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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
Oil price
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
59
ARCH model
29
ARCH-Modell
29
Forecasting model
24
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24
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23
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23
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11
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Zeitreihenanalyse
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Ma, Feng
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Gupta, Rangan
18
Hammoudeh, Shawkat
18
Bouri, Elie
13
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
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Lin, Boqiang
7
Lucey, Brian M.
7
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7
Sadorsky, Perry A.
7
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7
Dai, Zhifeng
6
Do, Hung Xuan
6
Liu, Li
6
Roubaud, David
6
Salisu, Afees A.
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Liu, Bing-Yue
5
Lu, Xinjie
5
Maghyereh, Aktham I.
5
Nguyen, Duc Khuong
5
Serletis, Apostolos
5
Soytaş, Uǧur
5
Wang, Lu
5
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5
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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
Applied economics
15
International review of economics & finance : IREF
15
International review of financial analysis
13
Finance research letters
12
Economic modelling
10
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10
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9
Research in international business and finance
7
International journal of forecasting
6
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
4
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4
Pacific-Basin finance journal
3
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2
Journal of management science and engineering
2
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2
Technological forecasting & social change : an international journal
2
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2
The journal of futures markets
2
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2
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1
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Department of Economics working paper series
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Emerging Markets Finance and Trade, 2015
1
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
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Financial innovation : FIN
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International journal of law and management
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Istanbul business research
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Journal of Asia Pacific business
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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:
2
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
3
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:
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
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:
6
Oil implied volatility and expected stock returns along the worldwide supply chain
Li, Chenchen
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
114
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
Saved in:
7
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:
8
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Zhong, Juandan
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
Saved in:
9
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
10
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad
;
Roubaud, David
;
Tiwari, Aviral Kumar
- In:
Energy economics
109
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
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