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~isPartOf:"Economic modelling"
~person:"Liu, Jing"
~person:"Mensi, Walid"
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ARCH model
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Oil price
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Ölpreis
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Volatilität
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Aktienmarkt
2
Commodity derivative
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Liu, Jing
Mensi, Walid
Ma, Feng
4
Mitra, Subrata Kumar
4
Pal, Debdatta
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Arouri, Mohamed
3
Ratti, Ronald A.
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Tiwari, Aviral Kumar
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Zhang, Yaojie
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Salisu, Afees A.
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Wang, Yudong
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Adibpour, Mehdi
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Economic modelling
Energy economics
11
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
3
Finance research letters
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Applied economics
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Australian economic papers
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Emerging markets review
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ECONIS (ZBW)
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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 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
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
4
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
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