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~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~person:"Arteche, Josu"
~person:"Bouri, Elie"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
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Search: subject_exact:"Volatility"
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Volatility
7
Volatilität
7
Forecasting model
5
Prognoseverfahren
5
ARCH model
4
ARCH-Modell
4
Oil price
3
Welt
3
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3
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3
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2
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Arteche, Josu
Bouri, Elie
Degiannakis, Stavros
Hammoudeh, Shawkat
Yin, Libo
Yoon, Seong-min
Wang, Yudong
5
Ma, Feng
4
Song, Yuping
4
Zhang, Yaojie
4
Gupta, Rangan
3
Tang, Xiaolong
3
Wu, Xinyu
3
Filis, George
2
Gillas, Konstantinos Gkillas
2
He, Mengxi
2
Ji, Qiang
2
Karathanasopoulos, Andreas
2
Ma, Zhiren
2
Wang, Jiqian
2
Wen, Danyan
2
Zhang, Bo
2
Aharon, David Yechiam
1
Amendola, Alessandra
1
Asai, Manabu
1
Baruník, Jozef
1
Berger, Theo
1
Bhuiyan, Miraj Ahmed
1
Blanco-Fernández, Ángela
1
Blitz, David
1
Bonato, Matteo
1
Cameron, James
1
Candila, Vincenzo
1
Castellanos, Jenny
1
Cepni, Oguzhan
1
Chan, Jiun Hong
1
Charoenwong, Ben
1
Chen, Cathy W. S.
1
Chen, Jiusheng
1
Chen, Langnan
1
Chevallier, Julien
1
Choi, Ji-Eun
1
Choo, Wei Chong
1
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Journal of forecasting
Journal of risk
Energy economics
37
International review of financial analysis
19
Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
10
Applied economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Research in international business and finance
7
Journal of international financial markets, institutions & money
6
Pacific-Basin finance journal
5
Economic modelling
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Defence and peace economics
3
Emerging markets review
3
Global finance journal
3
Journal of empirical finance
3
The energy journal
3
The world economy : the leading journal on international economic relations
3
Australian economic papers
2
Economics letters
2
International journal of finance & economics : IJFE
2
Journal of commodity markets
2
Journal of multinational financial management
2
The quarterly review of economics and finance
2
Computational economics
1
Econometric theory
1
Economia politica : journal of analytical and institutional economics
1
Economic research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Empirical Economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy Economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
International journal of forecasting
1
Journal of Risk Finance
1
Journal of banking & finance
1
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ECONIS (ZBW)
7
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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
Which factors drive Bitcoin volatility : macroeconomic, technical, or both?
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Guo, Yangli
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 970-988
Persistent link: https://www.econbiz.de/10014292892
Saved in:
3
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:
4
Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu
;
García-Enríquez, Javier
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
Saved in:
5
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:
6
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:
7
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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