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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Huang, Dengshi"
~person:"Wang, Shouyang"
~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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Search: subject_exact:"Volatility"
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Contagion effect
Estimation
Markov-Kette
Oil price
Share price
Stock market
Volatility
Volatilität
Ölpreis
Forecasting model
19
Prognoseverfahren
19
ARCH model
17
ARCH-Modell
17
Commodity derivative
11
Rohstoffderivat
11
Volatility forecasting
11
Schätzung
8
Welt
7
World
7
Aktienmarkt
6
Börsenkurs
6
Capital income
6
Kapitaleinkommen
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Oil market
6
Ölmarkt
6
China
5
Crude oil market
4
Erdöl
4
Petroleum
4
Theorie
4
Theory
4
Oil futures price
3
Realized range-based volatility
3
Risiko
3
Risk
3
Time series analysis
3
Zeitreihenanalyse
3
Capital market returns
2
Decomposition method
2
Dekompositionsverfahren
2
Forecast combination
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Kapitalmarktrendite
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27
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Aufsatz in Zeitschrift
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27
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27
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Huang, Dengshi
Wang, Shouyang
Wei, Yu
Zhang, Yaojie
Ma, Feng
27
Hammoudeh, Shawkat
19
Tiwari, Aviral Kumar
18
Wang, Yudong
16
Bouri, Elie
15
Gupta, Rangan
15
Ji, Qiang
11
Chevallier, Julien
9
Demirer, Rıza
9
Kang, Sang Hoon
9
Sadorsky, Perry A.
9
Yoon, Seong-min
9
Liu, Li
8
Mensi, Walid
8
Roubaud, David
8
Shahzad, Syed Jawad Hussain
8
Todorova, Neda
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Liang, Chao
7
Lin, Boqiang
7
Wohar, Mark E.
7
Yin, Libo
7
Batten, Jonathan A.
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Filis, George
6
Gong, Xu
6
Liu, Jing
6
Lucey, Brian M.
6
Nguyen, Duc Khuong
6
Salisu, Afees A.
6
Balcilar, Mehmet
5
Han, Liyan
5
Hasanov, Akram Shavkatovich
5
Lau, Chi Keung
5
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Economic modelling
Energy economics
Quantitative finance
Finance research letters
11
Applied economics
9
International review of financial analysis
7
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
5
International journal of forecasting
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Research in international business and finance
3
Journal of empirical finance
2
Pacific-Basin finance journal
2
Applied economics letters
1
Bulletin of economic research
1
China economic review : an international journal
1
China finance review international
1
Econometric reviews
1
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
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Journal of international trade & commerce
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Journal of management science and engineering
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ECONIS (ZBW)
27
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1
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:
2
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:
3
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:
4
The role of news sentiment in oil futures returns and volatility forecasting : data-decomposition based deep learning approach
Li, Yuze
;
Jiang, Shangrong
;
Li, Xuerong
;
Wang, Shouyang
- In:
Energy economics
95
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816879
Saved in:
5
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:
6
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:
7
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
8
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:
9
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
10
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling
Sun, Yuying
;
Zhang, Xun
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Energy economics
78
(
2019
),
pp. 165-173
Persistent link: https://www.econbiz.de/10012159915
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