//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Erdöl"
~person:"Al Rahahleh, Naseem M."
~person:"Ma, Feng"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Commodity derivative"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Erdöl
Zeitreihenanalyse
Commodity derivative
32
Rohstoffderivat
32
Volatility
31
Volatilität
31
ARCH model
28
ARCH-Modell
28
Oil price
28
Ölpreis
28
Forecasting model
27
Prognoseverfahren
27
Estimation
14
Petroleum
14
Schätzung
14
Volatility forecasting
14
Welt
9
World
9
Aktienmarkt
7
Stock market
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
Oil futures market
5
Time series analysis
5
Commodity exchange
4
Forecast
4
Oil market
4
Prognose
4
Realized volatility
4
Warenbörse
4
Ölmarkt
4
Crude oil futures
3
Forecasting evaluation
3
HAR-RV-type models
3
Markov chain
3
Markov-Kette
3
Oil futures
3
Oil futures price
3
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
18
Language
All
English
18
Author
All
Al Rahahleh, Naseem M.
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
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
more ...
less ...
Published in...
All
Energy economics
6
International journal of finance & economics : IJFE
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 economics & finance : IREF
1
International review of financial analysis
1
Quantitative finance
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
11
-
18
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
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:
12
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:
13
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Saved in:
14
Did crisis alter trading of two major oil futures markets?
Adeinat, Iman
;
Al Rahahleh, Naseem M.
;
Wei, Peihwang
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10012055731
Saved in:
15
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
16
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:
17
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Saved in:
18
Determinants of backwardation in oil futures
Adeinat, Iman
;
Al Rahahleh, Naseem M.
- In:
International journal of business
20
(
2015
)
4
,
pp. 326-345
Persistent link: https://www.econbiz.de/10011408881
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->