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~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"Review of development finance"
~person:"Das, Debojyoti"
~person:"Ma, Feng"
~subject:"Cointegration"
~subject:"Fractional cointegration"
~subject:"Kalendereffekt"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Cointegration
Fractional cointegration
Kalendereffekt
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Estimation
16
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11
Prognoseverfahren
11
Volatility
11
Volatilität
11
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10
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Das, Debojyoti
Ma, Feng
Gupta, Rangan
14
Tiwari, Aviral Kumar
12
Wang, Yudong
10
Bouri, Elie
9
Gil-Alaña, Luis A.
9
Shahbaz, Muhammad
9
Hammoudeh, Shawkat
8
Salisu, Afees A.
8
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8
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7
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7
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6
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6
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6
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6
Ren, Xiaohang
6
Shahzad, Syed Jawad Hussain
6
Yoon, Seong-min
6
Ghoddusi, Hamed
5
Narayan, Paresh Kumar
5
Pierdzioch, Christian
5
Polemis, Michael
5
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5
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5
Zaremba, Adam
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Zhang, Yaojie
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Balcilar, Mehmet
4
Chevallier, Julien
4
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Li, Yan
4
Lu, Xinjie
4
Miller, J. Isaac
4
Nonejad, Nima
4
Pan, Zhiyuan
4
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Discussion paper series / IZA
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Finance research letters
Review of development finance
International review of financial analysis
5
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4
International journal of finance & economics : IJFE
3
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2
International review of economics & finance : IREF
2
The journal of futures markets
2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International journal of emerging markets
1
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1
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ECONIS (ZBW)
16
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1
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
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
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:
4
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
5
Geopolitical risk and excess stock returns predictability : new evidence from a century of data
Ma, Feng
;
Lu, Fei
;
Tao, Ying
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014233984
Saved in:
6
Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework
Das, Debojyoti
;
Maitra, Debasish
;
Dutta, Anupam
;
Basu, …
- In:
Energy economics
115
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013541818
Saved in:
7
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
8
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
9
Global tail risk and oil return predictability
Qian, Lihua
;
Zeng, Qing
;
Lu, Xinjie
;
Ma, Feng
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553904
Saved in:
10
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
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