//--> //--> //--> //-->
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:"Dae oe gyeong je yeon gu"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Li, Xiafei"
~person:"Lu, Xinjie"
~person:"Ma, Feng"
~person:"Maghyereh, Aktham I."
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Wechselkurs"
~subject:"Ölpreis"
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_exact:"Volatility"
Narrow search
Delete all filters
| 22 applied filters
Year of publication
From:
To:
Subject
All
Oil price
Stock market
Time series analysis
Volatility
Wechselkurs
Ölpreis
Volatilität
94
ARCH model
49
ARCH-Modell
49
Forecasting model
38
Prognoseverfahren
38
Welt
33
World
33
Commodity derivative
31
Rohstoffderivat
31
Estimation
28
Schätzung
28
Börsenkurs
27
Share price
27
Aktienmarkt
22
Oil market
21
Capital income
20
Kapitaleinkommen
20
Ölmarkt
20
Spillover effect
18
Spillover-Effekt
18
Erdöl
13
Petroleum
13
Volatility forecasting
13
Risk
11
Zeitreihenanalyse
11
Portfolio selection
10
Portfolio-Management
10
Risiko
10
China
9
Exchange rate
8
Forecast
8
Prognose
8
Hedging
7
Risikomaß
7
more ...
less ...
Online availability
All
Undetermined
74
Free
4
Type of publication
All
Article
93
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
93
Aufsatz in Zeitschrift
93
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
Author
All
Chang, Chia-Lin
Li, Xiafei
Lu, Xinjie
Ma, Feng
Maghyereh, Aktham I.
Tiwari, Aviral Kumar
Wang, Yudong
Wei, Yu
Yin, Libo
Yoon, Seong-min
Hammoudeh, Shawkat
19
Gupta, Rangan
18
Bouri, Elie
17
Kang, Sang Hoon
13
Ji, Qiang
12
Demirer, Rıza
10
Liang, Chao
10
Mensi, Walid
10
Wen, Fenghua
10
Lin, Boqiang
9
Shahzad, Syed Jawad Hussain
9
Uddin, Mohammed Gazi Salah
9
Zhang, Yaojie
9
Salisu, Afees A.
8
Gong, Xu
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Nguyen, Duc Khuong
6
Roubaud, David
6
Wohar, Mark E.
6
Dutta, Anupam
5
Filis, George
5
Hasanov, Akram Shavkatovich
5
Huang, Dengshi
5
Jawadi, Fredj
5
Lau, Chi Keung
5
Liu, Bing-Yue
5
Lucey, Brian M.
5
Maitra, Debasish
5
Nazlıoğlu, Şaban
5
more ...
less ...
Published in...
All
Dae oe gyeong je yeon gu
Economics / Discussion papers : the open-access, open-assessment e-journal
Energy economics
Financial innovation : FIN
International journal of finance & economics : IJFE
Econometric Institute research papers
34
Finance research letters
25
Applied economics
22
Discussion paper / Tinbergen Institute
22
International review of economics & finance : IREF
22
International review of financial analysis
18
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
14
Economic modelling
11
Journal of forecasting
10
Research in international business and finance
9
International journal of forecasting
6
Applied economics letters
5
Economics letters
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Tinbergen Institute Discussion Paper
5
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
The Korean economic review
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of commodity markets
3
Journal of econometrics
3
Korea and the world economy
3
Pacific-Basin finance journal
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
China finance review international
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of management science and engineering
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Review of Pacific Basin financial markets and policies
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
The journal of futures markets
2
The journal of the Korean economy
2
Annals of financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
94
Showing
11
-
20
of
94
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
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:
12
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:
13
The role of intermediary capital risk in predicting oil volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
Saved in:
14
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
15
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
16
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
17
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
18
Managerial ability and idiosyncratic volatility
Wu, Xi
;
Tong, Xinle
;
Wang, Yudong
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2566-2581
Persistent link: https://www.econbiz.de/10013184908
Saved in:
19
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:
20
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->