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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Huang, Dengshi"
~subject:"Contagion effect"
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Oil price"
~subject:"Share price"
~subject:"Stock market"
~subject:"Time series analysis"
~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
Time series analysis
Volatility
Volatilität
Ölpreis
ARCH model
5
ARCH-Modell
5
Commodity derivative
3
Forecasting model
3
Prognoseverfahren
3
Rohstoffderivat
3
Volatility forecasting
3
Oil futures price
2
Realized range-based volatility
2
1992-2009
1
Aktienmarkt
1
Ansteckungseffekt
1
Börsenkurs
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Capital income
1
Contagion
1
Energiemarkt
1
Energy market
1
Financial crisis
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Finanzkrise
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Forecasting evaluation
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HAR-RV-type models
1
Jump
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Jump intensity
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Kapitaleinkommen
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Markov chain
1
Model confidence set
1
Multivariate Verteilung
1
Multivariate distribution
1
Oil market
1
Regime switching approach
1
Time-varying copula
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Volatility of realized range-based volatility
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Huang, Dengshi
Ma, Feng
26
Hammoudeh, Shawkat
19
Tiwari, Aviral Kumar
18
Wang, Yudong
16
Gupta, Rangan
15
Bouri, Elie
14
Ji, Qiang
11
Wei, Yu
11
Zhang, Yaojie
10
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
Dai, Zhifeng
6
Do, Hung Xuan
6
Filis, George
6
Gong, Xu
6
Liu, Jing
6
Nguyen, Duc Khuong
6
Salisu, Afees A.
6
Wang, Shouyang
6
Balcilar, Mehmet
5
Batten, Jonathan A.
5
Han, Liyan
5
Hasanov, Akram Shavkatovich
5
Lau, Chi Keung
5
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Economic modelling
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International review of economics & finance : IREF
3
International review of financial analysis
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China finance review international
1
Finance research letters
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ECONIS (ZBW)
5
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Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
2
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
3
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
4
Measuring contagion between energy market and stock market during financial crisis : a copula approach
Wen, Xiaoqian
;
Wei, Yu
;
Huang, Dengshi
- In:
Energy economics
34
(
2012
)
5
,
pp. 1435-1446
Persistent link: https://www.econbiz.de/10009688078
Saved in:
5
Forecasting crude oil market volatility : further evidence using GARCH-class models
Wei, Yu
;
Wang, Yudong
;
Huang, Dengshi
- In:
Energy economics
32
(
2010
)
6
,
pp. 1485-1498
Persistent link: https://www.econbiz.de/10008935972
Saved in:
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