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subject:"Volatilität"
~isPartOf:"Energy economics"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Bouri, Elie"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Jawadi, Fredj"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Xuan Vinh Vo"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~subject:"Volatility forecasting"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatilität
Effizienzmarkthypothese
Panel study
Stock market
USA
Volatility forecasting
Estimation
13
Schätzung
13
Volatility
11
Oil price
9
Ölpreis
9
Forecasting model
8
Prognoseverfahren
8
ARCH model
7
ARCH-Modell
7
Capital income
6
Kapitaleinkommen
6
Commodity derivative
5
Rohstoffderivat
5
Welt
5
World
5
Aktienmarkt
3
Asset allocation
3
Börsenkurs
3
Capital market returns
3
Erdöl
3
Forecast
3
Kapitalmarktrendite
3
Petroleum
3
Prognose
3
Share price
3
Time series analysis
3
Zeitreihenanalyse
3
Causality analysis
2
Crude oil futures
2
Extreme shocks
2
High-frequency data
2
Iterated combination
2
Kausalanalyse
2
Oil market
2
Schock
2
Shock
2
Ölmarkt
2
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Article
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Article in journal
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11
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English
11
Author
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Al-Khazali, Osamah
Becchetti, Leonardo
Bouri, Elie
Caporale, Guglielmo Maria
Degiannakis, Stavros
Jawadi, Fredj
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Liddle, Brantley
6
Tiwari, Aviral Kumar
6
Wang, Yudong
5
Yoon, Seong-min
5
Ren, Xiaohang
4
Apergēs, Nikolaos
3
Balcilar, Mehmet
3
Chevallier, Julien
3
Ghoddusi, Hamed
3
Gozgor, Giray
3
Gupta, Rangan
3
Hammoudeh, Shawkat
3
Lee, Chien-chiang
3
Park, Sung Y.
3
Rafizadeh, Nima
3
Smyth, Russell
3
Wang, Shouyang
3
Wei, Yu
3
Xu, Yahua
3
Yan, Cheng
3
Arouri, Mohamed
2
Chang, Yoosoon
2
Choi, Yongok
2
Das, Debojyoti
2
Dutta, Anupam
2
Guo, Yawei
2
Huntington, Hillard G.
2
Ji, Qiang
2
Joo, Young C.
2
Kang, Boda
2
Kang, Sang Hoon
2
Kim, Chang Sik
2
Kumar, Pawan
2
Lau, Chi Keung
2
Li, Jing
2
Li, Yang
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
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Energy economics
International review of financial analysis
15
Applied economics
9
Applied economics letters
8
International review of economics & finance : IREF
7
International journal of finance & economics : IJFE
6
Journal of international financial markets, institutions & money
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied financial economics
5
Economic modelling
5
Finance research letters
5
Research in international business and finance
5
Computational economics
4
Econometric reviews
4
Journal of applied econometrics
4
Journal of international money and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The North American journal of economics and finance : a journal of financial economics studies
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Review of quantitative finance and accounting
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Borsa Istanbul Review
2
Emerging markets review
2
Empirica : journal of european economics
2
Financial innovation : FIN
2
Global finance journal
2
International journal of forecasting
2
Journal of behavioral and experimental finance
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Open economies review
2
Review of financial economics : RFE
2
The quarterly review of economics and finance
2
Annals of finance
1
Applied financial economics letters
1
Australian economic papers
1
Defence and peace economics
1
Eastern economic journal
1
Economic research
1
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ECONIS (ZBW)
11
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11
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1
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
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
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
4
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
5
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:
6
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:
7
Extreme return connectedness and its determinants between clean/green and dirty energy investments
Saeed, Tareq
;
Bouri, Elie
;
Alsulami, Hamed
- In:
Energy economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012817914
Saved in:
8
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:
9
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:
10
The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
Saved in:
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