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~accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~person:"Degiannakis, Stavros"
~person:"Wen, Danyan"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Volatilität"
~subject:"Ölpreis"
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Oil price
Prognoseverfahren
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8
ARCH model
7
ARCH-Modell
7
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7
Welt
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Degiannakis, Stavros
Wen, Danyan
Yin, Libo
Yoon, Seong-min
Wang, Yudong
8
Ma, Feng
5
Zhang, Yaojie
5
Song, Yuping
4
Wu, Chongfeng
4
Bouri, Elie
3
Filis, George
3
Frijns, Bart
3
Gupta, Rangan
3
Liao, Yin
3
Nonejad, Nima
3
Tang, Xiaolong
3
Wu, Xinyu
3
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2
Chen, Yu-Lun
2
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2
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2
Fang, Tong
2
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2
Gillas, Konstantinos Gkillas
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He, Mengxi
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Ho, Kin-Yip
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Molnár, Peter
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Pan, Zhiyuan
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2
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2
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2
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Journal of empirical finance
Journal of forecasting
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Energy economics
13
Applied economics
8
International review of financial analysis
6
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economic modelling
4
International review of economics & finance : IREF
4
Global finance journal
3
Research in international business and finance
3
The energy journal
3
Australian economic papers
2
Economics letters
2
International journal of forecasting
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
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International journal of finance & economics : IJFE
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1
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:
2
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
3
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:
4
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
5
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:
6
Forecasting global stock market implied volatility indices
Degiannakis, Stavros
;
Filis, George
;
Hassani, Hossein
- In:
Journal of empirical finance
46
(
2018
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
Saved in:
7
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
8
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
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