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subject:"Volatilität"
~isPartOf:"Energy economics"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Jawadi, Fredj"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Effizienzmarkthypothese
Panel study
Stock market
USA
Estimation
9
Schätzung
9
Forecasting model
7
Oil price
7
Prognoseverfahren
7
Volatility
7
Ölpreis
7
ARCH model
5
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5
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5
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5
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3
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3
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3
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Kausalanalyse
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Aktienmarkt
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Article in journal
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Al-Khazali, Osamah
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
Gupta, Rangan
4
Ren, Xiaohang
4
Apergēs, Nikolaos
3
Balcilar, Mehmet
3
Chevallier, Julien
3
Dutta, Anupam
3
Ghoddusi, Hamed
3
Gozgor, Giray
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
Dai, Zhifeng
2
Das, Debojyoti
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
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Energy economics
International review of financial analysis
11
Applied economics letters
8
Applied economics
7
International journal of finance & economics : IJFE
6
Economic modelling
5
Econometric reviews
4
Journal of applied econometrics
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Empirica : journal of european economics
2
Global finance journal
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
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Open economies review
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Review of financial economics : RFE
2
Review of quantitative finance and accounting
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Applied financial economics letters
1
Defence and peace economics
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Eastern economic journal
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International advances in economic research
1
International journal of computational economics and econometrics
1
International journal of economics and financial issues : IJEFI
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of banking & finance
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ECONIS (ZBW)
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1
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
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
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
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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