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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Energy economics"
~person:"Ma, Feng"
~person:"Yoon, Seong-min"
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Search: subject_exact:"Estimation"
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Volatilität
Zeitreihenanalyse
Estimation
13
Schätzung
13
Oil price
10
Volatility
10
Ölpreis
10
ARCH model
8
ARCH-Modell
8
Forecasting model
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Prognoseverfahren
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Commodity derivative
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Rohstoffderivat
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Capital income
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Aktienmarkt
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Asset allocation
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Kausalanalyse
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Petroleum
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Share price
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Spillover effect
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Spillover-Effekt
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Stock market
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Time series analysis
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Volatility forecasting
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Welt
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World
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Capital market returns
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Crude oil futures
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Economic growth
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High-frequency data
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Ma, Feng
Yoon, Seong-min
Bouri, Elie
5
Wang, Yudong
5
Lettau, Martin
4
Tiwari, Aviral Kumar
4
Bianchi, Francesco
3
Ghysels, Eric
3
Ludvigson, Sydney C.
3
Marcellino, Massimiliano
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Rodríguez, Rosa
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Wang, Shouyang
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Wei, Yu
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Xu, Yahua
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2
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2
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2
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Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Eichengreen, Barry
2
Forni, Mario
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Gerlach, Stefan
2
Gozgor, Giray
2
Guo, Yawei
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Gupta, Rangan
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Jong, Frank de
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Joo, Young C.
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Kang, Boda
2
Kumar, Pawan
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Li, Yang
2
Liu, Li
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
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Discussion paper / Centre for Economic Policy Research
Energy economics
Applied economics
7
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Applied economics letters
2
Australian economic papers
2
Finance research letters
2
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Korean economic review
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
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
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:
6
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:
7
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
8
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
9
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
10
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
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