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~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~person:"Bouri, Elie"
~person:"Chevallier, Julien"
~person:"Gillas, Konstantinos Gkillas"
~person:"Hammoudeh, Shawkat"
~person:"Wang, Jiqian"
~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
7
ARCH model
5
ARCH-Modell
5
Forecasting model
5
Aktienmarkt
3
Capital income
3
Kapitaleinkommen
3
Börsenkurs
2
Commodity derivative
2
Erdöl
2
Petroleum
2
Risikoprämie
2
Risk premium
2
Rohstoffderivat
2
Share price
2
Welt
2
World
2
Derivat
1
Derivative
1
Economic indicator
1
Estimation
1
Forecast
1
GARCH-MIDAS
1
GARCH-MIDAS model
1
Geldpolitik
1
Index futures
1
Index-Futures
1
Markov chain
1
Markov-Kette
1
Monetary policy
1
Option pricing theory
1
Optionspreistheorie
1
Prognose
1
Risiko
1
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Bouri, Elie
Chevallier, Julien
Gillas, Konstantinos Gkillas
Hammoudeh, Shawkat
Wang, Jiqian
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
Degiannakis, Stavros
2
Filis, George
2
He, Mengxi
2
Ji, Qiang
2
Karathanasopoulos, Andreas
2
Ma, Zhiren
2
Wen, Danyan
2
Zhang, Bo
2
Amendola, Alessandra
1
Arteche, Josu
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
Choi, Ji-Eun
1
Choo, Wei Chong
1
Choudhry, Taufiq
1
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Journal of forecasting
Journal of risk
Energy economics
41
Finance research letters
21
International review of financial analysis
21
International review of economics & finance : IREF
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of international financial markets, institutions & money
8
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
International journal of finance & economics : IJFE
3
Journal of multinational financial management
3
The European journal of finance
3
The world economy : the leading journal on international economic relations
3
Economics letters
2
Journal of commodity markets
2
Journal of empirical finance
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Australian economic papers
1
China finance review international
1
Computational economics
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 : a quarterly journal of the Institute for Advanced Studies
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 banking & finance
1
Journal of behavioral and experimental finance
1
Journal of business research : JBR
1
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
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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
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:
3
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:
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
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
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
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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