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person:"Brooks, Chris"
subject:"Kapitaleinkommen"
~isPartOf:"Energy economics"
~person:"Kim, Jae H."
~person:"Ma, Feng"
~person:"Timmermann, Allan"
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Kapitaleinkommen
Estimation
9
Schätzung
9
Forecasting model
8
Prognoseverfahren
8
Oil price
7
Ölpreis
7
Volatility
6
Volatilität
6
Commodity derivative
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5
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4
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3
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3
World
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Börsenkurs
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Capital market returns
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Crude oil futures
2
High-frequency data
2
Iterated combination
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Kapitalmarktrendite
2
Kausalanalyse
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Share price
2
Stock return predictability
2
Aktienmarkt
1
Anlageverhalten
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Brooks, Chris
Kim, Jae H.
Ma, Feng
Timmermann, Allan
Bouri, Elie
4
Wang, Yudong
4
Guo, Yawei
2
Park, Sung Y.
2
Rahman, Md Lutfur
2
Tiwari, Aviral Kumar
2
Uddin, Mohammed Gazi Salah
2
Xiao, Jihong
2
Xu, Yahua
2
Yoon, Seong-min
2
You, Wan-hai
2
Zhu, Huiming
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Alam, Md. Samsul
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Alsulami, Hamed
1
Arouri, Mohamed
1
Avdulaj, Krenar
1
Barunik, Jozef
1
Batten, Jonathan A.
1
Bonaccolto, Giovanni
1
Bossman, Ahmed
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Bourghelle, David
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Bredin, Donal
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1
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1
Ding, Zhihua
1
Doko Tchatoka, Firmin
1
Esparcia, Carlos
1
Ferrer, Román
1
Gubareva, Mariya
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Energy economics
International review of financial analysis
7
Discussion paper / Department of Economics, University of California San Diego
5
Applied economics
3
Discussion paper series / LSE Financial Markets Group
3
Journal of empirical finance
3
Journal of financial economics
3
DAE working paper
2
Discussion paper / Centre for Economic Forecasting
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Discussion paper / Centre for Economic Policy Research
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Discussion paper in urban and regional economics / C
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Economic modelling
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Finance research letters
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Working papers / Brandeis University, Department of Economics and International Business School
2
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1
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1
Discussion paper in financial economics : FE
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Forecasting volatility in the financial markets
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
Research paper / University of Melbourne, Department of Economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The economic journal : the journal of the Royal Economic Society
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
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1
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ECONIS (ZBW)
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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
Saved in:
2
Can energy prices predict stock returns? : an extreme bounds analysis
Kim, Jae H.
;
Rahman, Md Lutfur
;
Shamsuddin, Abul
- In:
Energy economics
81
(
2019
),
pp. 822-834
Persistent link: https://www.econbiz.de/10012172994
Saved in:
3
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
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