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~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~subject:"Kointegration"
~subject:"Volatility"
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Kointegration
Volatility
Börsenkurs
550
Share price
550
Großbritannien
296
Volatilität
290
United Kingdom
288
Time series analysis
277
Zeitreihenanalyse
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7
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4
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4
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4
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3
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3
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Lu, Xinjie
3
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Malik, Farooq
3
Nguyen, Duc Khuong
3
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2
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2
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2
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2
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Applied financial economics
Energy economics
Finance research letters
238
Applied economics
223
Journal of econometrics
219
Economic modelling
214
International review of financial analysis
183
The North American journal of economics and finance : a journal of financial economics studies
167
International review of economics & finance : IREF
163
Applied economics letters
159
NBER working paper series
150
Discussion paper / Tinbergen Institute
146
Journal of banking & finance
144
Working paper / National Bureau of Economic Research, Inc.
140
Research in international business and finance
139
Economics letters
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128
CESifo working papers
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113
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107
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107
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105
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99
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96
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94
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93
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93
Research paper series / Swiss Finance Institute
88
Econometric reviews
82
Journal of financial economics
82
International journal of economics and financial issues : IJEFI
80
Pacific-Basin finance journal
73
Cogent economics & finance
72
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71
The European journal of finance
70
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
Speculative
bubbles
in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc
;
Stephan, Patrick
;
Trede, Mark
; …
- In:
Energy economics
36
(
2013
),
pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
Saved in:
2
Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio
- In:
Energy economics
38
(
2013
),
pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
Saved in:
3
Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
- In:
Energy economics
70
(
2018
),
pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
Saved in:
4
Crude oil and stock markets : stability, instability, and
bubbles
Miller, J. Isaac
;
Ratti, Ronald A.
- In:
Energy economics
31
(
2009
)
4
,
pp. 559-568
Persistent link: https://www.econbiz.de/10003867817
Saved in:
5
What drives stock prices? : fundamentals,
bubbles
and investor behaviour
Chen, Yen-hsiao
;
Fraser, Patricia
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
Saved in:
6
Explosive oil prices
Gronwald, Marc
- In:
Energy economics
60
(
2016
),
pp. 1-5
Persistent link: https://www.econbiz.de/10011699764
Saved in:
7
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
8
Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks : a comparison of alternative distribution functions
Hasanov, Akram Shavkatovich
;
Poon, Wai Ching
; …
- In:
Energy economics
70
(
2018
),
pp. 307-333
Persistent link: https://www.econbiz.de/10011942743
Saved in:
9
Impact of the financial crisis on Indian commodity markets : structural breaks and volatility dynamics
Shalini, Velappan
;
Prasanna, Krishna
- In:
Energy economics
53
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011660433
Saved in:
10
Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework : the financial and economic role of structural breaks
Block, Alexander Souza
;
Righi, Marcelo Brutti
; …
- In:
Energy economics
49
(
2015
),
pp. 23-32
Persistent link: https://www.econbiz.de/10011536627
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