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subject:"EU-Staaten"
~isPartOf:"Energy economics"
~isPartOf:"Hacienda pública española : review of public economics"
~isPartOf:"Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial"
~person:"Liu, Li"
~person:"Ma, Feng"
~person:"Sosvilla-Rivero, Simón"
~subject:"Estimation"
~subject:"Volatility"
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EU-Staaten
Estimation
Volatility
Schätzung
13
Oil price
10
Ölpreis
10
Forecasting model
8
Prognoseverfahren
8
Volatilität
7
Commodity derivative
6
Rohstoffderivat
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5
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5
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4
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1986-1995
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Liu, Li
Ma, Feng
Sosvilla-Rivero, Simón
Wang, Yudong
9
Hammoudeh, Shawkat
8
Shahbaz, Muhammad
8
Smyth, Russell
8
Liddle, Brantley
7
Lee, Chien-chiang
6
Tiwari, Aviral Kumar
6
Bouri, Elie
5
Ghoddusi, Hamed
5
Ren, Xiaohang
5
Yoon, Seong-min
5
Apergēs, Nikolaos
4
Gozgor, Giray
4
Miller, J. Isaac
4
Polemis, Michael
4
Wang, Shouyang
4
Yan, Cheng
4
Zhang, Xibin
4
Ang, Beng-wah
3
Balaguer, Jacint
3
Balcilar, Mehmet
3
Chang, Yoosoon
3
Chevallier, Julien
3
Du, Kerui
3
Filippini, Massimo
3
Gupta, Rangan
3
Ji, Qiang
3
Kim, Chang Sik
3
Lau, Chi Keung
3
Mohammadi, Hassan
3
Narayan, Paresh Kumar
3
Nonejad, Nima
3
Otero, Jesús G.
3
Park, Joon Y.
3
Park, Sung Y.
3
Rafizadeh, Nima
3
Salisu, Afees A.
3
Shahzad, Syed Jawad Hussain
3
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Energy economics
Hacienda pública española : review of public economics
Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial
Applied economics
9
Applied economics letters
8
Finance research letters
6
International review of economics & finance : IREF
5
International review of financial analysis
5
Economic modelling
4
Journal of international financial markets, institutions & money
4
International journal of finance & economics : IJFE
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Applied financial economics
1
Baltic journal of economics
1
Cege discussion paper
1
Documento de trabajo / FEDEA
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International macroeconomics : recent developments
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of futures markets
1
Working paper
1
Working papers / ICEI
1
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ECONIS (ZBW)
13
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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
New empirical evidence on the impact of public debt on economic growth in EMU countries
Sosvilla-Rivero, Simón
;
Gómez Puig, Marta
- In:
Revista de economía mundial : REM ; revista de la …
51
(
2019
),
pp. 101-120
Persistent link: https://www.econbiz.de/10012159074
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
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:
8
Predictability of crude oil prices : an investor perspective
Liu, Li
;
Wang, Yudong
;
Yang, Li
- In:
Energy economics
75
(
2018
),
pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
Saved in:
9
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
Energy economics
66
(
2017
),
pp. 337-348
Persistent link: https://www.econbiz.de/10011896505
Saved in:
10
Disentangling the determinants of real oil prices
Liu, Li
;
Wang, Yudong
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Energy economics
56
(
2016
),
pp. 363-373
Persistent link: https://www.econbiz.de/10011664264
Saved in:
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