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subject:"Erdöl"
~person:"Kumar, Dilip"
~person:"Ma, Feng"
~person:"Nikitopoulos, Christina Sklibosios"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Aktienmarkt
Commodity derivative
40
Rohstoffderivat
40
Volatility
38
Volatilität
38
Oil price
34
Ölpreis
34
ARCH model
31
ARCH-Modell
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28
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Oil futures market
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Aufsatz in Zeitschrift
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Kumar, Dilip
Ma, Feng
Nikitopoulos, Christina Sklibosios
Wang, Yudong
10
Chevallier, Julien
8
Wei, Yu
7
Bouri, Elie
5
Hamori, Shigeyuki
5
Liang, Chao
5
Lu, Xinjie
5
Miao, Hong
5
Zhang, Yaojie
5
Haugom, Erik
4
Ji, Qiang
4
Kang, Sang Hoon
4
Lien, Gudbrand
4
Liu, Li
4
Ramchander, Sanjay
4
Uddin, Mohammed Gazi Salah
4
Wu, Chongfeng
4
Chatrath, Arjun
3
Das, Debojyoti
3
Faseli, Omid
3
Hammoudeh, Shawkat
3
Lee, Chien-chiang
3
Luo, Jiawen
3
Manera, Matteo
3
McAleer, Michael
3
Mensi, Walid
3
Moosa, Imad A.
3
Nguyen, Duc Khuong
3
Park, Sung Y.
3
Power, Gabriel J.
3
Singh, Vipul Kumar
3
Sun, Chuanwang
3
Wang, Lu
3
Westgaard, Sjur
3
Yahya, Muhammad
3
Yu, Ziliang
3
Zhang, Dayong
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Energy economics
7
International review of financial analysis
2
Journal of banking & finance
2
Journal of forecasting
2
Applied economics
1
Applied economics letters
1
Economic modelling
1
Finance research letters
1
Global business review
1
International journal of finance & economics : IJFE
1
Journal of economic research
1
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1
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
1
The journal of futures markets
1
Theoretical economics letters
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ECONIS (ZBW)
24
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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
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
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
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
6
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
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
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:
9
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:
10
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
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