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~accessRights:"restricted"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~person:"Chevallier, Julien"
~person:"Choo, Wei Chong"
~person:"Gillas, Konstantinos Gkillas"
~person:"Hammoudeh, Shawkat"
~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
Risk
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
6
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
Forecasting model
4
Capital income
3
Kapitaleinkommen
3
Börsenkurs
2
Commodity derivative
2
Erdöl
2
Petroleum
2
Risikoprämie
2
Risk premium
2
Rohstoffderivat
2
Share price
2
China
1
China stock market
1
Derivat
1
Derivative
1
EMD
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Estimation
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GARCH-MIDAS
1
Geldpolitik
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HAR
1
Handelsvolumen der Börse
1
Index futures
1
Index-Futures
1
Monetary policy
1
Option pricing theory
1
Optionspreistheorie
1
Risiko
1
Schätzung
1
Standard & Poor's 500 (S&P 500)
1
Theorie
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Chevallier, Julien
Choo, Wei Chong
Gillas, Konstantinos Gkillas
Hammoudeh, Shawkat
Yin, Libo
Yoon, Seong-min
Ma, Feng
11
Gupta, Rangan
6
Liang, Chao
6
Wang, Yudong
6
Zhang, Yaojie
6
Bouri, Elie
4
Li, Xiafei
4
Salisu, Afees A.
4
Song, Yuping
4
Wei, Yu
4
Ji, Qiang
3
Tang, Xiaolong
3
Wang, Jiqian
3
Wu, Xinyu
3
Asai, Manabu
2
Azhar Mohamad
2
Chen, Cathy W. S.
2
Chen, Zhonglu
2
Degiannakis, Stavros
2
Demirer, Rıza
2
Filis, George
2
Gong, Xu
2
He, Mengxi
2
Karathanasopoulos, Andreas
2
Lin, Boqiang
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Ma, Zhiren
2
Nguyen, Duc Khuong
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Nitzsche, Dirk
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Suleman, Muhammad Tahir
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Tang, Yusui
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Wen, Danyan
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Zhang, Bo
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Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Adekoya, Oluwasegun B.
1
Aharon, David Yechiam
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Aiman Hairudin
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International journal of finance & economics : IJFE
Journal of forecasting
Journal of risk
Energy economics
27
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
9
Finance research letters
9
International review of financial analysis
9
Research in international business and finance
7
International review of economics & finance : IREF
6
Economic modelling
4
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Australian economic papers
2
Economics letters
2
Journal of empirical finance
2
Journal of multinational financial management
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
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
2
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of services, economics and management
1
Journal of banking & finance
1
Journal of business research : JBR
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
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Journal of international money and finance
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Journal of the Operational Research Society
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Operations research letters
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Review of quantitative finance and accounting
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The energy journal
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The journal of energy markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
2
Trading volume and realized volatility forecasting : evidence from the China stock market
Liu, Min
;
Choo, Wei Chong
;
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 76-100
Persistent link: https://www.econbiz.de/10013465763
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
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
5
The role of intermediary capital risk in predicting oil volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
Saved in:
6
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:
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