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person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~person:"Chevallier, Julien"
~person:"Lau, Chi Keung"
~person:"Ma, Feng"
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Search: subject_exact:"Volatility"
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Volatility
62
Volatilität
62
ARCH model
34
ARCH-Modell
34
Forecasting model
25
Prognoseverfahren
25
Oil price
23
Ölpreis
23
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21
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21
Estimation
19
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19
Börsenkurs
14
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14
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13
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13
Volatility forecasting
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Welt
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6
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6
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6
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6
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McAleer, Michael
Chevallier, Julien
Lau, Chi Keung
Ma, Feng
Gupta, Rangan
27
Tiwari, Aviral Kumar
26
Bouri, Elie
23
Hammoudeh, Shawkat
18
Ji, Qiang
16
Wei, Yu
16
Lucey, Brian M.
15
Roubaud, David
15
Wang, Yudong
14
Shahzad, Syed Jawad Hussain
13
Yoon, Seong-min
12
Demirer, Rıza
11
Kang, Sang Hoon
11
Wen, Fenghua
11
Corbet, Shaen
10
Mensi, Walid
10
Lu, Xinjie
9
Sensoy, Ahmet
9
Wohar, Mark E.
9
Liang, Chao
8
Lin, Boqiang
8
Liu, Li
8
Molnár, Peter
8
Uddin, Mohammed Gazi Salah
8
Wu, Xinyu
8
Zhang, Yaojie
8
Gozgor, Giray
7
Lyócsa, Štefan
7
Pierdzioch, Christian
7
Sadorsky, Perry A.
7
Wang, Jiqian
7
Arouri, Mohamed
6
Asai, Manabu
6
Chang, Chia-Lin
6
Dai, Zhifeng
6
Das, Debojyoti
6
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Annals of financial economics
Applied economics letters
Econometric reviews
Energy economics
Finance research letters
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
41
International review of financial analysis
16
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11
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11
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6
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5
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4
Tinbergen Institute Discussion Papers
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Journal of Risk and Financial Management
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Journal of international financial markets, institutions & money
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Mathematics and Computers in Simulation (MATCOM)
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School of Accounting, Finance and Economics & FEMARC working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American Journal of Economics and Finance
3
The journal of futures markets
3
Working papers / School of Business, Edith Cowan University
3
China finance review international
2
Economics Papers from University Paris Dauphine
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
62
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1
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
2
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
3
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
4
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
5
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
6
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
7
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Zhong, Juandan
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
Saved in:
8
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
9
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
10
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
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