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~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Kang, Sang Hoon"
~person:"Ma, Feng"
~person:"Soytaş, Uǧur"
~person:"Wang, Yudong"
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Search: subject_exact:"Volatility"
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Volatility
48
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48
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36
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28
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28
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23
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Kang, Sang Hoon
Ma, Feng
Soytaş, Uǧur
Wang, Yudong
Bouri, Elie
23
Gupta, Rangan
21
Hammoudeh, Shawkat
20
Tiwari, Aviral Kumar
20
Roubaud, David
12
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9
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7
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7
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7
Chevallier, Julien
6
Corbet, Shaen
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Liang, Chao
6
Liu, Li
6
Maghyereh, Aktham I.
6
McAleer, Michael
6
Nguyen, Duc Khuong
6
Yin, Libo
6
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6
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5
Filis, George
5
Gong, Xu
5
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5
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5
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5
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Economics / Discussion papers : the open-access, open-assessment e-journal
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Quantitative finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International review of economics & finance : IREF
13
Applied economics
11
International review of financial analysis
11
The North American journal of economics and finance : a journal of financial economics studies
11
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9
Economic modelling
8
International journal of finance & economics : IJFE
7
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
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3
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of international financial markets, institutions & money
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Journal of management science and engineering
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The European journal of finance
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Dae oe gyeong je yeon gu
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Department of Economics working paper series
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Economics letters
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International Journal of Energy Economics and Policy : IJEEP
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Journal of banking & finance
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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ECONIS (ZBW)
48
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1
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
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
In search of time-varying jumps during the turmoil periods : evidence from crude oil futures markets
Dutta, Anupam
;
Soytaş, Uǧur
;
Das, Debojyoti
; …
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477590
Saved in:
4
Oil implied volatility and expected stock returns along the worldwide supply chain
Li, Chenchen
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
114
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
Saved in:
5
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:
6
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:
7
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Zhong, Juandan
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
Saved in:
8
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:
9
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:
10
Cash holdings and oil price uncertainty exposures
Wu, Xi
;
Wang, Yudong
;
Tong, Xinle
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012888459
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