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person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~person:"Chevallier, Julien"
~person:"Liang, Chao"
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Search: subject_exact:"Volatility"
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Volatility
35
Volatilität
35
ARCH model
16
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10
Prognoseverfahren
10
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10
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10
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McAleer, Michael
Chevallier, Julien
Liang, Chao
Tiwari, Aviral Kumar
28
Bouri, Elie
25
Gupta, Rangan
25
Ma, Feng
25
Hammoudeh, Shawkat
18
Ji, Qiang
17
Wei, Yu
17
Lucey, Brian M.
15
Roubaud, David
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Wang, Yudong
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Shahzad, Syed Jawad Hussain
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Yoon, Seong-min
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Corbet, Shaen
11
Kang, Sang Hoon
11
Wen, Fenghua
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Mensi, Walid
10
Sensoy, Ahmet
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Uddin, Mohammed Gazi Salah
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Demirer, Rıza
9
Lau, Chi Keung
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Lin, Boqiang
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Lu, Xinjie
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Lyócsa, Štefan
8
Molnár, Peter
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Pierdzioch, Christian
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Wang, Jiqian
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Wohar, Mark E.
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Zhang, Yaojie
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Gillas, Konstantinos Gkillas
7
Gozgor, Giray
7
Liu, Li
7
Naeem, Muhammad Abubakr
7
Sadorsky, Perry A.
7
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7
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7
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Annals of financial economics
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72
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53
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41
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11
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Risks : open access journal
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ECONIS (ZBW)
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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
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:
3
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
Saved in:
4
Forecasting volatility of EUA futures : new evidence
Guo, Xiaozhu
;
Huang, Yisu
;
Liang, Chao
;
Umar, Muhammad
- In:
Energy economics
110
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349808
Saved in:
5
Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
Saved in:
6
Predicting the volatility of China's new energy stock market : deep insight from the realized EGARCH-MIDAS model
Wang, Lu
;
Zhao, Chenchen
;
Liang, Chao
;
Jiu, Song
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013463292
Saved in:
7
Pricing carbon emissions in China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011958479
Saved in:
8
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:
9
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:
10
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan
;
Liang, Chao
;
Ma, Feng
;
Wang, Jiqian
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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