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source:"econis"
subject:"Theorie"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Energy economics"
~isPartOf:"Kiel working paper"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Alam, Md. Samsul"
~person:"Attanasio, Orazio P."
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Huber, Florian"
~person:"Lindé, Jesper"
~person:"Ma, Feng"
~person:"Morales-Arias, Leonardo"
~person:"Pesaran, M. Hashem"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~subject:"Commodity derivative"
~subject:"Deutschland"
~subject:"Forecasting model"
~subject:"Kapitalmarktrendite"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
~subject:"Ölpreis"
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Estimation
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Alam, Md. Samsul
Attanasio, Orazio P.
Balcilar, Mehmet
Gupta, Rangan
Herwartz, Helmut
Huber, Florian
Lindé, Jesper
Ma, Feng
Morales-Arias, Leonardo
Pesaran, M. Hashem
Pierdzioch, Christian
Semmler, Willi
Gil-Alaña, Luis A.
15
Buch, Claudia M.
12
Döpke, Jörg
11
Nunnenkamp, Peter
11
Härdle, Wolfgang
9
Wang, Yudong
9
Breitung, Jörg
7
Mertens, Antje
7
Caporale, Guglielmo Maria
6
Gottschalk, Jan
6
Meier, Carsten-Patrick
6
Burda, Michael C.
5
Christensen, Björn
5
Lux, Thomas
5
Lütkepohl, Helmut
5
Reitz, Stefan
5
Stolpe, Michael
5
Bouri, Elie
4
Lee, Chien-chiang
4
Liu, Li
4
Merkl, Christian
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Reicher, Christopher Phillip
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Saikkonen, Pentti
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Salisu, Afees A.
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Schertler, Andrea
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Schwalbach, Joachim
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Smyth, Russell
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Tiwari, Aviral Kumar
4
Vaona, Andrea
4
Wang, Shouyang
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Werwatz, Axel
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Yang, Lijian
4
Zhu, Huiming
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Energy economics
Kiel working paper
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Department of Economics working paper series
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10
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion papers / CEPR
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Economics letters
4
Journal of macroeconomics
4
Macroeconomic dynamics
4
Research in international business and finance
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Sveriges Riksbank working paper series
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ECONIS (ZBW)
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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
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:
4
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:
5
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
6
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
Saved in:
7
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
8
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:
9
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
10
Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul
;
Shahzad, Syed Jawad Hussain
;
Ferrer, …
- In:
Energy economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
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