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~accessRights:"restricted"
~isPartOf:"Energy economics"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~subject:"Business cycle"
~subject:"Geopolitics"
~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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Business cycle
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Volatility
31
Volatilität
31
Forecasting model
23
Prognoseverfahren
23
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17
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11
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Gupta, Rangan
Ma, Feng
Tiwari, Aviral Kumar
13
Bouri, Elie
9
Hammoudeh, Shawkat
8
Ji, Qiang
8
Wei, Yu
8
Wen, Fenghua
8
Dai, Zhifeng
7
Kang, Sang Hoon
7
Shahzad, Syed Jawad Hussain
7
Uddin, Mohammed Gazi Salah
7
Wang, Yudong
7
Demirer, Rıza
6
Zhang, Yaojie
6
Filis, George
5
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5
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5
Mensi, Walid
5
Yin, Libo
5
Yoon, Seong-min
5
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4
Dutta, Anupam
4
Hasanov, Akram Shavkatovich
4
Li, Xiafei
4
Liu, Bing-Yue
4
Lu, Xinjie
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
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Roubaud, David
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Sitara Karim
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Soytaş, Uǧur
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4
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4
Alqahtani, Faisal
3
Elder, John
3
Fan, Ying
3
Gabauer, David
3
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3
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International review of economics & finance : IREF
11
Finance research letters
10
International review of financial analysis
9
Applied economics
8
Applied economics letters
8
International journal of finance & economics : IJFE
8
The North American journal of economics and finance : a journal of financial economics studies
7
Economic modelling
6
International journal of forecasting
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Defence and peace economics
3
Economics letters
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China finance review international
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the Operational Research Society
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ECONIS (ZBW)
27
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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
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
3
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:
4
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:
5
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
6
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
7
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:
8
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:
9
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
10
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:
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