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Brent and WTI oil prices volatility during major crises and Covid-19
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Brent and WTI oil prices volatility during major crises and Covid-19 (2022)Brent and WTI oil prices volatility durin…Factors driving oil price —— from the perspective of United States (2020)Factors driving oil price —— …How does investor attention affect international crude oil prices? (2017)How does investor attention a…Oil prices and global factor macroeconomic variables (2016)Oil prices and global factor …How does market concern derived from the Internet affect oil prices? (2013)How does market concern deriv…Glossary to ARCH (GARCH) (2008)Glossary to ARCH (GARCH)Combining decision analysis and portfolio management to improve project selection in the exploration and production firm (2004)Combining decision analysis a…Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case (2004)Asymptotic Normality of the Q…ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH (2004)ASYMPTOTIC INFERENCE FOR NONS…All in the family Nesting symmetric and asymmetric GARCH models (1995)All in the family Nesting sym…Threshold heteroskedastic models (1994)Threshold heteroskedastic mod…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Multivariate GARCH models: a survey (2006)Generalized autoregressive conditional heteroscedasticity (1986)Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (2011)Realized GARCH: a joint model for returns and realized measures of volatility (2011)EGARCH models with fat tails, skewness and leverage (2013)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Generalized impulse response analysis in linear multivariate models (1998)Crude oil price shocks, monetary policy, and China's economy (2018)Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective (2020)Time-varying effect of oil price shocks on the stock market returns: Evidence from oil-importing and oil-exporting countries (2020)Econometric Analysis of Cross Section and Panel Data (2001)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The distribution of realized stock return volatility (2001)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)
this work references cited by second hop

References

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  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
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  • 1994Threshold heteroskedastic models2,346 cited
  • 1995All in the family Nesting symmetric and asymmetric GARCH models723 cited
  • 2004ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH205 cited
  • 2016Oil prices and global factor macroeconomic variables180 cited
  • 2008Glossary to ARCH (GARCH)172 cited
  • 2004Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case146 cited
  • 2004Combining decision analysis and portfolio management to improve project selection in the exploration and production firm119 cited
  • 2020Factors driving oil price —— from the perspective of United States110 cited

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2013
How does market concern derived from the Internet affect oil prices?
107 cited
  • 2017How does investor attention affect international crude oil prices?102 cited
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