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~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~person:"Ma, Feng"
~person:"Schasfoort, Joeri"
~person:"Yoon, Seong-min"
~subject:"ARCH-Modell"
~subject:"China"
~subject:"Oil price"
~subject:"Petroleum"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH-Modell
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Volatility
33
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33
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25
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21
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Ma, Feng
Schasfoort, Joeri
Yoon, Seong-min
Tiwari, Aviral Kumar
15
Hammoudeh, Shawkat
14
Gupta, Rangan
13
Wang, Yudong
11
Wei, Yu
11
Bouri, Elie
10
Demirer, Rıza
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
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7
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7
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7
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7
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6
Zhang, Yaojie
6
Do, Hung Xuan
5
Dutta, Anupam
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Liu, Li
5
Lu, Xinjie
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Salisu, Afees A.
5
Sitara Karim
5
Wang, Lu
5
Wohar, Mark E.
5
Yin, Libo
5
Zhang, Bing
5
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4
Huang, Dengshi
4
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4
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4
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Applied economics letters
Energy economics
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10
International review of financial analysis
9
International review of economics & finance : IREF
8
Economic modelling
5
International journal of finance & economics : IJFE
5
Finance research letters
4
International journal of forecasting
3
Journal of forecasting
3
Korea and the world economy
3
The Korean economic review
3
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2
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2
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2
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1
Economics : the open-access, open-assessment e-journal
1
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1
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1
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1
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1
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:
2
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:
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
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:
5
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:
6
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
Saved in:
7
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
8
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
9
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
10
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
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