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~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~person:"Degiannakis, Stavros"
~person:"Ma, Feng"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Oil price
Prognoseverfahren
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
7
Forecasting model
6
ARCH model
5
ARCH-Modell
5
Aktienmarkt
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
Welt
3
World
3
Commodity derivative
2
Erdöl
2
Petroleum
2
Rohstoffderivat
2
realized volatility
2
Derivat
1
Derivative
1
EMWA-HAR-RV model
1
Economic indicator
1
GARCH-MIDAS
1
Großbritannien
1
HAR model
1
Index futures
1
Index-Futures
1
International financial market
1
Internationaler Finanzmarkt
1
Markov chain
1
Markov-Kette
1
Option pricing theory
1
Optionspreistheorie
1
Risikoprämie
1
Risk premium
1
Standard & Poor's 500 (S&P 500)
1
Technischer Fortschritt
1
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Article in journal
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7
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7
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Degiannakis, Stavros
Ma, Feng
Yin, Libo
Yoon, Seong-min
Wang, Yudong
5
Song, Yuping
4
Zhang, Yaojie
4
Bouri, Elie
3
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
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
Chevallier, Julien
1
Choi, Ji-Eun
1
Choo, Wei Chong
1
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Journal of forecasting
Journal of risk
Energy economics
32
International review of financial analysis
16
Applied economics
13
International review of economics & finance : IREF
11
Economic modelling
9
Finance research letters
9
International journal of finance & economics : IJFE
8
The North American journal of economics and finance : a journal of financial economics studies
6
International journal of forecasting
4
Journal of empirical finance
4
Applied economics letters
3
Global finance journal
3
Research in international business and finance
3
The energy journal
3
Australian economic papers
2
China finance review international
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Pacific-Basin finance journal
2
The journal of futures markets
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Operational research : an international journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
The European journal of finance
1
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ECONIS (ZBW)
7
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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
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:
5
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:
6
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
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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