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~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~person:"Bouri, Elie"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~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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Volatilität
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6
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4
ARCH-Modell
4
Forecasting model
4
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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
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2
He, Mengxi
2
Ji, Qiang
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Karathanasopoulos, Andreas
2
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2
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Wen, Danyan
2
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2
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Asai, Manabu
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1
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Journal of forecasting
Journal of risk
Energy economics
36
International review of financial analysis
18
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
9
International review of economics & finance : IREF
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
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Pacific-Basin finance journal
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Economic modelling
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Eurasian economic review : a journal in applied macroeconomics and finance
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Financial modeling and risk management of energy and environmental instruments and derivates
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International journal of forecasting
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Journal of banking & finance
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Journal of behavioral and experimental finance
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OPEC energy review
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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
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:
5
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:
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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