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subject:"Erdöl"
~accessRights:"restricted"
~person:"Zhang, Yaojie"
~subject:"Capital income"
~subject:"Commodity price"
~subject:"Oil futures market"
~subject:"Volatility"
~subject:"Ölpreis"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Capital income
Commodity price
Oil futures market
Volatility
Ölpreis
Commodity derivative
10
Rohstoffderivat
10
Forecasting model
9
Oil price
9
Prognoseverfahren
9
Volatilität
8
ARCH model
7
ARCH-Modell
7
Estimation
5
Petroleum
5
Schätzung
5
Volatility forecasting
5
Capital market returns
3
Kapitaleinkommen
3
Kapitalmarktrendite
3
Return predictability
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Forecast
2
Forecast combination
2
Jump intensity
2
Oil market
2
Prognose
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Welt
2
World
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Ölmarkt
2
Asset allocation
1
Autocorrelation
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Autokorrelation
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Börsenkurs
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China
1
Chinese crude oil futures market
1
Cojumps
1
Commodity exchange
1
Crude oil fundamentals
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Crude oil futures market
1
Crude oil market
1
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10
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Zhang, Yaojie
Ma, Feng
27
Wei, Yu
12
Ji, Qiang
11
Bouri, Elie
10
Kang, Sang Hoon
10
Luo, Jiawen
8
Prokopczuk, Marcel
8
Uddin, Mohammed Gazi Salah
8
Gong, Xu
7
Liang, Chao
7
Lu, Xinjie
7
Wang, Yudong
7
Zaremba, Adam
7
Chevallier, Julien
6
Gupta, Rangan
6
Liu, Jing
6
Mikutowski, Mateusz
6
Tiwari, Aviral Kumar
6
Todorova, Neda
6
Xu, Yahua
6
Zhang, Dayong
6
Zhang, Yue-jun
6
Cortazar, Gonzalo
5
Fan, John Hua
5
Fernandez-Perez, Adrian
5
Huang, Dengshi
5
Narayan, Paresh Kumar
5
Wang, Lu
5
Wese Simen, Chardin
5
Benth, Fred Espen
4
Bohl, Martin T.
4
Chen, Langnan
4
Chen, Wang
4
Chen, Yu-Lun
4
Corbet, Shaen
4
Das, Debojyoti
4
Degiannakis, Stavros
4
Filis, George
4
Han, Liyan
4
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Energy economics
3
Economic modelling
2
International journal of forecasting
2
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of empirical finance
1
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ECONIS (ZBW)
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1
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:
2
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
3
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
4
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
5
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
6
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
7
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
8
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:
9
Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
10
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
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