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~accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of management science and engineering"
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Oil price
Stock market
Time series analysis
Volatility
Ölpreis
Volatilität
13
ARCH model
11
ARCH-Modell
11
Forecasting model
8
Prognoseverfahren
8
Estimation
6
Schätzung
6
Börsenkurs
5
Commodity derivative
5
Rohstoffderivat
5
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5
Volatility forecasting
5
Spillover effect
4
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4
Aktienmarkt
3
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Airline
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Airlines
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Asset allocation
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Asymmetric quantile regression
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Asymmetric volatility spillovers
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Bitcoin
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Yoon, Seong-min
Zhang, Yaojie
Ma, Feng
27
Tiwari, Aviral Kumar
20
Bouri, Elie
15
Gupta, Rangan
14
Hammoudeh, Shawkat
12
Ji, Qiang
12
Wei, Yu
12
Demirer, Rıza
10
Liang, Chao
10
Wang, Yudong
10
Uddin, Mohammed Gazi Salah
9
Wen, Fenghua
9
Gong, Xu
8
Li, Xiafei
8
Lin, Boqiang
8
Shahzad, Syed Jawad Hussain
8
Dai, Zhifeng
7
Kang, Sang Hoon
7
Do, Hung Xuan
6
Lucey, Brian M.
6
Roubaud, David
6
Salisu, Afees A.
6
Wang, Jiqian
6
Yin, Libo
6
Filis, George
5
Hasanov, Akram Shavkatovich
5
Lau, Chi Keung
5
Liu, Bing-Yue
5
Mensi, Walid
5
Naeem, Muhammad Abubakr
5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Lu
5
Wohar, Mark E.
5
Abakah, Emmanuel Joel Aikins
4
Batten, Jonathan A.
4
Chevallier, Julien
4
Dutta, Anupam
4
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Energy economics
International journal of finance & economics : IJFE
Journal of management science and engineering
Applied economics
11
The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
5
Economic modelling
4
International journal of forecasting
4
Journal of forecasting
4
Australian economic papers
2
International review of financial analysis
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Bulletin of economic research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of empirical finance
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The European journal of finance
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ECONIS (ZBW)
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1
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
2
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
3
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
4
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
5
Impact of oil price change on airline's stock price and volatility : evidence from China and South Korea
Yun, Xiao
;
Yoon, Seong-min
- In:
Energy economics
78
(
2019
),
pp. 668-679
Persistent link: https://www.econbiz.de/10012160057
Saved in:
6
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
7
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
8
Forecasting oil price volatility : forecast combination versus shrinkage method
Zhang, Yaojie
;
Wei, Yu
;
Zhang, Yi
;
Jin, Daxiang
- In:
Energy economics
80
(
2019
),
pp. 423-433
Persistent link: https://www.econbiz.de/10012173653
Saved in:
9
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
10
Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
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