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~isPartOf:"Applied economics letters"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Demirer, Rıza"
~person:"Gil-Alaña, Luis A."
~person:"Gong, Xu"
~person:"Ma, Feng"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Long memory"
~subject:"Oil price"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Großbritannien
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29
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Demirer, Rıza
Gil-Alaña, Luis A.
Gong, Xu
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Gupta, Rangan
26
Caporale, Guglielmo Maria
19
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14
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Applied economics letters
Financial innovation : FIN
International journal of finance & economics : IJFE
Journal of economics and finance : JEF
Journal of forecasting
Journal of international financial markets, institutions & money
Energy economics
42
Applied economics
24
International review of financial analysis
15
Economic modelling
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International review of economics & finance : IREF
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Finance research letters
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Journal of economics and finance
8
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Research in international business and finance
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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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Tourism economics : the business and finance of tourism and recreation
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Economics letters
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Applied financial economics
4
Empirica : journal of european economics
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The journal of futures markets
4
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3
European review of economics and finance
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International journal of forecasting
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International journal of theoretical and applied finance
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Oxford bulletin of economics and statistics
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African journal of economic and sustainable development
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CBN journal of applied statistics
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Defence and peace economics
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Economia internazionale
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Journal of economic behavior & organization : JEBO
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Journal of economic studies
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ECONIS (ZBW)
53
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
The oil price plummeted in 2014-2015 : is there an effect on Chinese firms' labour investment?
Liu, Xinheng
;
Li, Shuxian
;
Fu, Chengbo
;
Gong, Xu
;
Fan, Chen
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 943-960
Persistent link: https://www.econbiz.de/10014470033
Saved in:
3
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
4
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
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
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
7
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:
8
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
9
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
10
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
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