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subject:"Erdöl"
~accessRights:"restricted"
~person:"Al Rahahleh, Naseem M."
~person:"Ma, Feng"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity derivative
28
Rohstoffderivat
28
Volatility
27
Volatilität
27
ARCH model
25
ARCH-Modell
25
Oil price
25
Ölpreis
25
Forecasting model
24
Prognoseverfahren
24
Volatility forecasting
13
Estimation
12
Petroleum
12
Schätzung
12
Welt
7
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Time series analysis
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Zeitreihenanalyse
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Oil futures market
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Commodity exchange
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Crude oil futures
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Forecasting evaluation
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HAR-RV-type models
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Markov chain
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Aufsatz in Zeitschrift
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12
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Al Rahahleh, Naseem M.
Ma, Feng
Wang, Yudong
7
Chevallier, Julien
5
Wei, Yu
5
Zhang, Yaojie
5
Ji, Qiang
4
Liang, Chao
4
Lu, Xinjie
4
Das, Debojyoti
3
Liu, Li
3
Luo, Jiawen
3
Nikitopoulos, Christina Sklibosios
3
Power, Gabriel J.
3
Sun, Chuanwang
3
Wang, Lu
3
Yu, Ziliang
3
Zhang, Dayong
3
Basu, Sankarshan
2
Corbet, Shaen
2
Degiannakis, Stavros
2
Dutta, Anupam
2
Fang, Libing
2
Filis, George
2
Guo, Lili
2
Hamori, Shigeyuki
2
Huang, Xinya
2
Karali, Berna
2
Kumar, Dilip
2
Kumar, Pawan
2
Lee, Chien-chiang
2
Li, Haibo
2
Li, Houjian
2
Li, Xiafei
2
Liu, Jing
2
Liu, Pan
2
Liu, Xiaomeng
2
Liu, Yanan
2
Lv, Fei
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Mang, Huiting
2
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Energy economics
5
Journal of forecasting
2
Applied economics
1
Finance research letters
1
International review of financial analysis
1
Quantitative finance
1
Review of derivatives research
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ECONIS (ZBW)
12
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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
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
3
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
4
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
5
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
6
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:
7
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
8
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
9
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:
10
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
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