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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Ma, Feng"
~person:"Sosvilla-Rivero, Simón"
~person:"Xuan Vinh Vo"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"Oil price"
~subject:"Risk"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Commodity derivative
Oil price
Risk
Volatility
Estimation
123
Schätzung
123
Volatilität
60
Forecasting model
50
Prognoseverfahren
50
Capital income
40
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40
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34
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33
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Übersichtsarbeit
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81
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Ma, Feng
Sosvilla-Rivero, Simón
Xuan Vinh Vo
Zhang, Yaojie
Gupta, Rangan
82
Bahmani-Oskooee, Mohsen
44
Balcilar, Mehmet
28
Belke, Ansgar
28
Caporale, Guglielmo Maria
27
Gil-Alaña, Luis A.
27
Wohar, Mark E.
27
Wang, Yudong
26
McAleer, Michael
25
Pierdzioch, Christian
24
Todorov, Viktor
24
Bouri, Elie
23
Bollerslev, Tim
22
Tiwari, Aviral Kumar
21
Kumar, Dilip
20
Chiang, Thomas C.
19
Kang, Sang Hoon
19
Zhu, Huiming
19
Apergēs, Nikolaos
18
Lee, Chien-chiang
18
Mensi, Walid
18
Hammoudeh, Shawkat
17
Bali, Turan G.
16
Brooks, Robert
16
Nonejad, Nima
16
Salisu, Afees A.
16
Asai, Manabu
15
Ji, Qiang
15
Narayan, Paresh Kumar
15
Rashid, Abdul
15
Sehgal, Sanjay
15
Demirer, Rıza
14
Herwartz, Helmut
14
Li, Jia
14
McMillan, David G.
14
Wei, Yu
14
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International review of economics & finance : IREF
7
Finance research letters
6
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5
International review of financial analysis
5
The North American journal of economics and finance : a journal of financial economics studies
4
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
82
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11
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:
12
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
13
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
14
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
15
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:
16
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
17
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
18
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
19
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:
20
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:
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