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~isPartOf:"Applied economics letters"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Filis, George"
~person:"Liu, Bing-Yue"
~person:"Ma, Feng"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~subject:"Oil prices"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Oil prices
Volatility
Volatilität
63
Oil price
44
Ölpreis
44
ARCH model
33
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33
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29
Prognoseverfahren
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Filis, George
Liu, Bing-Yue
Ma, Feng
Uddin, Mohammed Gazi Salah
Wang, Yudong
Yin, Libo
Tiwari, Aviral Kumar
20
Gupta, Rangan
19
Hammoudeh, Shawkat
18
Bouri, Elie
14
Wei, Yu
12
Demirer, Rıza
11
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11
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9
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9
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9
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9
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8
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8
Wen, Fenghua
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Wohar, Mark E.
7
Gong, Xu
6
Liang, Chao
6
Roubaud, David
6
Salisu, Afees A.
6
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6
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5
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5
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5
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5
Lu, Xinjie
5
Maghyereh, Aktham I.
5
Naeem, Muhammad Abubakr
5
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5
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5
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Applied economics letters
Economics / Discussion papers : the open-access, open-assessment e-journal
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Quantitative finance
International review of financial analysis
22
International review of economics & finance : IREF
16
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11
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11
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11
International journal of finance & economics : IJFE
9
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8
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7
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6
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5
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5
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4
The journal of futures markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
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3
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3
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1
Economics : the open-access, open-assessment journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Volatility dynamics of agricultural futures markets under uncertainties
Dutta, Anupam
;
Uddin, Mohammed Gazi Salah
;
Sheng, Lin Wen
; …
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046928
Saved in:
2
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:
3
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
6
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
7
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
8
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
9
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
10
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
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