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~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~subject:"Commodity derivative"
~subject:"Kausalanalyse"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Commodity derivative
Kausalanalyse
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Volatilität
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Volatility
60
ARCH model
30
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30
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25
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25
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23
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Ma, Feng
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Gupta, Rangan
18
Hammoudeh, Shawkat
18
Bouri, Elie
14
Demirer, Rıza
11
Ji, Qiang
11
Wei, Yu
11
Chevallier, Julien
9
Kang, Sang Hoon
9
Shahzad, Syed Jawad Hussain
9
Yoon, Seong-min
9
Lucey, Brian M.
8
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8
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7
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7
Mensi, Walid
7
Sadorsky, Perry A.
7
Wohar, Mark E.
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Roubaud, David
6
Salisu, Afees A.
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lee, Chien-chiang
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Liang, Chao
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Liu, Bing-Yue
5
Lu, Xinjie
5
Maghyereh, Aktham I.
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
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5
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Applied economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
International review of economics & finance : IREF
17
Applied economics
15
Finance research letters
14
International review of financial analysis
14
International journal of finance & economics : IJFE
11
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10
Journal of forecasting
10
International journal of forecasting
7
Research in international business and finance
7
The North American journal of economics and finance : a journal of financial economics studies
5
Economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Pacific-Basin finance journal
3
The journal of futures markets
3
China finance review international
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Journal of management science and engineering
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Technological forecasting & social change : an international journal
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Emerging Markets Finance and Trade, 2015
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International economics : the quarterly journal in international economics founded in 1980 by the CEPII
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ECONIS (ZBW)
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41
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
42
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
43
Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
44
Oil prices and news-based uncertainty : novel evidence
Su, Zhi
;
Lu, Man
;
Yin, Libo
- In:
Energy economics
72
(
2018
),
pp. 331-340
Persistent link: https://www.econbiz.de/10011972336
Saved in:
45
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
46
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
47
Can investor attention predict oil prices?
Han, Liyan
;
Lv, Qiuna
;
Yin, Libo
- In:
Energy economics
66
(
2017
),
pp. 547-558
Persistent link: https://www.econbiz.de/10011896568
Saved in:
48
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
49
Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao
;
Wang, Yudong
;
Yin, Libo
- In:
Energy economics
68
(
2017
),
pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
Saved in:
50
Crude oil and world stock markets : volatility spillovers, dynamic correlations, and hedging
Wang, Yudong
;
Liu, Li
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1481-1509
Persistent link: https://www.econbiz.de/10011481725
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