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~accessRights:"free"
~accessRights:"restricted"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Cheung, Yin-Wong"
~person:"Fulmer, Sean"
~person:"Gil-Alaña, Luis A."
~person:"Gong, Xu"
~person:"Ma, Feng"
~person:"Salisu, Afees A."
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatility"
~subject:"volatility forecasting"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Aktienmarkt
Börsenkurs
Developing countries
Großbritannien
Inflationsrate
Schätzung
United States
Volatility
volatility forecasting
Estimation
229
Volatilität
187
Forecasting model
144
Prognoseverfahren
144
Time series analysis
113
Welt
113
World
113
Zeitreihenanalyse
113
Share price
111
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100
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Cointegration
94
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94
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92
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79
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69
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64
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55
Fractional integration
52
Volatility forecasting
41
Commodity derivative
39
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39
Rohstoffderivat
39
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Coronavirus
38
fractional integration
36
Forecast
34
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Bahmani-Oskooee, Mohsen
Cheung, Yin-Wong
Fulmer, Sean
Gil-Alaña, Luis A.
Gong, Xu
Ma, Feng
Salisu, Afees A.
Gupta, Rangan
316
Tiwari, Aviral Kumar
134
Bouri, Elie
123
Zaremba, Adam
96
Apergēs, Nikolaos
95
Hammoudeh, Shawkat
95
Wohar, Mark E.
95
Xuan Vinh Vo
95
Gnangnon, Sèna Kimm
85
Caporale, Guglielmo Maria
81
Lee, Chien-chiang
76
Mensi, Walid
74
Shahzad, Syed Jawad Hussain
72
Ryu, Doojin
69
Balcilar, Mehmet
67
Narayan, Paresh Kumar
67
Kang, Sang Hoon
66
Shahbaz, Muhammad
65
Xiong, Xiong
61
Demirer, Rıza
60
Wang, Yudong
60
Zhang, Yaojie
59
Zhang, Wei
58
Corbet, Shaen
57
Ji, Qiang
54
Hassan, M. Kabir
52
Lucey, Brian M.
52
Uddin, Mohammed Gazi Salah
52
Umar, Zaghum
52
Serletis, Apostolos
49
Roubaud, David
48
Yin, Libo
48
Goodell, John W.
46
Gozgor, Giray
45
Jawadi, Fredj
45
Lau, Chi Keung
45
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Energy economics
33
Applied economics
25
Finance research letters
22
International review of economics & finance : IREF
22
International review of financial analysis
20
International journal of finance & economics : IJFE
16
Economic modelling
15
Applied economics letters
13
The North American journal of economics and finance : a journal of financial economics studies
12
Research in international business and finance
9
The journal of financial crises
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
8
Empirica : journal of european economics
8
Global economy journal : GEJ
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Journal of economics and finance
7
Journal of forecasting
7
Economic change & restructuring
6
Economic systems
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Global finance journal
6
Journal of economics and finance : JEF
6
Applied economics quarterly
5
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
5
Journal of risk and financial management : JRFM
5
Review of development finance
5
Australian economic papers
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International economics and economic policy : IEEP
4
Journal of international financial markets, institutions & money
4
The International trade journal
4
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
3
International journal of forecasting
3
Journal of economic studies
3
Journal of empirical finance
3
Journal of quantitative economics
3
Open economies review
3
The Chinese economy : translations and studies
3
The European journal of finance
3
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ECONIS (ZBW)
435
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1
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10
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435
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1
Can ChatGPT predict Chinese equity premiums?
Ma, Feng
;
Lyu, Zhichong
;
Li, Haibo
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014563832
Saved in:
2
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
3
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
4
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
6
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
7
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
8
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
9
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
10
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
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