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subject:"Volatility"
~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~person:"Wang, Lu"
~subject:"Schock"
~subject:"United Kingdom"
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Volatility
Schock
United Kingdom
Estimation
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ARCH model
2
ARCH-Modell
2
Commodity derivative
2
Forecasting model
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Oil price
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Aktienmarkt
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Behavioural finance
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Börsenkurs
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Causality analysis
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Crude oil futures
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Crude oil market volatility
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Energieprognose
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Energy forecast
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Erdöl
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Erneuerbare Energie
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Extreme shocks
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Forecast
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Frequency domain analysis
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GARCH-MIDAS
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Geopolitik
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Granger causality
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Investor sentiment
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Long-term forecasting
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Markov chain
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Markov regime-switching
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Wang, Lu
Ma, Feng
8
Bouri, Elie
7
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Gozgor, Giray
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Lee, Chien-chiang
4
Nonejad, Nima
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Tiwari, Aviral Kumar
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Thai-Ha Le
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2
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Energy economics
International review of financial analysis
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ECONIS (ZBW)
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1
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu
;
Wu, Jiangbin
;
Cao, Yang
;
Hong, Yanran
- In:
Energy economics
111
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
Saved in:
2
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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:
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