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subject:"Erdöl"
~person:"Al Rahahleh, Naseem M."
~person:"Chang, Chia-Lin"
~person:"Ma, Feng"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Zeitreihenanalyse
Commodity derivative
38
Rohstoffderivat
38
Volatility
36
Volatilität
36
ARCH model
33
ARCH-Modell
33
Oil price
32
Ölpreis
32
Forecasting model
27
Prognoseverfahren
27
Estimation
16
Schätzung
16
Petroleum
15
Volatility forecasting
14
Capital income
10
Kapitaleinkommen
10
Welt
10
World
10
Time series analysis
8
Aktienmarkt
7
Börsenkurs
7
Share price
7
Stock market
7
Forecast
5
Oil futures market
5
Prognose
5
Commodity exchange
4
Crude oil futures
4
Oil market
4
Portfolio selection
4
Portfolio-Management
4
Realized volatility
4
Spillover effect
4
Spillover-Effekt
4
Warenbörse
4
Ölmarkt
4
Forecasting evaluation
3
HAR-RV-type models
3
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Undetermined
18
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Article
21
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Aufsatz in Zeitschrift
Article in journal
21
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
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English
21
Author
All
Al Rahahleh, Naseem M.
Chang, Chia-Lin
Ma, Feng
Wang, Yudong
10
Wei, Yu
10
Chevallier, Julien
8
Zhang, Yaojie
6
Hammoudeh, Shawkat
5
Hamori, Shigeyuki
5
Liu, Li
5
Lu, Xinjie
5
McAleer, Michael
5
Miao, Hong
5
Nikitopoulos, Christina Sklibosios
5
Haugom, Erik
4
Ji, Qiang
4
Kumar, Dilip
4
Liang, Chao
4
Lien, Gudbrand
4
Liu, Zhenya
4
Moosa, Imad A.
4
Power, Gabriel J.
4
Ramchander, Sanjay
4
Bouri, Elie
3
Chatrath, Arjun
3
Das, Debojyoti
3
Faseli, Omid
3
Irwin, Scott H.
3
Jiang, Ying
3
Li, Xiafei
3
Liu, Jing
3
Liu, Xiaoquan
3
Luo, Jiawen
3
Manera, Matteo
3
Nguyen, Duc Khuong
3
Park, Sung Y.
3
Singh, Vipul Kumar
3
Smith, Aaron D.
3
Sun, Chuanwang
3
Vedenov, Dmitrij V.
3
Wang, Lu
3
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Energy economics
7
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of forecasting
2
Applied economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International journal of business
1
International review of financial analysis
1
Quantitative finance
1
Review of derivatives research
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
21
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1
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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