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subject:"Volatilität"
~isPartOf:"Energy economics"
~isPartOf:"Macroeconomic dynamics"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Degiannakis, Stavros"
~person:"Jawadi, Fredj"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Smyth, Russell"
~person:"Xuan Vinh Vo"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
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Estimation
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18
Oil price
10
Ölpreis
10
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Al-Khazali, Osamah
Becchetti, Leonardo
Degiannakis, Stavros
Jawadi, Fredj
Ma, Feng
Pesaran, M. Hashem
Smyth, Russell
Xuan Vinh Vo
Liddle, Brantley
6
Tiwari, Aviral Kumar
6
Bouri, Elie
5
Wang, Yudong
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Yoon, Seong-min
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Serletis, Apostolos
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3
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Chevallier, Julien
3
Ghoddusi, Hamed
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Gozgor, Giray
3
Hammoudeh, Shawkat
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Park, Sung Y.
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Rafizadeh, Nima
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Wang, Shouyang
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Wei, Yu
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Wohar, Mark E.
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Xu, Yahua
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Yan, Cheng
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Arouri, Mohamed
2
Ashley, Richard A.
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Castelnuovo, Efrem
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Hinich, Melvin J.
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2
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Energy economics
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International review of financial analysis
12
Applied economics
9
International review of economics & finance : IREF
6
Applied economics letters
5
Economic modelling
4
Journal of applied econometrics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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Econometric reviews
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ECONIS (ZBW)
11
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11
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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
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:
3
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:
4
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:
5
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:
6
Oil prices and economic policy uncertainty : evidence from a nonparametric panel data model
Hailemariam, Abebe
;
Smyth, Russell
;
Zhang, Xibin
- In:
Energy economics
83
(
2019
),
pp. 40-51
Persistent link: https://www.econbiz.de/10012175224
Saved in:
7
Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Louhichi, Wael
; …
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
Saved in:
8
How do daily changes in oil prices affect US monthly industrial output?
Valadkhani, Abbas
;
Smyth, Russell
- In:
Energy economics
67
(
2017
),
pp. 83-90
Persistent link: https://www.econbiz.de/10011897872
Saved in:
9
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Silvapulle, Paramsothy
;
Smyth, Russell
;
Zhang, Xibin
; …
- In:
Energy economics
67
(
2017
),
pp. 255-267
Persistent link: https://www.econbiz.de/10011897918
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
Saved in:
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