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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Ma, Feng"
~person:"Nguyen, Duc Khuong"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
26
ARCH-Modell
26
Volatility
23
Volatilität
23
Oil price
20
Ölpreis
20
Forecasting model
19
Prognoseverfahren
19
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14
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26
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Ma, Feng
Nguyen, Duc Khuong
Bouri, Elie
9
Hammoudeh, Shawkat
9
Zhang, Yaojie
9
Wang, Yudong
8
Sadorsky, Perry A.
7
Wei, Yu
7
Yoon, Seong-min
7
Arouri, Mohamed
5
Chevallier, Julien
5
Huang, Dengshi
5
Liu, Jing
5
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5
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5
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5
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4
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4
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4
Hasanov, Akram Shavkatovich
4
Kang, Sang Hoon
4
Lahiani, Amine
4
Liang, Chao
4
Lin, Boqiang
4
Serletis, Apostolos
4
Sévi, Benoît
4
Wang, Shouyang
4
Wen, Fenghua
4
Wu, Chongfeng
4
Ahmed, Abdullahi Dahir
3
Balcilar, Mehmet
3
Batten, Jonathan A.
3
Baum, Christopher F.
3
Boubaker, Sabri
3
Chang, Chia-Lin
3
Ciarreta, Aitor
3
Elder, John
3
Huang, Zhuo
3
Huo, Rui
3
Iglesias, Emma M.
3
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Economic modelling
Energy economics
Journal of economic dynamics & control
International review of financial analysis
8
International review of economics & finance : IREF
7
Applied economics
6
International journal of finance & economics : IJFE
5
Journal of international financial markets, institutions & money
4
International journal of forecasting
3
Journal of forecasting
3
Applied economics letters
2
Finance research letters
2
Quantitative finance
2
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Financial innovation : FIN
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of management science and engineering
1
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1
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1
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1
Pacific-Basin finance journal
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
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The journal of futures markets
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ECONIS (ZBW)
26
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26
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1
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
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
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:
4
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:
5
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
Saved in:
6
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
7
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
Saved in:
8
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
9
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
10
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju
;
Ma, Feng
;
Wang, Chen
;
Zhang, Bing
- In:
Energy economics
80
(
2019
),
pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
Saved in:
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