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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Albrecht, Peter"
~person:"Dutta, Anupam"
~person:"Ma, Feng"
~person:"Sheng, Xin"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~person:"Zarangas, Leonidas P."
~person:"Zhou, Yimin"
~subject:"ARCH-Modell"
~subject:"China"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"World"
~subject:"Ölpreis"
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ARCH-Modell
China
Oil price
Schätzung
World
Ölpreis
Volatility
52
Volatilität
52
ARCH model
32
Forecasting model
28
Prognoseverfahren
28
Commodity derivative
20
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20
Welt
19
Estimation
17
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16
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12
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11
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Albrecht, Peter
Dutta, Anupam
Ma, Feng
Sheng, Xin
Yin, Libo
Yoon, Seong-min
Zarangas, Leonidas P.
Zhou, Yimin
Gupta, Rangan
51
Bouri, Elie
19
Hammoudeh, Shawkat
16
Salisu, Afees A.
15
Tiwari, Aviral Kumar
15
Wei, Yu
13
Ji, Qiang
12
Pierdzioch, Christian
12
Wang, Yudong
12
Demirer, Rıza
10
Liang, Chao
10
Kang, Sang Hoon
9
Wen, Fenghua
9
Li, Xiafei
8
Lin, Boqiang
8
Shahzad, Syed Jawad Hussain
8
Zhang, Yaojie
8
Gong, Xu
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Dai, Zhifeng
6
Nguyen, Duc Khuong
6
Uddin, Mohammed Gazi Salah
6
Wohar, Mark E.
6
Filis, George
5
Gabauer, David
5
Hasanov, Akram Shavkatovich
5
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5
Luo, Jiawen
5
Roubaud, David
5
Soytaş, Uǧur
5
Wang, Jiqian
5
Wang, Lu
5
Ҫepni, Oğuzhan
5
Bonato, Matteo
4
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4
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Department of Economics working paper series
Economics / Discussion papers : the open-access, open-assessment e-journal
Energy economics
International journal of finance & economics : IJFE
International review of economics & finance : IREF
13
Applied economics
12
International review of financial analysis
12
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5
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4
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4
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4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
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3
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3
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3
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3
China finance review international
2
Dae oe gyeong je yeon gu
2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
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1
The asymmetric impact of oil price uncertainty on emerging market financial stress : a quantile regression approach
Das, Debojyoti
;
Dutta, Anupam
;
Jana, Rabin K.
;
Ghosh, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4299-4323
Persistent link: https://www.econbiz.de/10014429325
Saved in:
2
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
3
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
4
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Woo Joong
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012695792
Saved in:
5
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
6
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:
7
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:
8
In search of time-varying jumps during the turmoil periods : evidence from crude oil futures markets
Dutta, Anupam
;
Soytaş, Uǧur
;
Das, Debojyoti
; …
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477590
Saved in:
9
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:
10
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
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