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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~person:"Gong, Xu"
~person:"Ma, Feng"
~person:"Sadorsky, Perry A."
~person:"Xiao, Jihong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Oil price
Portfolio selection
Ölpreis
Volatility
61
Volatilität
61
ARCH model
38
ARCH-Modell
38
Forecasting model
30
Prognoseverfahren
30
Commodity derivative
23
Rohstoffderivat
23
Welt
19
World
19
Estimation
18
Schätzung
18
Volatility forecasting
18
Börsenkurs
16
Share price
16
Oil market
14
Aktienmarkt
13
Stock market
13
Ölmarkt
13
Capital income
12
Kapitaleinkommen
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Spillover effect
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Spillover-Effekt
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Erdöl
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Petroleum
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China
7
Risiko
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Risk
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USA
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United States
7
Exchange rate
6
Forecast
6
Prognose
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Wechselkurs
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Anlageverhalten
5
Behavioural finance
5
Realized volatility
5
Schock
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48
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Gong, Xu
Ma, Feng
Sadorsky, Perry A.
Xiao, Jihong
Yin, Libo
Yoon, Seong-min
Hammoudeh, Shawkat
15
Tiwari, Aviral Kumar
12
Bouri, Elie
10
Wang, Yudong
10
Gupta, Rangan
8
Kang, Sang Hoon
8
Mensi, Walid
8
Wei, Yu
8
Shahzad, Syed Jawad Hussain
7
Wen, Fenghua
7
Zhang, Yaojie
7
Dai, Zhifeng
6
Demirer, Rıza
6
Filis, George
6
Ji, Qiang
6
Liu, Li
6
Lin, Boqiang
5
Liu, Jing
5
Nguyen, Duc Khuong
5
Salisu, Afees A.
5
Uddin, Mohammed Gazi Salah
5
Do, Hung Xuan
4
Dutta, Anupam
4
Li, Xiafei
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Naeem, Muhammad Abubakr
4
Serletis, Apostolos
4
Sitara Karim
4
Soytaş, Uǧur
4
Zhang, Bing
4
Zhang, Dayong
4
Zhang, Yue-jun
4
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Economic modelling
Energy economics
Applied economics
7
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
5
International review of financial analysis
5
Journal of empirical finance
3
Applied economics letters
2
Australian economic papers
2
Emerging markets, finance and trade : EMFT
2
Journal of forecasting
2
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of commodity markets : JCM
1
Journal of economic behavior & organization : JEBO
1
Journal of management science and engineering
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
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ECONIS (ZBW)
48
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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
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
4
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:
5
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
6
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:
7
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:
8
Oil price uncertainty and stock price crash risk : evidence from China
Xiao, Jihong
;
Chen, Xian
;
Li, Yang
;
Wen, Fenghua
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350788
Saved in:
9
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
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
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