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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of financial analysis"
~person:"Chang, Yoosoon"
~person:"Lee, Chien-chiang"
~person:"Ma, Feng"
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Search: subject_exact:"Estimation"
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Estimation
25
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25
Forecasting model
16
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Oil price
14
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14
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13
Volatilität
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Article in journal
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Chang, Yoosoon
Lee, Chien-chiang
Ma, Feng
Hammoudeh, Shawkat
14
Gupta, Rangan
10
Shahbaz, Muhammad
10
Bouri, Elie
9
Tiwari, Aviral Kumar
9
Wang, Yudong
9
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9
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8
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7
Liddle, Brantley
7
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7
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6
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6
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6
Nonejad, Nima
6
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6
Xuan Vinh Vo
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Yoon, Seong-min
6
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5
Cheung, Yin-Wong
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Coakley, Jerry
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Ghoddusi, Hamed
5
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Ren, Xiaohang
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Shahzad, Syed Jawad Hussain
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Wen, Fenghua
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Yan, Cheng
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4
Kim, Jae H.
4
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4
Liu, Li
4
McMillan, David G.
4
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4
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Energy economics
International journal of finance & economics : IJFE
International review of financial analysis
Applied economics
7
Economic modelling
7
Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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5
International review of economics & finance : IREF
4
The North American journal of economics and finance : a journal of financial economics studies
3
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Telecommunications policy : the international journal of digital economy, data sciences and new media
1
The B.E. journal of macroeconomics
1
The European journal of finance
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
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ECONIS (ZBW)
25
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1
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
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
Disentangling the asymmetric effect of financialization on the green output gap
Yahya, Farzan
;
Lee, Chien-chiang
- In:
Energy economics
125
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014485236
Saved in:
4
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
5
The impact of FDI on income inequality : evidence from the perspective of financial development
Lee, Chien-chiang
;
Lee, Chi-Chuan
;
Cheng, Chih-Yang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 137-157
Persistent link: https://www.econbiz.de/10012814347
Saved in:
6
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
7
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
8
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:
9
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
10
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
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