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subject:"Erdöl"
~person:"Ma, Feng"
~person:"Wu, Chongfeng"
~person:"Yu, Ziliang"
~subject:"Warenbörse"
~subject:"Ölmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Warenbörse
Ölmarkt
Commodity derivative
36
Rohstoffderivat
36
Volatility
33
Volatilität
33
Oil price
32
Ölpreis
32
ARCH model
29
ARCH-Modell
29
Forecasting model
27
Prognoseverfahren
27
Petroleum
17
Estimation
16
Schätzung
16
Volatility forecasting
14
Welt
9
World
9
Aktienmarkt
8
Stock market
8
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Oil market
6
Share price
6
crude oil futures
6
Coronavirus
5
Oil futures market
5
Time series analysis
5
Zeitreihenanalyse
5
China
4
Commodity exchange
4
Forecast
4
Prognose
4
Realized volatility
4
Crude oil futures
3
Exchange rate
3
Forecasting evaluation
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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Ma, Feng
Wu, Chongfeng
Yu, Ziliang
Irwin, Scott H.
16
Prokopczuk, Marcel
12
Sauerbeck, A.
12
García, Philip
11
Wang, Yudong
11
Chevallier, Julien
10
Miffre, Joëlle
9
Sanders, Dwight R.
9
Wei, Yu
8
Bohl, Martin T.
7
Fernandez-Perez, Adrian
7
Ji, Qiang
7
Manera, Matteo
7
Tse, Yiuman
7
Zhang, Yaojie
7
Zhang, Yue-jun
7
Cortazar, Gonzalo
6
Czudaj, Robert
6
Fan, John Hua
6
Fuertes, Ana María
6
Gong, Xu
6
Hamori, Shigeyuki
6
Lee, Chien-chiang
6
Liang, Chao
6
Miao, Hong
6
Moosa, Imad A.
6
Tiwari, Aviral Kumar
6
Zaremba, Adam
6
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Karali, Berna
5
Liu, Li
5
Mikutowski, Mateusz
5
Narayan, Paresh Kumar
5
Power, Gabriel J.
5
Ramchander, Sanjay
5
Ronn, Ehud I.
5
Schwartz, Eduardo S.
5
Serra, Teresa
5
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Energy economics
6
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of forecasting
2
Applied economics
1
Computational economics
1
Economic modelling
1
Finance research letters
1
Journal of empirical finance
1
Journal of risk
1
Journal of risk : JOR
1
Quantitative finance
1
The journal of futures markets
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
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Yu, Ziliang
;
Liu, Yanan
;
Mang, Huiting
;
Liu, Xiaomeng
- In:
Journal of risk
25
(
2023
)
4
,
pp. 83-120
Persistent link: https://www.econbiz.de/10014314628
Saved in:
5
Price discovery in China's crude oil futures markets : an emerging Asian benchmark?
Yu, Ziliang
;
Yang, Jian
;
Webb, Robert I.
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 297-324
Persistent link: https://www.econbiz.de/10014293068
Saved in:
6
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Yu, Ziliang
;
Liu, Yanan
;
Mang, Huiting
;
Liu, Xiaomeng
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 83-120
Persistent link: https://www.econbiz.de/10014487111
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
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
9
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:
10
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
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