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subject:"EU-Staaten"
~isPartOf:"Energy economics"
~person:"Ma, Feng"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Volatility"
~subject:"Ölpreis"
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EU-Staaten
Commodity derivative
EU countries
Volatility
Ölpreis
Estimation
14
Schätzung
14
Oil price
11
Volatilität
10
Forecasting model
7
Prognoseverfahren
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Ma, Feng
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Tiwari, Aviral Kumar
Zhang, Yaojie
Wang, Yudong
8
Bouri, Elie
5
Lee, Chien-chiang
4
Liu, Li
4
Wang, Shouyang
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Chevallier, Julien
3
Gozgor, Giray
3
Gupta, Rangan
3
Hammoudeh, Shawkat
3
Ji, Qiang
3
Nonejad, Nima
3
Park, Sung Y.
3
Ren, Xiaohang
3
Smyth, Russell
3
Sun, Yuying
3
Thai-Ha Le
3
Wei, Yu
3
Wu, Chongfeng
3
Xu, Yahua
3
Yin, Libo
3
Zhang, Yue-jun
3
Zhu, Huiming
3
Ahmed, Rizwan
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Caraiani, Petre
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Das, Debojyoti
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Dat Thanh Nguyen
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Dinh Hoang Bach Phan
2
Dutta, Anupam
2
Guo, Yawei
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Joo, Young C.
2
Kang, Boda
2
Kilian, Lutz
2
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2
Lau, Chi Keung
2
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Energy economics
Applied economics
9
Finance research letters
7
Applied economics letters
6
International journal of finance & economics : IJFE
5
Economic modelling
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Theoretical economics letters
3
Bulletin of economic research
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Decision
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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IIMB management review
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Journal of economics and finance
2
Journal of forecasting
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Baltic journal of economics
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
Economics letters
1
Emerging Markets Finance and Trade, 2015
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Hacienda pública española : review of public economics
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
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International journal of emerging markets
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International journal of forecasting
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Research in international business and finance
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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
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
5
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:
6
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Energy economics
92
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
Saved in:
7
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:
8
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
9
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:
10
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
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