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~accessRights:"restricted"
~isPartOf:"Dae oe gyeong je yeon gu"
~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~person:"Li, Xiafei"
~person:"Lu, Xinjie"
~person:"Ma, Feng"
~person:"Maghyereh, Aktham I."
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Capital income"
~subject:"Oil price"
~subject:"Time series analysis"
~subject:"Wechselkurs"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Capital income
Oil price
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Volatility
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Volatilität
61
ARCH model
29
ARCH-Modell
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Li, Xiafei
Lu, Xinjie
Ma, Feng
Maghyereh, Aktham I.
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Yoon, Seong-min
Bouri, Elie
12
Gupta, Rangan
11
Hammoudeh, Shawkat
10
Demirer, Rıza
8
Wei, Yu
8
Wen, Fenghua
8
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7
Shahzad, Syed Jawad Hussain
7
Uddin, Mohammed Gazi Salah
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Dai, Zhifeng
6
Ji, Qiang
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Zhang, Yaojie
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Filis, George
5
Gong, Xu
5
Mensi, Walid
5
Wohar, Mark E.
5
Do, Hung Xuan
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Dutta, Anupam
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Hasanov, Akram Shavkatovich
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Lin, Boqiang
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Maitra, Debasish
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Naeem, Muhammad Abubakr
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Sitara Karim
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Soytaş, Uǧur
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Xiao, Jihong
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Baum, Christopher F.
3
Elder, John
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Dae oe gyeong je yeon gu
Energy economics
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International review of economics & finance : IREF
10
Applied economics
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International review of financial analysis
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Economic modelling
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OPEC energy review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of theory and practice
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar
;
Sharma, Gagan Deep
;
Rao, Amar
; …
- In:
Energy economics
134
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015047054
Saved in:
3
Time-varying relationship between international monetary policy and energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014637528
Saved in:
4
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:
5
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
6
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:
7
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
Saved in:
8
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
9
Oil and renewable energy stock markets : unique role of extreme shocks
Xi, Yue
;
Zeng, Qing
;
Lu, Xinjie
;
Toan Luu Duc Huynh
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283941
Saved in:
10
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
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