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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:"Ma, Feng"
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Search: subject_exact:"Estimation"
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Estimation
17
Schätzung
17
Forecasting model
14
Prognoseverfahren
14
Oil price
10
Volatility
10
Volatilität
10
Ölpreis
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Article in journal
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17
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Chang, Yoosoon
Ma, Feng
Hammoudeh, Shawkat
14
Gupta, Rangan
10
Shahbaz, Muhammad
10
Bouri, Elie
9
Tiwari, Aviral Kumar
9
Wang, Yudong
9
Wohar, Mark E.
9
Lee, Chien-chiang
8
Smyth, Russell
8
Gil-Alaña, Luis A.
7
Liddle, Brantley
7
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7
Salisu, Afees A.
7
Caporale, Guglielmo Maria
6
Gozgor, Giray
6
Lau, Chi Keung
6
Nonejad, Nima
6
Wei, Yu
6
Xuan Vinh Vo
6
Yoon, Seong-min
6
Bredin, Donal
5
Cheung, Yin-Wong
5
Coakley, Jerry
5
Ghoddusi, Hamed
5
Kanas, Angelos
5
Ren, Xiaohang
5
Shahzad, Syed Jawad Hussain
5
Wen, Fenghua
5
Yan, Cheng
5
Afonso, António
4
Apergēs, Nikolaos
4
Balcilar, Mehmet
4
Hyde, Stuart
4
Kim, Jae H.
4
Liu, Jia
4
Liu, Li
4
McMillan, David G.
4
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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
4
Finance research letters
4
Applied economics letters
2
Quantitative economics : QE ; journal of the Econometric Society
2
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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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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ECONIS (ZBW)
17
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Forecasting regional long-run energy demand : a functional coefficient panel approach
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
- In:
Energy economics
96
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012817942
Saved in:
10
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Ma, Feng
;
Wang, Ruoxin
;
Lu, Xinjie
;
Wahab, M. I. M.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013252647
Saved in:
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