy regulation and structural breaks : an empirical analysis of Spanish electricity price volatility
Ciarreta, Aitor
;
Pizarro-Irizar, Cristina
;
Zarraga, Ainhoa
- In:
Energy economics
88
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012515146
Saved in:
9
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
10
What drives volatility in natural gas prices?
Hailemariam, Abebe
;
Smyth, Russell
- In:
Energy economics
80
(
2019
),
pp. 731-742
Persistent link: https://www.econbiz.de/10012173712
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