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subject:"EU-Staaten"
~isPartOf:"Energy economics"
~isPartOf:"Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial"
~person:"Gozgor, Giray"
~person:"Lee, Chien-chiang"
~person:"Ma, Feng"
~person:"Sosvilla-Rivero, Simón"
~subject:"Asset allocation"
~subject:"Volatility"
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EU-Staaten
Asset allocation
Volatility
Estimation
18
Schätzung
18
Oil price
12
Ölpreis
12
Volatilität
10
Commodity derivative
8
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Gozgor, Giray
Lee, Chien-chiang
Ma, Feng
Sosvilla-Rivero, Simón
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Chevallier, Julien
3
Wang, Yudong
3
Wei, Yu
3
Xu, Yahua
3
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2
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2
Das, Debojyoti
2
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Lau, Chi Keung
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Lu, Xinjie
2
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Nonejad, Nima
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Park, Sung Y.
2
Ren, Xiaohang
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Sadorsky, Perry A.
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Thai-Ha Le
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Energy economics
Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial
Applied economics
7
Applied economics letters
5
International review of financial analysis
5
Journal of international financial markets, institutions & money
4
Finance research letters
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
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Documento de trabajo / Fundación de las Cajas de Ahorros
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The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
12
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1
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
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
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
6
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:
7
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:
8
Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
78
(
2019
),
pp. 129-142
Persistent link: https://www.econbiz.de/10012159895
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
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
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