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~subject:"Börsenkurs"
~subject:"Oil price"
~isPartOf:"The energy journal"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Oil price
ARCH model
15
ARCH-Modell
15
Volatility
13
Volatilität
13
Ölpreis
12
Commodity derivative
5
Rohstoffderivat
5
Multivariate GARCH
4
Oil market
4
Theorie
4
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4
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Degiannakis, Stavros
2
Filis, George
2
Baruník, Jozef
1
Behmiri, Niaz Bashiri
1
Chatziantoniou, Ioannis
1
Cifarelli, Giulio
1
Hajargasht, Gholamreza
1
Jung, Hojin
1
Kim, Jong-Min
1
Kizys, Renatas
1
Kočenda, Evžen
1
Kuper, Gerard H.
1
Li, Jing
1
Lloyd, Tim A.
1
Manera, Matteo
1
Mason, Charles F.
1
Nguyen, Jeremy
1
Nicolini, Marcella
1
Paesani, Paolo
1
Pinno, Karl
1
Serletis, Apostolos
1
Soest, Daniël Pieter van
1
Thompson, Henry
1
Valadkhani, Abbas
1
Vácha, Lukáš
1
Wilmot, Neil A.
1
Zhang, Han
1
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The energy journal
Energy economics
173
Finance research letters
66
International review of economics & finance : IREF
62
Economic modelling
58
Applied economics
55
International review of financial analysis
50
Research in international business and finance
50
The North American journal of economics and finance : a journal of financial economics studies
49
International Journal of Energy Economics and Policy : IJEEP
41
Journal of empirical finance
36
Journal of risk and financial management : JRFM
36
Journal of international financial markets, institutions & money
35
Applied economics letters
27
Journal of econometrics
24
International journal of forecasting
23
Journal of banking & finance
22
Journal of forecasting
22
Economics letters
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Cogent economics & finance
17
Econometric Institute research papers
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Emerging markets, finance and trade : EMFT
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International journal of finance & economics : IJFE
17
The empirical economics letters : a monthly international journal of economics
16
Working paper
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International journal of economics and financial issues : IJEFI
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CESifo working papers
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Discussion paper / Tinbergen Institute
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Global business review
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International Journal of Financial Studies : open access journal
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International journal of economics and finance
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Review of quantitative finance and accounting
13
The European journal of finance
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Economic research
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Finance India : the quarterly journal of Indian Institute of Finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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:
3
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:
4
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:
5
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
Saved in:
6
Dependence structure between oil prices, exchange rates, and interest rates
Kim, Jong-Min
;
Jung, Hojin
- In:
The energy journal
39
(
2018
)
2
,
pp. 259-280
Persistent link: https://www.econbiz.de/10011825635
Saved in:
7
Volatility spillovers across petroleum markets
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
The energy journal
36
(
2015
)
3
,
pp. 309-329
Persistent link: https://www.econbiz.de/10011403626
Saved in:
8
The effects of oil price shocks on stock market volatility : evidence from European data
Degiannakis, Stavros
;
Filis, George
;
Kizys, Renatas
- In:
The energy journal
35
(
2014
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10010246079
Saved in:
9
Oil price uncertainty and industrial production
Pinno, Karl
;
Serletis, Apostolos
- In:
The energy journal
34
(
2013
)
3
,
pp. 191-216
Persistent link: https://www.econbiz.de/10009771862
Saved in:
10
Jump processes in the market for crude oil
Wilmot, Neil A.
;
Mason, Charles F.
- In:
The energy journal
34
(
2013
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009714590
Saved in:
11
A note on the oil price trend and GARCH shocks
Li, Jing
;
Thompson, Henry
- In:
The energy journal
31
(
2010
)
3
,
pp. 159-165
Persistent link: https://www.econbiz.de/10008732232
Saved in:
12
Does oil price uncertainty affect energy use?
Kuper, Gerard H.
;
Soest, Daniël Pieter van
- In:
The energy journal
27
(
2006
)
1
,
pp. 55-78
Persistent link: https://www.econbiz.de/10003269588
Saved in:
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