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type_genre:"Article in journal"
~isPartOf:"Energy economics"
~person:"Gil-Alaña, Luis A."
~person:"Ma, Feng"
~subject:"Zeitreihenanalyse"
~type_genre:"Systematic review"
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Zeitreihenanalyse
Estimation
9
Schätzung
9
Forecasting model
7
Oil price
7
Prognoseverfahren
7
Ölpreis
7
Volatility
6
Volatilität
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Crude oil futures
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High-frequency data
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Aktienmarkt
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Bruttoinlandsprodukt
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Article in journal
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English
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Gil-Alaña, Luis A.
Ma, Feng
Wang, Yudong
3
Balcilar, Mehmet
2
Gupta, Rangan
2
Liu, Li
2
Narayan, Paresh Kumar
2
Sun, Yuying
2
Wang, Shouyang
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Zaman, Saeed
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Zhang, Yue-jun
2
Aghababa, Hajar
1
Alam, Md. Samsul
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Broadstock, David C.
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Canofari, Paolo
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Carcel, Hector
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Chen, Wei
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Chen, Xiaoqi
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Chevallier, Julien
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Fontini, Fulvio
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Godby, Robert W.
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Energy economics
Applied economics letters
10
Applied economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance : JEF
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Finance research letters
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International review of economics & finance : IREF
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Applied econometrics and international development
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Applied financial economics letters
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Asian Journal of Empirical Research
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Economics letters
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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Energy strategy reviews
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International advances in economic research
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International review of financial analysis
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Journal of applied economics
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Journal of banking & finance
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Journal of forecasting
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Journal of innovation and entrepreneurship : JIE
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Journal of international development : the journal of the Development Studies Association
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Journal of international money and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
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1
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:
2
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:
3
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
4
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:
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