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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"
~person:"Filis, George"
~person:"Liu, Bing-Yue"
~person:"Ma, Feng"
~person:"Roubaud, David"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~subject:"Oil prices"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Oil prices
Volatility
Volatilität
64
Oil price
45
Ölpreis
45
ARCH model
31
ARCH-Modell
31
Welt
30
World
30
Forecasting model
27
Prognoseverfahren
27
Commodity derivative
22
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22
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14
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64
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Filis, George
Liu, Bing-Yue
Ma, Feng
Roubaud, David
Uddin, Mohammed Gazi Salah
Wang, Yudong
Yin, Libo
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
18
Bouri, Elie
14
Gupta, Rangan
14
Ji, Qiang
11
Wei, Yu
11
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9
Kang, Sang Hoon
9
Yoon, Seong-min
9
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8
Wen, Fenghua
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Gong, Xu
6
Liang, Chao
6
Liu, Li
6
Lucey, Brian M.
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Dutta, Anupam
5
Hasanov, Akram Shavkatovich
5
Lee, Chien-chiang
5
Maghyereh, Aktham I.
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Serletis, Apostolos
5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Jiqian
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
International review of financial analysis
27
Finance research letters
16
International review of economics & finance : IREF
16
Applied economics
14
Economic modelling
13
Journal of forecasting
11
International journal of finance & economics : IJFE
9
International journal of forecasting
8
The North American journal of economics and finance : a journal of financial economics studies
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics letters
5
Economics letters
5
Journal of empirical finance
5
The energy journal
4
The journal of futures markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial innovation : FIN
3
Journal of international financial markets, institutions & money
3
Pacific-Basin finance journal
3
Research in international business and finance
3
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2
Journal of emerging market finance
2
Journal of management science and engineering
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The European journal of finance
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Economics : the open-access, open-assessment journal
1
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1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global finance journal
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Journal of economic behavior & organization : JEBO
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Journal of financial stability
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Journal of international money and finance
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Journal of risk
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Volatility dynamics of agricultural futures markets under uncertainties
Dutta, Anupam
;
Uddin, Mohammed Gazi Salah
;
Sheng, Lin Wen
; …
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046928
Saved in:
2
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:
3
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
4
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:
5
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
6
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:
7
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:
8
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Saved in:
9
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:
10
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
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