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type:"article"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~person:"Gupta, Rangan"
~person:"Shahbaz, Muhammad"
~person:"Xuan Vinh Vo"
~person:"Zhang, Yaojie"
~subject:"Share price"
~subject:"Ölpreis"
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Search: subject_exact:"Erdölpreis"
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Share price
Ölpreis
Oil price
3
Forecasting model
2
Prognoseverfahren
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Börsenkurs
1
Cojumps
1
Commodity derivative
1
Copula
1
Delta CoVaR
1
Economic forecast
1
Elastic net
1
Jump intensity
1
Lasso
1
Multivariate Verteilung
1
Multivariate distribution
1
Oil market
1
Oil price predictability
1
Oil prices
1
Out-of-sample forecasts
1
Risikomaß
1
Risk measure
1
Risk spillovers
1
Rohstoffderivat
1
Schock
1
Shock
1
Signed jumps
1
Spillover effect
1
Spillover-Effekt
1
Stock market
1
Stock markets
1
Systemic risk
1
Systemrisiko
1
Variable selection
1
Variational mode decomposition
1
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Gupta, Rangan
Shahbaz, Muhammad
Xuan Vinh Vo
Zhang, Yaojie
Wang, Yudong
4
Wu, Chongfeng
3
Ma, Feng
2
Nikitopoulos, Christina Sklibosios
2
Pan, Zhiyuan
2
Yin, Libo
2
Bams, Dennis
1
Blanchard, Gildas
1
Brandt, Michael W.
1
Brooks, Robert
1
Cao, Yang
1
Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
1
Christoffersen, Peter F.
1
Conlon, Thomas
1
Conrad, Christian
1
Cotter, John
1
ElFayoumi, Khalid
1
Ellwanger, Reinhard
1
Enders, Walter
1
Eyiah-Donkor, Emmanuel
1
Fernandez-Perez, Adrian
1
Frino, Alex
1
Gao, Lin
1
Hammoudeh, Shawkat
1
Haugom, Erik
1
Hilliard, Jimmy E.
1
Hilliard, Jitka
1
Honarvar, Iman
1
Hughen, W. Keener
1
Hwang, Inwook
1
Ibikunle, Gbenga
1
Indriawan, Ivan
1
Kang, Wensheng
1
Kim, Jaebeom
1
Langeland, Henrik
1
Lehnert, Thorsten
1
Liao, Yin
1
Liu, Li
1
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Journal of banking & finance
Journal of empirical finance
Energy economics
35
International review of economics & finance : IREF
6
The North American journal of economics and finance : a journal of financial economics studies
6
International journal of finance & economics : IJFE
5
Applied economics letters
4
International journal of forecasting
4
Economia internazionale
3
Economic modelling
3
Financial innovation : FIN
3
Emerging markets, finance and trade : EMFT
2
Finance research letters
2
International review of financial analysis
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
The journal of developing areas
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Acta Universitatis Danubius / Oeconomica
1
African development review
1
Applied economics
1
Asia Pacific financial markets
1
Atlantic economic journal : AEJ
1
Australian economic papers
1
Defence and peace economics
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global business & economics review
1
Global finance journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of energy sector management
1
Journal of economic integration
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of management science and engineering
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
OPEC energy review
1
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ECONIS (ZBW)
3
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1
Forecasting crude oil prices with a large set of predictors : Can LASSO select powerful predictors?
Zhang, Yaojie
;
Ma, Feng
;
Wang, Yudong
- In:
Journal of empirical finance
54
(
2019
),
pp. 97-117
Persistent link: https://www.econbiz.de/10012174816
Saved in:
2
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
3
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
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