//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~subject:"Petroleum"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Petroleum
ARCH model
25
ARCH-Modell
25
Volatility
25
Volatilität
25
Oil price
20
Ölpreis
20
Forecasting model
19
Prognoseverfahren
19
Commodity derivative
16
Rohstoffderivat
16
Volatility forecasting
9
Welt
7
World
7
Aktienmarkt
6
Börsenkurs
6
Capital income
6
Estimation
6
Kapitaleinkommen
6
Schätzung
6
Share price
6
Stock market
6
Erdöl
5
Time series analysis
5
Zeitreihenanalyse
5
Markov chain
3
Markov-Kette
3
Oil market
3
Portfolio selection
3
Portfolio-Management
3
Realized volatility
3
USA
3
United States
3
volatility forecasting
3
Ölmarkt
3
Capital market returns
2
Crude oil futures
2
Forecasting
2
Futures
2
GARCH-MIDAS
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Ma, Feng
McAleer, Michael
Chevallier, Julien
3
Bouri, Elie
2
Rahman, Sajjadur
2
Alizadeh-Masoodian, Amir H.
1
Auer, Benjamin R.
1
Baum, Christopher F.
1
Bhar, Ramaprasad
1
Bonnier, Jean-Baptiste
1
Chan, Joshua
1
Chang, Kuang-liang
1
Chebbi, Tarek
1
Chen, Rongda
1
Czudaj, Robert
1
Dai, Zhifeng
1
Do, Hung Xuan
1
Gao, Tianxiao
1
Ghani, Maria
1
Gong, Xu
1
Grant, Angelia L.
1
Gu, Rongbao
1
Guo, Yangli
1
Hammoud, Rami
1
Hamori, Shigeyuki
1
Hao, Yun
1
Hasanov, Akram Shavkatovich
1
Hmedat, Waleed
1
Huang, Chih-Yueh
1
Huang, Dengshi
1
Huang, Wenyang
1
Huang, Yisu
1
Ji, Qiang
1
Karali, Berna
1
Kassm, Christina Abou
1
Klein, Tony
1
Lee, Chien-chiang
1
Li, Fuxing
1
Li, Guo
1
Li, Haibo
1
Li, Pan
1
more ...
less ...
Published in...
All
Computational economics
Energy economics
International journal of finance & economics : IJFE
Journal of forecasting
2
Applied economics
1
Econometric Institute research papers
1
Finance research letters
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Quantitative finance
1
Tinbergen Institute Discussion Paper 2018-052/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
2
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:
3
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
4
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
5
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->