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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Quantitative finance"
~person:"Huang, Dengshi"
~person:"Wei, Yu"
~person:"Zhang, Yaojie"
~subject:"Contagion effect"
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Oil price"
~subject:"Share price"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Contagion effect
Estimation
Markov-Kette
Oil price
Share price
Stock market
Volatility
Volatilität
Ölpreis
Forecasting model
22
Prognoseverfahren
22
ARCH model
19
ARCH-Modell
19
Volatility forecasting
14
Commodity derivative
11
Rohstoffderivat
11
Schätzung
8
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7
Börsenkurs
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Capital income
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Kapitaleinkommen
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Welt
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World
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Ölmarkt
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China
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Theorie
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Theory
5
Crude oil market
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Erdöl
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Oil futures price
3
Petroleum
3
Realized range-based volatility
3
Realized volatility
3
Risiko
3
Risk
3
Time series analysis
3
Zeitreihenanalyse
3
Capital market returns
2
Categorical EPU indices
2
Forecast combination
2
Forecasting evaluation
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27
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Aufsatz in Zeitschrift
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27
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Huang, Dengshi
Wei, Yu
Zhang, Yaojie
Ma, Feng
34
Tiwari, Aviral Kumar
25
Hammoudeh, Shawkat
24
Gupta, Rangan
23
Bouri, Elie
19
Wang, Yudong
18
Kang, Sang Hoon
14
Mensi, Walid
13
Uddin, Mohammed Gazi Salah
13
Ji, Qiang
12
Liang, Chao
11
Wohar, Mark E.
11
Yin, Libo
11
Todorova, Neda
10
Yoon, Seong-min
10
Chevallier, Julien
9
Demirer, Rıza
9
Do, Hung Xuan
9
Liu, Li
9
Sadorsky, Perry A.
9
Wen, Fenghua
9
Abakah, Emmanuel Joel Aikins
8
Balcilar, Mehmet
8
Dai, Zhifeng
8
Han, Liyan
8
Lin, Boqiang
8
Liu, Jing
8
Lucey, Brian M.
8
McAleer, Michael
8
Roubaud, David
8
Salisu, Afees A.
8
Shahzad, Syed Jawad Hussain
8
Wang, Jiqian
8
Wang, Lu
8
Filis, George
7
Gong, Xu
7
Kumar, Dilip
7
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Economic modelling
Energy economics
International review of economics & finance : IREF
Quantitative finance
Finance research letters
10
Applied economics
8
International journal of finance & economics : IJFE
6
International review of financial analysis
6
International journal of forecasting
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
4
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2
Pacific-Basin finance journal
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Research in international business and finance
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Applied economics letters
1
Bulletin of economic research
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China finance review international
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Journal of banking & finance
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Journal of commodity markets
1
Journal of international financial markets, institutions & money
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Journal of management science and engineering
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ECONIS (ZBW)
27
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1
Market volatilities vs oil shocks : which dominate the relative performance of green bonds?
Wei, Yu
;
Shi, Chunpei
;
Zhou, Chunyan
;
Wang, Qian
;
Liu, …
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046906
Saved in:
2
Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
3
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
4
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
5
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
6
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
7
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
8
Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
Saved in:
9
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
10
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
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