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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Albrecht, Peter"
~person:"Butt, Hilal Anwar"
~person:"Gong, Xu"
~person:"Ma, Feng"
~person:"Nasir, Muhammad Ali"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~person:"Zarangas, Leonidas P."
~person:"Zhou, Yimin"
~subject:"China"
~subject:"Commodity derivative"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Volatility"
~subject:"World"
~subject:"Ölpreis"
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Commodity derivative
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Portfolio selection
Volatility
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Albrecht, Peter
Butt, Hilal Anwar
Gong, Xu
Ma, Feng
Nasir, Muhammad Ali
Yin, Libo
Yoon, Seong-min
Zarangas, Leonidas P.
Zhou, Yimin
Gupta, Rangan
51
Pierdzioch, Christian
17
Salisu, Afees A.
12
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10
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7
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2
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2
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Department of Economics working paper series
Economics / Discussion papers : the open-access, open-assessment e-journal
International journal of finance & economics : IJFE
Energy economics
38
International review of financial analysis
14
Applied economics
13
International review of economics & finance : IREF
12
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9
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7
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
17
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1
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
2
Volatility spillovers, hedging and safe-havens under pandemics : all that glitters is not gold!
Ghabri, Yosra
;
Luu Duc Toan Huynh
;
Nasir, Muhammad Ali
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1318-1344
Persistent link: https://www.econbiz.de/10014533219
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
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:
5
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:
6
Economic policy uncertainty and stock markets' co-movements
Albrecht, Peter
;
Kapounek, Svatopluk
;
Kučerová, Zuzana
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3471-3487
Persistent link: https://www.econbiz.de/10014429134
Saved in:
7
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:
8
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:
9
Predicting the volatility of crude oil futures : the roles of leverage effects and structural changes
Gong, Xu
;
Lin, Boqiang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 610-640
Persistent link: https://www.econbiz.de/10012814845
Saved in:
10
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
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