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subject:"Volatilität"
~isPartOf:"Energy economics"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Jawadi, Fredj"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Effizienzmarkthypothese
Panel study
USA
Estimation
8
Schätzung
8
Forecasting model
7
Oil price
7
Prognoseverfahren
7
Ölpreis
7
Volatility
6
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5
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5
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4
ARCH-Modell
4
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3
Erdöl
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Volatility forecasting
3
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World
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Capital market returns
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Crude oil futures
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High-frequency data
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Iterated combination
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Behavioural finance
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Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Jawadi, Fredj
Ma, Feng
Pesaran, M. Hashem
Liddle, Brantley
6
Tiwari, Aviral Kumar
6
Bouri, Elie
5
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
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
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Huntington, Hillard G.
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Ji, Qiang
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Joo, Young C.
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Kang, Boda
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Kang, Sang Hoon
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Kim, Chang Sik
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Kumar, Pawan
2
Lau, Chi Keung
2
Li, Jing
2
Li, Yang
2
Lu, Xinjie
2
Maghyereh, Aktham I.
2
Miller, J. Isaac
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Energy economics
International review of financial analysis
10
Applied economics letters
8
International journal of finance & economics : IJFE
6
Applied economics
5
Applied financial economics
4
Econometric reviews
4
Economic modelling
4
Journal of applied econometrics
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
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Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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Global finance journal
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International journal of forecasting
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Journal of empirical finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Open economies review
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Review of financial economics : RFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Annals of finance
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Applied financial economics letters
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Eastern economic journal
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Economics letters
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Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Financial innovation : FIN
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International Journal of Financial Studies : open access journal
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International advances in economic research
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International review of applied economics
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Journal of banking & finance
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Journal of econometrics
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Journal of economic dynamics & control
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Journal of economic integration
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Journal of economics and finance : JEF
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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
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
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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