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isPartOf:"Journal of econometrics"
~isPartOf:"Energy economics"
~isPartOf:"KIER Working Papers"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~subject:"Crude oil futures"
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Crude oil futures
Volatility
38
Volatilität
33
ARCH model
20
ARCH-Modell
20
Forecasting model
18
Oil price
18
Prognoseverfahren
18
Ölpreis
18
Commodity derivative
14
Rohstoffderivat
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Volatility forecasting
11
Capital income
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Estimation
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Kapitaleinkommen
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Schätzung
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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Welt
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World
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Petroleum
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Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
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volatility
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Aktienmarkt
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Capital market returns
4
Kapitalmarktrendite
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Portfolio selection
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Portfolio-Management
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Realized volatility
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Stochastic volatility
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Stock market
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USA
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United States
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Futures
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Ma, Feng
McAleer, Michael
Chevallier, Julien
2
Baum, Christopher F.
1
Chang, Chiu-Lan
1
Chatrath, Arjun
1
Czudaj, Robert
1
Gong, Xu
1
Huang, Yisu
1
Huu Nhan Duong
1
Kalev, Petko S.
1
Karali, Berna
1
Li, Guo
1
Liang, Chao
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Lin, Boqiang
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Miao, Hong
1
Niu, Tianjiao
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Niu, Zibo
1
Qu, Hui
1
Ramchander, Sanjay
1
Sévi, Benoît
1
Taylor, Nicholas
1
Tian, Xiao
1
Wang, Jiqian
1
Wang, Lu
1
Wang, Tianyang
1
Ye, Shiyu
1
Zerilli, Paola
1
Zhang, Hongwei
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Journal of econometrics
Energy economics
KIER Working Papers
International review of economics & finance : IREF
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ECONIS (ZBW)
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The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
Saved in:
2
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
3
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
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