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International Journal of Energy Economics and Policy : IJEEP
Energy economics
598
Finance research letters
484
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482
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467
NBER Working Paper
416
International review of financial analysis
398
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375
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373
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344
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334
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324
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321
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266
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261
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258
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255
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245
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244
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241
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172
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ECONIS (ZBW)
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1
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
Saved in:
2
Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
3
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
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4
Crude oil prices and the Egyptian economy evidence from the stock market
Bataineh, Khaled
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 383-392
Persistent link: https://www.econbiz.de/10014486442
Saved in:
5
The effects of geopolitical risks on oil price volatility
Loc Dong Truong
;
Nhien Tuyet Doan
;
Nguyen Thi Kim Anh
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 427-432
Persistent link: https://www.econbiz.de/10014492208
Saved in:
6
Nigeria's volatile oil revenue : is there a cause for concern?
Ogunjumo, Rotimi Ayoade
;
Musa, Nuhu
;
Adama, Ibrahim
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 299-303
Persistent link: https://www.econbiz.de/10014496220
Saved in:
7
Time frequency and co-movements between global economic policy uncertainty, precious metals and agricultural prices : a wavelet coherence analysis and bootstrap rolling window gran...
El Abed, Riadh
;
Hamouda, Abderrazek Ben
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 546-561
Persistent link: https://www.econbiz.de/10014496867
Saved in:
8
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
9
Volatilitiy of world food commodity prices and renewable fuel standard policy
Farida, Ida
;
Singagerda, Faurani Santi
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
1
,
pp. 516-527
Persistent link: https://www.econbiz.de/10012598912
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10
Pass-through effects of oil prices on LATAM emerging stocks before and during COVID-19 : an evidence from a Wavelet -VAR analysis
Gaytan, Jesus Cuauhtemoc Tellez
;
Rafiuddin, Aqila
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 529-543
Persistent link: https://www.econbiz.de/10014250921
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11
Oil price changes and stock market performance in UAE : evidence of cointegration persists in economic diversification era
Banerjee, Rachna
;
Majumdar, Sudipa
;
Mohammed, Zahra
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 552-561
Persistent link: https://www.econbiz.de/10014250929
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12
Riding the waves of fluctuating oil prices : decoding the impact on economic growth
Triantoro, Arvian
;
Akhtar, Muhammad Zaheer
;
Khan, Shiraz
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 34-50
Persistent link: https://www.econbiz.de/10014250944
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13
Comparative analysis of volatility structures of stock index and energy company returns in Kazakhstan
Sabenova, Baltaim
;
Baubekova, Indira
;
Issayeva, Gulmira
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 200-206
Persistent link: https://www.econbiz.de/10014321382
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14
Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS
Qabhobho, Thobekile
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10014321451
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15
WTI crude oil options market prior to and during the COVID-19 pandemic
Łamasz, Bartosz
;
Michalski, Marek
;
Puka, Radosław
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10014316298
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16
Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan
;
Hariharan, C.
;
Srinivasan, S.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10014235194
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17
The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment
Shabbir, Malik Shahzad
;
Said, Laila Refiana
;
Pelit, Irem
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 560-565
Persistent link: https://www.econbiz.de/10014368310
Saved in:
18
Econometric analysis of the effect of energy prices on exchange rates during war period
Aslanova, Afaq
;
Mammadova, Simuzar
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 496-502
Persistent link: https://www.econbiz.de/10014373532
Saved in:
19
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
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20
The volatility assessment of CO2 emissions in Uzbekistan : ARCH/GARCH models
Kuziboev, Bekhzod
;
Vysušilová, Petra
;
Salahodjaev, Raufhon
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014374840
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21
Do local and international shocks matter in the interconnectedness amid exchange rates and energy commodities? : insights into BRICS economies
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Asafo-Adjei, Emmanuel
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 666-678
Persistent link: https://www.econbiz.de/10014436083
Saved in:
22
Crude oil price movements between fundamental and uncertainty : evidence from frequency causality tests
Mounir, Amine
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 428-433
Persistent link: https://www.econbiz.de/10014445050
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23
Precious metals and oil price dynamics
Mohamed, Abdulrazak Nur
;
Mohamed, Idiris Sid Ali
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 119-128
Persistent link: https://www.econbiz.de/10014430786
Saved in:
24
Directional spillover of fossil fuels prices on a hydrothermal power generation market
Oviedo-Gómez, Andrés
;
Londoño-Hernández, Sandra Milena
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 85-90
Persistent link: https://www.econbiz.de/10014247760
Saved in:
25
Examining the volatility of conventional cryptocurrencies and sustainable cryptocurrency during Covid-19 : based on energy consumption
Anandhabalaji, V.
;
Babu, Manivannan
;
Gayathri, J.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 344-352
Persistent link: https://www.econbiz.de/10014434129
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26
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
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27
Oil volatility and economic growth : evidences from top oil trading countries
Bagadeem, Salim
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10014435126
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28
The effects of energy prices on oil-gas sectoral stock returns for BRIC countries : evidence from space state models
Helmi, Mohamad Husam
;
Catik, A. Nazif
;
Kosedagli, Begum …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 430-440
Persistent link: https://www.econbiz.de/10014435145
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29
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
30
Financial sector troubles and energy markets
Gormus, Alper
;
Soytaş, Uǧur
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 357-363
Persistent link: https://www.econbiz.de/10014365787
Saved in:
31
Output and energy prices fluctuations in response to market shocks : system dynamic modeling
Kozytskyy, Valeriy
;
Oliskevyč, Marianna Oleksandrivna
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 462-466
Persistent link: https://www.econbiz.de/10014366098
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32
A GARCH model to understand the volatility of the electricity spot price in Brazil
Leite, André Luis da Silva
;
Lima, Marcus Vinicius …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 332-338
Persistent link: https://www.econbiz.de/10014380829
Saved in:
33
Analysis of olive oil market volatility using the ARCH and GARCH techniques
Gontijo, Tiago Silveira
;
Rodrigues, Alexandre de Cássio
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
3
,
pp. 423-428
Persistent link: https://www.econbiz.de/10012497011
Saved in:
34
Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional h...
Saidi, La Ode
;
Aedy, Hasan
;
Saranani, Fajar
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 104-108
Persistent link: https://www.econbiz.de/10012435288
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35
Effects of conditional oil volatility on exchange rate and stock markets returns
Bouazizi, Tarek
;
Mrad, Fatma
;
Hamida, Arafet
;
Nafti, Sawsen
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 53-71
Persistent link: https://www.econbiz.de/10013190003
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36
Interdependence between WTI crude oil prices and the US equity market
Pruchnicka-Grabias, Izabela
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 226-232
Persistent link: https://www.econbiz.de/10013193725
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37
Can the Heston model forecast energy generation? : a systematic literature review
Reichert, Bianca
;
Souza, Adriano Mendonça de
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 289-295
Persistent link: https://www.econbiz.de/10013175052
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38
Investigating the nexus between crude oil price and stock prices of oil exploration companies
Kumar, K. Abhaya
;
Pinto, Prakash
;
Hawaldar, Iqbal Thonse
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 40-47
Persistent link: https://www.econbiz.de/10013350764
Saved in:
39
Crude oil prices and currency exchange rates' impact on the indonesian energy stock market during the Covid-19 Pandemic
Alexandri, Mohammad Benny
;
Sari, Putri Irmala
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10013350812
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40
The impact of oil prices on the macroeconomic indicators of Kazakhstan and the consequences for the formation of social policy
Moldabekova, Gulmira
;
Raimbekov, Zhanarys
;
Tleppaev, A. M.
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 447-454
Persistent link: https://www.econbiz.de/10013410921
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41
High frequency return and risk patterns in US sector ETFs during COVID-19
Gurrib, Ikhlaas
;
Kamalov, Firuz
;
Elshareif, Elgilani Eltahir
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 441-456
Persistent link: https://www.econbiz.de/10013450588
Saved in:
42
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
43
Oil price volatility and equity valuation of listed energy companies in Nigeria : a panel ARDL model
Okodua, Henry
;
Urhie, Ese
;
Erhi, Moses Akpesiri
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 482-490
Persistent link: https://www.econbiz.de/10013450612
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44
Asymmetric relationship between exchange rate volatility and oil price : case study of Thai-Baht
Supanee Harnphattananusorn
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 86-92
Persistent link: https://www.econbiz.de/10013169294
Saved in:
45
Volatility spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN
Alexandri, Mohammad Benny
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 126-133
Persistent link: https://www.econbiz.de/10013169343
Saved in:
46
The impact of oil prices on the stock market and real exchange rate : the case of Kazakhstan
Kelesbayev, Dinmukhamed
;
Myrzabekkyzy, Kundyz
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 163-168
Persistent link: https://www.econbiz.de/10013169358
Saved in:
47
Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model
Meher, Bharat Kumar
;
Hawaldar, Iqbal Thonse
;
Kumar, Santosh
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 122-130
Persistent link: https://www.econbiz.de/10013366034
Saved in:
48
Crude oil price fluctuation and economic growth : ARDL model approach
Doan Van Dinh
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 240-248
Persistent link: https://www.econbiz.de/10013366147
Saved in:
49
Dynamic relationship between the return of gold, crude oil, and the stock exchange of Thailand based on a vector autoregressive model
Wongtawan Uthumrat
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 350-356
Persistent link: https://www.econbiz.de/10013366525
Saved in:
50
Exchange rate volatility and oil prices in South Africa
Hlongwane, Nyiko Worship
;
Daw, Olebogeng David
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
3
,
pp. 315-322
Persistent link: https://www.econbiz.de/10013285569
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