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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Energy economics"
~person:"Frondel, Manuel"
~person:"Liu, Li"
~person:"Ma, Feng"
~person:"Maghyereh, Aktham I."
~subject:"Asset allocation"
~subject:"Erdöl"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Book review"
~type_genre:"Conference proceedings"
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United States
Asset allocation
Erdöl
Germany
Prognoseverfahren
Volatility
Estimation
14
Schätzung
14
Oil price
12
Ölpreis
12
Forecasting model
8
Volatilität
8
Commodity derivative
6
Rohstoffderivat
6
Welt
6
World
6
ARCH model
5
ARCH-Modell
5
Forecast
4
Petroleum
4
Prognose
4
Time series analysis
4
Zeitreihenanalyse
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Crude oil futures
3
Volatility forecasting
3
Aktienmarkt
2
Börsenkurs
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Capital income
2
Capital market returns
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Deutschland
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Forecast combination
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High-frequency data
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Iterated combination
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Kapitaleinkommen
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Kapitalmarktrendite
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Share price
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VAR model
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VAR-Modell
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Anlageverhalten
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Article in journal
Book review
Conference proceedings
Aufsatz in Zeitschrift
13
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English
13
Author
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Frondel, Manuel
Liu, Li
Ma, Feng
Maghyereh, Aktham I.
Wang, Yudong
7
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Wang, Shouyang
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Chevallier, Julien
3
Lee, Chien-chiang
3
Nonejad, Nima
3
Park, Sung Y.
3
Salisu, Afees A.
3
Sun, Yuying
3
Wei, Yu
3
Xiao, Jihong
3
Xu, Yahua
3
Zhang, Yue-jun
3
Aloui, Chaker
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Chang, Chun Ping
2
Das, Debojyoti
2
Dutta, Anupam
2
Gozgor, Giray
2
Guo, Yawei
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Ji, Qiang
2
Joo, Young C.
2
Kang, Boda
2
Kilian, Lutz
2
Kumar, Pawan
2
Lau, Chi Keung
2
Li, Yang
2
Liao, Yin
2
Lu, Xinjie
2
Madlener, Reinhard
2
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Energy economics
Finance research letters
5
International review of financial analysis
5
Applied economics
4
Economic modelling
4
Applied economics letters
3
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
The energy journal
2
Ekonomia : the journal of the Cyprus Economic Society
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy policy
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
1
Resource and energy economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
The review of economics and statistics
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ECONIS (ZBW)
13
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1
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:
2
Market premia for renewables in Germany : the effect on electricity prices
Frondel, Manuel
;
Kaeding, Matthias
;
Sommer, Stephan
- In:
Energy economics
109
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013283830
Saved in:
3
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:
4
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:
5
Asymmetric effects of oil price uncertainty on corporate investment
Maghyereh, Aktham I.
;
Abdoh, Hussein
- In:
Energy economics
86
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012511795
Saved in:
6
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:
7
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
8
Forecasting the prices of crude oil : an iterated combination approach
Zhang, Yaojie
;
Ma, Feng
;
Shi, Benshan
;
Huang, Dengshi
- In:
Energy economics
70
(
2018
),
pp. 472-483
Persistent link: https://www.econbiz.de/10011942869
Saved in:
9
Predictability of crude oil prices : an investor perspective
Liu, Li
;
Wang, Yudong
;
Yang, Li
- In:
Energy economics
75
(
2018
),
pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
Saved in:
10
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
Energy economics
66
(
2017
),
pp. 337-348
Persistent link: https://www.econbiz.de/10011896505
Saved in:
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