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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Li, Jia"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Zhang, Yaojie"
~person:"Zhu, Huiming"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Commodity derivative
EU countries
Volatility
Estimation
150
Schätzung
150
Volatilität
55
Börsenkurs
49
Share price
49
Time series analysis
49
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49
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44
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44
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34
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fractional integration
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70
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Übersichtsarbeit
Aufsatz in Zeitschrift
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70
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English
70
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Gil-Alaña, Luis A.
Li, Jia
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Zhang, Yaojie
Zhu, Huiming
Gupta, Rangan
52
Ma, Feng
24
Bouri, Elie
22
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
18
Xuan Vinh Vo
18
Pierdzioch, Christian
17
Wohar, Mark E.
17
Kang, Sang Hoon
16
Mensi, Walid
16
Tiwari, Aviral Kumar
16
Todorov, Viktor
16
Wang, Yudong
14
Wei, Yu
13
Bollerslev, Tim
12
Lee, Chien-chiang
12
Wu, Xinyu
12
Kumar, Dilip
11
Nonejad, Nima
11
Yoon, Seong-min
11
Caporale, Guglielmo Maria
10
Chevallier, Julien
10
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Ji, Qiang
10
Brooks, Robert
9
Jawadi, Fredj
9
McAleer, Michael
9
Apergēs, Nikolaos
8
Clements, Adam
8
Degiannakis, Stavros
8
Ma, Jun
8
Prokopczuk, Marcel
8
Shi, Yanlin
8
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Applied economics
8
The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
5
Journal of econometrics
5
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3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International review of economics & finance : IREF
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2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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IIMB management review
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2
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International journal of forecasting
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ECONIS (ZBW)
70
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1
Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets
Li, Jia
;
Yang, Jianfei
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490265
Saved in:
2
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
3
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
4
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
5
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
6
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
7
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
8
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
9
Monetary policy and stock market interaction : international evidence
Saini, Sakshi
;
Sehgal, Sanjay
- In:
The Indian economic journal
71
(
2023
)
3
,
pp. 612-634
Persistent link: https://www.econbiz.de/10014324921
Saved in:
10
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
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