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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~person:"Ma, Feng"
~person:"Roubaud, David"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
Stock market
Time series analysis
Ölpreis
Volatility
29
Volatilität
29
Forecasting model
20
Prognoseverfahren
20
ARCH model
17
ARCH-Modell
17
Commodity derivative
14
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14
Volatility forecasting
11
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11
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11
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9
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Realized volatility
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Zeitreihenanalyse
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Markov-Kette
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Spillover effect
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Spillover-Effekt
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USA
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Aufsatz in Zeitschrift
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24
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24
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Ma, Feng
Roubaud, David
Bouri, Elie
12
Gupta, Rangan
12
Tiwari, Aviral Kumar
11
Demirer, Rıza
8
Hammoudeh, Shawkat
8
Ji, Qiang
8
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Kang, Sang Hoon
7
Uddin, Mohammed Gazi Salah
7
Wang, Yudong
7
Wei, Yu
7
Dai, Zhifeng
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Lin, Boqiang
5
Lu, Xinjie
5
Mensi, Walid
5
Wang, Xunxiao
5
Wohar, Mark E.
5
Yin, Libo
5
Yoon, Seong-min
5
Do, Hung Xuan
4
Dutta, Anupam
4
Hasanov, Akram Shavkatovich
4
Li, Xiafei
4
Liu, Bing-Yue
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
4
Perez de Gracia, Fernando
4
Salisu, Afees A.
4
Sitara Karim
4
Soytaş, Uǧur
4
Wu, Xinyu
4
Xiao, Jihong
4
Alqahtani, Faisal
3
Apergēs, Nikolaos
3
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Applied economics letters
Energy economics
Finance research letters
10
International review of financial analysis
10
Applied economics
9
Economic modelling
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
International journal of forecasting
3
China finance review international
2
Journal of forecasting
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Quantitative finance
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
The world economy : the leading journal on international economic relations
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1
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:
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
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
4
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
5
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
6
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad
;
Roubaud, David
;
Tiwari, Aviral Kumar
- In:
Energy economics
109
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
Saved in:
7
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:
8
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
Saved in:
9
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:
10
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
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