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~accessRights:"restricted"
~person:"Li, Xiafei"
~person:"Lu, Xinjie"
~person:"Ma, Feng"
~person:"Maghyereh, Aktham I."
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Causality analysis"
~subject:"Erdöl"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Wechselkurs"
~subject:"Ölpreis"
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Causality analysis
Erdöl
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Volatility
203
Volatilität
200
Forecasting model
123
Prognoseverfahren
123
ARCH model
108
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108
Aktienmarkt
76
Börsenkurs
70
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70
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60
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60
Welt
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World
60
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55
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Volatility forecasting
49
Commodity derivative
40
Rohstoffderivat
40
Oil market
30
Risiko
30
Ölmarkt
29
China
26
Petroleum
24
Theorie
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Theory
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Spillover effect
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Spillover-Effekt
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Zeitreihenanalyse
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Forecast
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168
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Li, Xiafei
Lu, Xinjie
Ma, Feng
Maghyereh, Aktham I.
Wang, Yudong
Yin, Libo
Yoon, Seong-min
Gupta, Rangan
104
Bouri, Elie
45
Zhang, Yaojie
36
Tiwari, Aviral Kumar
35
Mensi, Walid
34
Bahmani-Oskooee, Mohsen
32
Wei, Yu
32
Hammoudeh, Shawkat
31
Liang, Chao
31
Demirer, Rıza
29
Balcilar, Mehmet
28
Wohar, Mark E.
28
Ji, Qiang
27
Pierdzioch, Christian
27
Kang, Sang Hoon
26
Xuan Vinh Vo
26
Shahzad, Syed Jawad Hussain
24
Roubaud, David
22
Salisu, Afees A.
21
Wen, Fenghua
21
Filis, George
18
Degiannakis, Stavros
17
Wang, Jiqian
17
Wang, Lu
17
Gillas, Konstantinos Gkillas
16
Lau, Chi Keung
16
Lucey, Brian M.
16
Uddin, Mohammed Gazi Salah
16
Zhu, Huiming
16
Li, Yan
15
Nonejad, Nima
15
Guesmi, Khaled
14
Jawadi, Fredj
14
Kumar, Dilip
14
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Energy economics
40
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15
International review of financial analysis
13
Finance research letters
12
International review of economics & finance : IREF
12
Economic modelling
10
International journal of finance & economics : IJFE
9
International journal of forecasting
7
Journal of forecasting
7
Research in international business and finance
5
Journal of empirical finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Australian economic papers
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China finance review international
2
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2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
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2
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
168
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1
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
2
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
3
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
4
Video apps user engagement and stock market volatility : evidence from China
Zhang, Jixiang
;
Ma, Feng
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531802
Saved in:
5
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
6
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
7
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
8
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
9
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
10
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
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