//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~person:"Mensi, Walid"
~person:"Liang, Chao"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"GARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
7
ARCH-Modell
7
Volatility
7
Volatilität
7
Oil price
5
Ölpreis
5
Forecasting model
4
Prognoseverfahren
4
Forecast
2
OPEC countries
2
OPEC-Staaten
2
Prognose
2
Spillover effect
2
Spillover-Effekt
2
Structural break
2
Structural breaks
2
Strukturbruch
2
Ankündigungseffekt
1
Announcement effect
1
Asymmetric volatility spillovers
1
Asymmetry
1
Cereal
1
Commodity derivative
1
Commodity price
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Devisenmarkt
1
Disaster
1
Dynamic hedge ratios
1
EUA futures
1
Economic indicator
1
Energy
1
Erdgas
1
Estimation
1
Exchange rate
1
Extreme event
1
Extreme weather
1
Forecasting
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Mensi, Walid
Liang, Chao
Ma, Feng
15
Hammoudeh, Shawkat
8
Bouri, Elie
7
Yoon, Seong-min
7
Wang, Yudong
6
Wei, Yu
6
Zhang, Yaojie
6
Nguyen, Duc Khuong
5
Sadorsky, Perry A.
5
Tiwari, Aviral Kumar
5
Chevallier, Julien
4
Gong, Xu
4
Hasanov, Akram Shavkatovich
4
Huang, Dengshi
4
Lin, Boqiang
4
Serletis, Apostolos
4
Wen, Fenghua
4
Baum, Christopher F.
3
Chang, Chia-Lin
3
Ciarreta, Aitor
3
Elder, John
3
Ji, Qiang
3
Kang, Sang Hoon
3
Klein, Tony
3
Lai, Xiaodong
3
Liu, Jing
3
Lu, Xinjie
3
McAleer, Michael
3
Rahman, Sajjadur
3
Uddin, Mohammed Gazi Salah
3
Umar, Muhammad
3
Wang, Lu
3
Wang, Shouyang
3
Wang, Xunxiao
3
Wu, Chongfeng
3
Zarraga, Ainhoa
3
Zerilli, Paola
3
Zhang, Bing
3
more ...
less ...
Published in...
All
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
5
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Applied economics
2
Economic modelling
2
Finance research letters
2
Financial innovation : FIN
2
International review of financial analysis
2
Australian economic papers
1
China finance review international
1
ERF working papers series
1
International journal of forecasting
1
Journal of forecasting
1
Quantitative finance
1
Technological forecasting & social change : an international journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
2
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
Saved in:
3
Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
Saved in:
4
Forecasting volatility of EUA futures : new evidence
Guo, Xiaozhu
;
Huang, Yisu
;
Liang, Chao
;
Umar, Muhammad
- In:
Energy economics
110
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349808
Saved in:
5
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
6
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
7
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->