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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:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Wechselkurs"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Oil price
Stock market
Time series analysis
Wechselkurs
Ölpreis
Volatility
58
Volatilität
58
ARCH model
28
ARCH-Modell
28
Forecasting model
21
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21
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Volatility forecasting
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48
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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
8
Gupta, Rangan
8
Hammoudeh, Shawkat
8
Ji, Qiang
8
Wen, Fenghua
8
Kang, Sang Hoon
7
Shahzad, Syed Jawad Hussain
7
Uddin, Mohammed Gazi Salah
7
Wei, Yu
7
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6
Demirer, Rıza
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Lin, Boqiang
5
Mensi, Walid
5
Do, Hung Xuan
4
Dutta, Anupam
4
Hasanov, Akram Shavkatovich
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Liu, Bing-Yue
4
Maitra, Debasish
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Roubaud, David
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Soytaş, Uǧur
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4
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3
Fan, Ying
3
Gabauer, David
3
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International review of economics & finance : IREF
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41
Can investor attention predict oil prices?
Han, Liyan
;
Lv, Qiuna
;
Yin, Libo
- In:
Energy economics
66
(
2017
),
pp. 547-558
Persistent link: https://www.econbiz.de/10011896568
Saved in:
42
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
43
Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao
;
Wang, Yudong
;
Yin, Libo
- In:
Energy economics
68
(
2017
),
pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
Saved in:
44
Volatility spillovers and cross-hedging between gold, oil and equities : evidence from the Gulf Cooperation Council countries
Maghyereh, Aktham I.
;
Awartani, Basel
;
Tziogkidis, …
- In:
Energy economics
68
(
2017
),
pp. 440-453
Persistent link: https://www.econbiz.de/10011905999
Saved in:
45
The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
Saved in:
46
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Saved in:
47
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
48
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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