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~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"Pacific-Basin finance journal"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Degiannakis, Stavros"
~person:"Gillas, Konstantinos Gkillas"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Lyócsa, Štefan"
~person:"Sun, Xiaolei"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Welt"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Volatilität
Welt
Ölpreis
Volatility
36
Capital income
13
Forecasting model
13
Kapitaleinkommen
13
World
13
Aktienmarkt
12
Börsenkurs
11
Share price
11
ARCH model
9
ARCH-Modell
9
Estimation
7
Schätzung
7
Theorie
7
Theory
7
Forecast
6
Prognose
6
Risiko
6
Zeitreihenanalyse
6
Realized volatility
5
Spillover effect
5
Spillover-Effekt
5
Anlageverhalten
4
Behavioural finance
4
Exchange rate
4
Forecasting
4
Risikoprämie
4
Risk premium
4
Wechselkurs
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Commodity derivative
3
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Efficient market hypothesis
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Effizienzmarkthypothese
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36
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Al-Yahyaee, Khamis Hamed
Degiannakis, Stavros
Gillas, Konstantinos Gkillas
Gupta, Rangan
Hammoudeh, Shawkat
Lyócsa, Štefan
Sun, Xiaolei
Yin, Libo
Yoon, Seong-min
Bouri, Elie
14
Ma, Feng
10
Lucey, Brian M.
9
Roubaud, David
9
Tiwari, Aviral Kumar
9
Ji, Qiang
8
Zhang, Yaojie
8
Corbet, Shaen
7
Wang, Yudong
7
Wei, Yu
7
Luo, Xingguo
6
Molnár, Peter
6
Sensoy, Ahmet
6
Wu, Xinyu
6
Xiong, Xiong
6
Zaremba, Adam
6
Li, Yan
5
Liang, Chao
5
Lu, Xinjie
5
Pierdzioch, Christian
5
Shen, Dehua
5
Wang, Jiqian
5
Yarovaya, Larisa
5
Yousaf, Imran
5
Caporale, Guglielmo Maria
4
Das, Debojyoti
4
Gil-Alaña, Luis A.
4
Gozgor, Giray
4
Lau, Chi Keung
4
Pan, Zhiyuan
4
Shahzad, Syed Jawad Hussain
4
Shi, Yanlin
4
Song, Yuping
4
Tang, Yusui
4
Xie, Haibin
4
Zhang, Wei
4
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Finance research letters
Journal of economics and finance
Journal of forecasting
Pacific-Basin finance journal
Energy economics
38
The North American journal of economics and finance : a journal of financial economics studies
23
International review of economics & finance : IREF
16
International review of financial analysis
13
Research in international business and finance
10
Applied economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Economics letters
7
Journal of international financial markets, institutions & money
7
Global finance journal
6
The European journal of finance
6
Applied economics letters
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of forecasting
5
Department of Economics working paper series
4
Economic modelling
4
International journal of finance & economics : IJFE
4
Journal of multinational financial management
4
Annals of financial economics
3
Defence and peace economics
3
Journal of empirical finance
3
The energy journal
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Australian economic papers
2
Economic systems
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of risk
2
OPEC energy review
2
Open economies review
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Structural change and economic dynamics : SC+ED
2
The North American journal of economics and finance : a journal of theory and practice
2
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
36
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1
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
2
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:
3
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:
4
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:
5
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:
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
YOLO trading : riding with the herd during the GameStop episode
Lyócsa, Štefan
;
Baumöhl, Eduard
;
Výrost, Tomáš
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341485
Saved in:
8
Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of implied volatility and attention
Lyócsa, Štefan
;
Plíhal, Tomáš
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013464299
Saved in:
9
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:
10
FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
Finance research letters
40
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Saved in:
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