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~accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~language:"bul"
~language:"eng"
~language:"spa"
~person:"Japutra, Arnold"
~person:"Liang, Chao"
~person:"Wohar, Mark E."
~person:"Zhang, Yaojie"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Festschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Volatility
Forecasting model
2
Oil price
2
Prognoseverfahren
2
Ölpreis
2
ARCH model
1
ARCH-Modell
1
Cojumps
1
Commodity derivative
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Economic forecast
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Elastic net
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Jump intensity
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Lasso
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Oil market
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Oil price predictability
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Out-of-sample forecasts
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Rohstoffderivat
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Schock
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Shock
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Volatilität
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Japutra, Arnold
Liang, Chao
Wohar, Mark E.
Zhang, Yaojie
Frijns, Bart
3
Wang, Yudong
3
Wu, Chongfeng
3
Chen, Yu-Lun
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Ho, Kin-Yip
2
Indriawan, Ivan
2
Jiang, George J.
2
Kim, Kun Ho
2
Liao, Yin
2
Molnár, Peter
2
Nonejad, Nima
2
Shi, Yanlin
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Tourani Rad, Alireza
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Yin, Libo
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Journal of empirical finance
Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
7
Finance research letters
7
Economic modelling
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of retailing and consumer services
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Journal of business research : JBR
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International review of financial analysis
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Journal of forecasting
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Journal of international financial markets, institutions & money
4
Research in international business and finance
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International journal of forecasting
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of market research
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Journal of strategic marketing
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Pacific-Basin finance journal
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The European journal of finance
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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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Tourism analysis : an interdisciplinary tourism & hospitality journal
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Applied economics letters
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Asia Pacific journal of marketing and logistics
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Information systems management
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International marketing review
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Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
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