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source:"econis"
subject:"Theorie"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~person:"Alam, Md. Samsul"
~person:"Attanasio, Orazio P."
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Huber, Florian"
~person:"Lindé, Jesper"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Pierdzioch, Christian"
~subject:"Deutschland"
~subject:"Forecasting model"
~subject:"Kapitalmarktrendite"
~subject:"Kausalanalyse"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Theorie
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Estimation
17
Schätzung
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Oil price
10
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Alam, Md. Samsul
Attanasio, Orazio P.
Gupta, Rangan
Herwartz, Helmut
Huber, Florian
Lindé, Jesper
Ma, Feng
Pesaran, M. Hashem
Pierdzioch, Christian
Todorov, Viktor
10
Bollerslev, Tim
7
Koop, Gary
6
Tauchen, George Eugene
6
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
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5
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4
Aït-Sahalia, Yacine
4
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4
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4
Su, Liangjun
4
Balcilar, Mehmet
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Han, Xu
3
Heckman, James J.
3
Hong, Yongmiao
3
Hsu, Yu-Chin
3
Lee, Chien-chiang
3
Liu, Li
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Miller, J. Isaac
3
Nonejad, Nima
3
Park, Joon Y.
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Patton, Andrew J.
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Robinson, Peter M.
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Shin, Yongcheol
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Steel, Mark F. J.
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Sun, Yuying
3
Taylor, Robert
3
Tiwari, Aviral Kumar
3
Wang, Shouyang
3
Wang, Yazhen
3
Xiu, Dacheng
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Zakoïan, Jean-Michel
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Department of Economics working paper series
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Kieler Arbeitspapiere
15
Cambridge working papers in economics
13
Finance research letters
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9
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8
The North American journal of economics and finance : a journal of financial economics studies
8
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7
Discussion papers of interdisciplinary research project 373
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International journal of finance & economics : IJFE
7
International journal of forecasting
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International review of financial analysis
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
6
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:
7
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
Saved in:
8
Forecasting the prices of crude oil : an iterated combination approach
Zhang, Yaojie
;
Ma, Feng
;
Shi, Benshan
;
Huang, Dengshi
- In:
Energy economics
70
(
2018
),
pp. 472-483
Persistent link: https://www.econbiz.de/10011942869
Saved in:
9
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
10
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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