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subject:"Volatility"
~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Aghion, Philippe"
~person:"Asai, Manabu"
~person:"Ma, Feng"
~subject:"Wirtschaftswachstum"
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Volatility
Wirtschaftswachstum
Estimation
9
Schätzung
9
Forecasting model
8
Prognoseverfahren
8
Oil price
7
Volatilität
7
Ölpreis
7
ARCH model
5
ARCH-Modell
5
Commodity derivative
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Rohstoffderivat
5
Asset allocation
3
Capital income
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Kapitaleinkommen
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Petroleum
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Time series analysis
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Volatility forecasting
3
Welt
3
World
3
Zeitreihenanalyse
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Börsenkurs
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Capital market returns
2
Causality analysis
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Crude oil futures
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High-frequency data
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Iterated combination
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Kapitalmarktrendite
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Theorie
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Theory
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Aktienmarkt
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Aghion, Philippe
Asai, Manabu
Ma, Feng
Gupta, Rangan
8
Zhu, Huiming
7
Kang, Sang Hoon
6
Yoon, Seong-min
6
Apergēs, Nikolaos
5
Bouri, Elie
5
Hammoudeh, Shawkat
5
Mensi, Walid
5
Pierdzioch, Christian
5
Tiwari, Aviral Kumar
5
Wohar, Mark E.
5
Hau, Liya
4
Nonejad, Nima
4
Shahbaz, Muhammad
4
Balcilar, Mehmet
3
Dai, Zhifeng
3
Ji, Qiang
3
Wang, Yudong
3
Wei, Yu
3
Wen, Fenghua
3
Xu, Yahua
3
Al-Yahyaee, Khamis Hamed
2
Arouri, Mohamed
2
Belke, Ansgar
2
Chang, Chia-Lin
2
Chevallier, Julien
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Clements, Adam
2
Das, Debojyoti
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Joo, Young C.
2
Jung, Hojin
2
Kang, Boda
2
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2
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2
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
6
Applied economics
4
International journal of finance & economics : IJFE
4
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Working paper / National Bureau of Economic Research, Inc.
3
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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Growth, inequality and globalization : theory, history and policy
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Handbook of financial time series
1
International journal of forecasting
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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UPF Economics and Business Working Paper
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ECONIS (ZBW)
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1
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
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:
8
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
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