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~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~person:"Degiannakis, Stavros"
~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
3
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Welt
2
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Aktienmarkt
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Börsenkurs
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Derivat
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Index-Futures
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Option pricing theory
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Optionspreistheorie
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Risikoprämie
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Risk premium
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Share price
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Standard & Poor's 500 (S&P 500)
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futures prices
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high-frequency data
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moneyness
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multistep ahead forecasts
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oil price implied volatility index
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oil volatility risk premium
1
option pricing
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realized volatility
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stock market volatility
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time to expiration
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time-varying parameter model
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uncertainty
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volatility measures
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Degiannakis, Stavros
Yin, Libo
Yoon, Seong-min
Wang, Yudong
5
Ma, Feng
4
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
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
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Castellanos, Jenny
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Cepni, Oguzhan
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Chan, Jiun Hong
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Charoenwong, Ben
1
Chen, Cathy W. S.
1
Chen, Jiusheng
1
Chen, Langnan
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Chevallier, Julien
1
Choi, Ji-Eun
1
Choo, Wei Chong
1
Choudhry, Taufiq
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Journal of forecasting
Journal of risk
Energy economics
12
Applied economics
6
International review of financial analysis
6
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
4
Economic modelling
3
Finance research letters
3
Global finance journal
3
Journal of empirical finance
3
Research in international business and finance
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The energy journal
3
Economics letters
2
Australian economic papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of international money and finance
1
Operational research : an international journal
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Pacific-Basin finance journal
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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
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:
3
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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