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~isPartOf:"Australian economic papers"
~isPartOf:"Energy economics"
~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Prognose"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
Prognose
Stock market
Time series analysis
Ölpreis
Volatility
65
Volatilität
65
ARCH model
33
ARCH-Modell
33
Welt
24
World
24
Forecasting model
23
Prognoseverfahren
23
Schätzung
18
Commodity derivative
17
Rohstoffderivat
17
Börsenkurs
16
Oil market
16
Share price
16
Spillover effect
15
Spillover-Effekt
15
Ölmarkt
15
Aktienmarkt
14
Capital income
13
Kapitaleinkommen
13
Volatility forecasting
12
Erdöl
8
Petroleum
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Portfolio selection
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Portfolio-Management
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Risiko
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Risk
8
Zeitreihenanalyse
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Forecast
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Causality analysis
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Exchange rate
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Kausalanalyse
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Wechselkurs
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Aufsatz in Zeitschrift
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54
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54
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Ma, Feng
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Yoon, Seong-min
Bouri, Elie
13
Hammoudeh, Shawkat
13
Gupta, Rangan
11
Uddin, Mohammed Gazi Salah
9
Wei, Yu
9
Ji, Qiang
8
Kang, Sang Hoon
8
Mensi, Walid
8
Wen, Fenghua
8
Dai, Zhifeng
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Demirer, Rıza
6
Lin, Boqiang
6
Zhang, Yaojie
6
Dutta, Anupam
5
Filis, George
5
Gong, Xu
5
Liang, Chao
5
Nguyen, Duc Khuong
5
Wohar, Mark E.
5
Do, Hung Xuan
4
Elder, John
4
Hasanov, Akram Shavkatovich
4
Li, Xiafei
4
Liu, Bing-Yue
4
Liu, Li
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
4
Roubaud, David
4
Salisu, Afees A.
4
Serletis, Apostolos
4
Sitara Karim
4
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Australian economic papers
Energy economics
Applied economics
15
International review of economics & finance : IREF
14
Finance research letters
13
International review of financial analysis
12
International journal of finance & economics : IJFE
9
Economic modelling
8
International journal of forecasting
7
Journal of forecasting
7
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
4
Research in international business and finance
4
Economics letters
3
Journal of empirical finance
3
Pacific-Basin finance journal
3
The Korean economic review
3
China finance review international
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of management science and engineering
2
Korea and the world economy
2
The European journal of finance
2
The journal of futures markets
2
Brussels economic review
1
Computational economics
1
Dae oe gyeong je yeon gu
1
Economics : the open-access, open-assessment journal
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of law and management
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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ECONIS (ZBW)
54
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1
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
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
Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar
;
Sharma, Gagan Deep
;
Rao, Amar
; …
- In:
Energy economics
134
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015047054
Saved in:
4
Time-varying relationship between international monetary policy and energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014637528
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
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
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
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
Saved in:
10
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:
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