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~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of forecasting"
~isPartOf:"The European journal of finance"
~person:"Degiannakis, Stavros"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Ji, Qiang"
~person:"Liang, Chao"
~person:"Lyócsa, Štefan"
~person:"Sensoy, Ahmet"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Behavioural finance"
~subject:"Efficient market hypothesis"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Behavioural finance
Efficient market hypothesis
Oil price
Prognoseverfahren
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Volatilität
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Volatility
45
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19
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Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Ji, Qiang
Liang, Chao
Lyócsa, Štefan
Sensoy, Ahmet
Yin, Libo
Yoon, Seong-min
Bouri, Elie
12
Lucey, Brian M.
9
Roubaud, David
9
Ma, Feng
8
Tiwari, Aviral Kumar
8
Corbet, Shaen
7
Wang, Yudong
7
Gillas, Konstantinos Gkillas
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Molnár, Peter
6
Wang, Jiqian
6
Wei, Yu
6
Zhang, Yaojie
6
Lu, Xinjie
5
Pierdzioch, Christian
5
Wu, Xinyu
5
Yarovaya, Larisa
5
Al-Yahyaee, Khamis Hamed
4
Caporale, Guglielmo Maria
4
Das, Debojyoti
4
Gozgor, Giray
4
Lau, Chi Keung
4
Li, Yan
4
Luo, Xingguo
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Nonejad, Nima
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Salisu, Afees A.
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Shahzad, Syed Jawad Hussain
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4
Xiong, Xiong
4
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4
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3
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3
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Finance research letters
Global finance journal
Journal of forecasting
The European journal of finance
Energy economics
49
The North American journal of economics and finance : a journal of financial economics studies
23
International review of financial analysis
20
International review of economics & finance : IREF
17
Research in international business and finance
13
Applied economics
12
International journal of finance & economics : IJFE
10
Journal of international financial markets, institutions & money
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
International journal of forecasting
7
Applied economics letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Pacific-Basin finance journal
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Journal of multinational financial management
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of risk
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OPEC energy review
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1
Predicting natural gas futures' volatility using climate risks
Guo, Kun
;
Liu, Fengqi
;
Sun, Xiaolei
;
Zhang, Dayong
;
Ji, …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
Saved in:
2
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
3
Jump forecasting in foreign exchange markets : a high-frequency analysis
Uzun, Sevcan
;
Sensoy, Ahmet
;
Nguyen, Duc Khuong
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 578-624
Persistent link: https://www.econbiz.de/10014292217
Saved in:
4
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:
5
The US banking crisis in 2023 : intraday attention and price variation of banks at risk
Lyócsa, Štefan
;
Halousková, Martina
;
Haugom, Erik
- In:
Finance research letters
57
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014526689
Saved in:
6
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
7
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
8
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:
9
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
10
Predicting the volatility of China's new energy stock market : deep insight from the realized EGARCH-MIDAS model
Wang, Lu
;
Zhao, Chenchen
;
Liang, Chao
;
Jiu, Song
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013463292
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