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subject:"Erdöl"
~person:"Al Rahahleh, Naseem M."
~person:"Jiang, Ying"
~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
37
Rohstoffderivat
37
Volatility
35
Volatilität
35
Forecasting model
31
Prognoseverfahren
31
ARCH model
30
ARCH-Modell
30
Oil price
28
Ölpreis
28
Estimation
15
Schätzung
15
Petroleum
14
Volatility forecasting
14
Welt
9
World
9
Aktienmarkt
8
Capital income
8
Kapitaleinkommen
8
Stock market
8
Time series analysis
8
Börsenkurs
6
Share price
6
China
5
Oil futures market
5
Realized volatility
5
Commodity exchange
4
Forecast
4
Oil market
4
Prognose
4
USA
4
United States
4
Warenbörse
4
Ölmarkt
4
Crude oil futures
3
Forecasting evaluation
3
GARCH-MIDAS model
3
HAR-RV-type models
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Aufsatz in Zeitschrift
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21
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English
21
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Al Rahahleh, Naseem M.
Jiang, Ying
Ma, Feng
Wang, Yudong
11
Wei, Yu
10
Chevallier, Julien
8
Zhang, Yaojie
6
Hammoudeh, Shawkat
5
Hamori, Shigeyuki
5
Ji, Qiang
5
Liu, Li
5
Lu, Xinjie
5
McAleer, Michael
5
Miao, Hong
5
Nikitopoulos, Christina Sklibosios
5
Haugom, Erik
4
Kumar, Dilip
4
Liang, Chao
4
Lien, Gudbrand
4
Liu, Zhenya
4
Moosa, Imad A.
4
Power, Gabriel J.
4
Ramchander, Sanjay
4
Zhang, Dayong
4
Bouri, Elie
3
Chang, Chia-Lin
3
Chatrath, Arjun
3
Das, Debojyoti
3
Faseli, Omid
3
Irwin, Scott H.
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
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Energy economics
6
International journal of finance & economics : IJFE
2
Journal of forecasting
2
Applied economics
1
Applied economics letters
1
Economic modelling
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 economics & finance : IREF
1
International review of financial analysis
1
Quantitative finance
1
Review of derivatives research
1
Review of quantitative finance and accounting
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
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:
5
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:
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
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:
8
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:
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
Macroeconomic forecasts and commodity futures volatility
Ye, Wuyi
;
Guo, Ranran
;
Deschamps, Bruno
;
Jiang, Ying
; …
- In:
Economic modelling
94
(
2021
),
pp. 981-994
Persistent link: https://www.econbiz.de/10012695606
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