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~accessRights:"restricted"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~person:"Arteche, Josu"
~person:"Degiannakis, Stavros"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Oil price
Prognoseverfahren
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5
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3
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Arteche, Josu
Degiannakis, Stavros
Yin, Libo
Yoon, Seong-min
Wang, Yudong
5
Ma, Feng
4
Song, Yuping
4
Zhang, Yaojie
4
Bouri, Elie
3
Gupta, Rangan
3
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of forecasting
Journal of risk
Energy economics
12
Applied economics
6
International review of financial analysis
6
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
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Finance research letters
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International journal of finance & economics : IJFE
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1
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
2
Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu
;
García-Enríquez, Javier
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
Saved in:
3
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
4
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
5
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
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