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subject:"Erdöl"
~person:"Chang, Chun Ping"
~person:"Kumar, Dilip"
~person:"Ma, Feng"
~person:"Nikitopoulos, Christina Sklibosios"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity derivative
44
Rohstoffderivat
44
Volatility
38
Volatilität
38
Oil price
37
Ölpreis
37
ARCH model
31
ARCH-Modell
31
Forecasting model
28
Prognoseverfahren
28
Petroleum
22
Estimation
19
Schätzung
19
Volatility forecasting
14
Welt
14
World
14
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9
Ölmarkt
9
Börsenkurs
8
Share price
8
Aktienmarkt
7
Stock market
7
Capital income
6
Kapitaleinkommen
6
Time series analysis
6
Zeitreihenanalyse
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Commodity exchange
5
Oil futures market
5
Realized volatility
5
Risiko
5
Risk
5
Warenbörse
5
Crude oil futures
4
Derivat
4
Derivative
4
Forecast
4
Hedging
4
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4
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4
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22
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Aufsatz in Zeitschrift
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22
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2
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2
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2
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English
22
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Chang, Chun Ping
Kumar, Dilip
Ma, Feng
Nikitopoulos, Christina Sklibosios
Wang, Yudong
10
Chevallier, Julien
7
Wei, Yu
7
Hamori, Shigeyuki
5
Miao, Hong
5
Zhang, Yaojie
5
Haugom, Erik
4
Ji, Qiang
4
Liang, Chao
4
Lien, Gudbrand
4
Liu, Li
4
Lu, Xinjie
4
Ramchander, Sanjay
4
Bouri, Elie
3
Chatrath, Arjun
3
Das, Debojyoti
3
Faseli, Omid
3
Luo, Jiawen
3
Manera, Matteo
3
McAleer, Michael
3
Moosa, Imad A.
3
Park, Sung Y.
3
Power, Gabriel J.
3
Singh, Vipul Kumar
3
Sun, Chuanwang
3
Wang, Lu
3
Westgaard, Sjur
3
Wu, Chongfeng
3
Yahya, Muhammad
3
Yu, Ziliang
3
Zhang, Dayong
3
Zhang, Yue-jun
3
Abba Abdullahi, Saada
2
Adeinat, Iman
2
Al Rahahleh, Naseem M.
2
Bai, Lan
2
Basu, Sankarshan
2
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Energy economics
8
Journal of banking & finance
2
Journal of forecasting
2
Applied economics
1
Economic change & restructuring
1
Finance research letters
1
Global business review
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economic research
1
Quantitative finance
1
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
1
Theoretical economics letters
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ECONIS (ZBW)
22
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1
The arbitrage strategy in the crude oil futures market of shanghai international energy exchange
Niu, Jing
;
Ma, Chao
;
Chang, Chun Ping
- In:
Economic change & restructuring
56
(
2023
)
2
,
pp. 1201-1223
Persistent link: https://www.econbiz.de/10014252477
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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:
9
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:
10
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
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