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type:"article"
~isPartOf:"Journal of empirical finance"
~person:"Matthies, Klaus"
~person:"Shahbaz, Muhammad"
~person:"Xuan Vinh Vo"
~person:"Zhang, Yaojie"
~subject:"Ölpreis"
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Ölpreis
Forecasting model
2
Oil price
2
Prognoseverfahren
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ARCH model
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ARCH-Modell
1
Cojumps
1
Commodity derivative
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Economic forecast
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Elastic net
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Jump intensity
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Lasso
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Oil market
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Oil price predictability
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Out-of-sample forecasts
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Rohstoffderivat
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Schock
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Shock
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Signed jumps
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Variable selection
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Volatility
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Volatility forecasting
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Matthies, Klaus
Shahbaz, Muhammad
Xuan Vinh Vo
Zhang, Yaojie
Wang, Yudong
3
Ma, Feng
2
Wu, Chongfeng
2
Yin, Libo
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Bams, Dennis
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Blanchard, Gildas
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Brandt, Michael W.
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Conrad, Christian
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Journal of empirical finance
Energy economics
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Intereconomics : review of European economic policy
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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International journal of forecasting
4
Economic modelling
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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Financial innovation : FIN
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Acta Universitatis Danubius / Oeconomica
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Asia Pacific financial markets
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Australian economic papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Global business & economics review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of energy sector management
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Journal of banking & finance
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Journal of economic integration
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Journal of forecasting
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Journal of management science and engineering
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Research in international business and finance
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The North American journal of economics and finance : a journal of theory and practice
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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:
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