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~isPartOf:"Economic modelling"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~person:"Liu, Jing"
~subject:"Capital income"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Ölpreis"
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Capital income
Stock market
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Ölpreis
Forecasting model
3
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Volatility forecasting
3
Volatilität
3
ARCH model
2
ARCH-Modell
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Oil price
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Realized range-based volatility
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Combined models
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Commodity derivative
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Dynamic model averaging
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Oil futures price
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Uncertainty and market sentiment
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Volatility of realized range-based volatility
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Liu, Jing
Hawaldar, Iqbal Thonse
6
Ma, Feng
6
Todorova, Neda
5
Adam, Pasrun
4
Kumar, Dilip
4
Li, Bin
4
Meher, Bharat Kumar
4
Qabhobho, Thobekile
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Zhang, Yaojie
4
Adam, Anokye M.
3
Alexandri, Mohammad Benny
3
Asafo-Adjei, Emmanuel
3
Babu, Manivannan
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Balcilar, Mehmet
3
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3
Chevallier, Julien
3
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3
Gupta, Rangan
3
Huang, Zhuo
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3
Li, Yong
3
Liu, Li
3
Maheswaran, S.
3
Manasseh, Charles O.
3
Pal, Debdatta
3
Raju, Guntur Anjana
3
Russel, Edwin
3
Saidi, La Ode
3
Salisu, Afees A.
3
Sariannidis, Nikolaos
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Sathya, J.
3
Su, Jen-je
3
Supriyanto
3
Tanattrin Bunnag
3
Wang, Tianyi
3
Zhang, Wei
3
Abada, Felicia C.
2
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Economic modelling
International Journal of Energy Economics and Policy : IJEEP
Energy economics
3
Finance research letters
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International review of economics & finance : IREF
2
International review of financial analysis
2
Applied economics
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International journal of forecasting
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Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
2
Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing
;
Wei, Yu
;
Ma, Feng
;
Wahab, M. I. M.
- In:
Economic modelling
61
(
2017
),
pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
Saved in:
3
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:
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